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An Introductory Review of Time-Inconsistent Stochastic Optimal Control

descriptionPublicationkeyboard_double_arrow_right Article , Conference object 01 Jul 2018Publisher:IEEEJournal:2018 37th Chinese Control Conference (CCC)
Authors: Ni, Yuan-Hua; Zhang, Ji-Feng; Dimirovski, Georgi M.;

doi: 10.23919/chicc.2018.8483660

handle: 11376/4676 , 11376/3325

An Introductory Review of Time-Inconsistent Stochastic Optimal Control

Abstract

This paper gives an introductory review of time-inconsistent stochastic optimal control. We mainly explain the reasons that result in the time inconsistency, and review the recent progresses in time-inconsistent stochastic linear-quadratic optimal control.

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Keywords

Consumption, Maximum Principle, Time Inconsistency, Stochastic Optimal Control

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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