On the Time-Inconsistent Deterministic Linear-Quadratic Control
نویسندگان
چکیده
A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between problems, two-point boundary value and Riccati equations. In this paper, we extend equivalence to a general time-inconsistent LQ problem, where inconsistency arises from nonexponential discount functions. By studying solvability equation, show existence uniqueness linear equilibrium for problem.
منابع مشابه
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ژورنال
عنوان ژورنال: Siam Journal on Control and Optimization
سال: 2022
ISSN: ['0363-0129', '1095-7138']
DOI: https://doi.org/10.1137/21m1419611