Time-inconsistent LQ games for large-population systems and applications.
- Resource Type
- Journal
- Authors
- Wang, Haiyang (PRC-SHDN-MST) AMS Author Profile; Xu, Ruimin (PRC-QLUT-SMS) AMS Author Profile
- Source
- Journal of Optimization Theory and Applications (J. Optim. Theory Appl.) (20230101), 197, no.~3, 1249-1268. ISSN: 0022-3239 (print).eISSN: 1573-2878.
- Subject
- 49 Calculus of variations and optimal control; optimization -- 49N Miscellaneous topics
49N10 Linear-quadratic problems
93 Systems theory; control -- 93E Stochastic systems and control
93E20 Optimal stochastic control
- Language
- English