Deterministic time-inconsistent optimal control problems — an essentially cooperative approach
By Jiongmin Yong. 2012
48 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/5fe8416f5dda89c3c911265497f53ffe92c2384a
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Citations in the corpus
- Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation (2012, methodology): “Inspired by [27, 28], we will take an approach of multi-person differential games.”