A robust time‐inconsistent linear‐quadratic problem
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.5426
Abstract: This paper is concerned with a deterministic time‐inconsistent linear‐quadratic optimal control with model uncertainty, where nonexponential time discounting appears in the objective functional. If the objective functional is viewed as an output/observation on the lifetime… read more here.
Keywords: time; inconsistent linear; time inconsistent; linear quadratic ... See more keywords