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...
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| Principais autores: | , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Editorial Department of Journal of Sichuan University (Natural Science Edition)
2021-01-01
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| Serier: | 四川大学学报. 自然科学版 |
| Fag: | |
| Online adgang: | http://science.scu.edu.cn/thesisDetails#10.19907/j.0490-6756.2021.031001 |
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