Equilibrium control of a class of time-inconsistent optimal control problems with infinite horizon

We study time-inconsistent optimal control problems with infnite horizon and dominating discount. In this problem, the non-constant discount rate results in the time inconsistency, thus local optimization is not equal to overall optimization anymore. Hence we study the equilibrium control instead of...

Ausführliche Beschreibung

Bibliografische Detailangaben

Hauptverfasser:	GENG Xiao-Qi, ZHANG Zhi-Xiong
Format:	Artigo
Sprache:	Inglês
Veröffentlicht:	Editorial Department of Journal of Sichuan University (Natural Science Edition) 2021-01-01
Schriftenreihe:	四川大学学报. 自然科学版
Schlagworte:	Time-inconsistent optimal control, Equilibrium control, Infinite horizon, Discount rate
Online-Zugang:	http://science.scu.edu.cn/thesisDetails#10.19907/j.0490-6756.2021.031001
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