Time-inconsistent stochastic linear quadratic control for discrete-time systems | |
Qingyuan QI; Huanshui ZHANG | |
刊名 | Science China(Information Sciences) |
2017 | |
期号 | 12页码:44-56 |
关键词 | time-inconsistency open-loop equilibrium control maximum principle FBSDE nonsymmetric Riccati equations |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4591688 |
专题 | 山东大学 |
作者单位 | School of Control Science and Engineering, Shandong University |
推荐引用方式 GB/T 7714 | Qingyuan QI,Huanshui ZHANG. Time-inconsistent stochastic linear quadratic control for discrete-time systems[J]. Science China(Information Sciences),2017(12):44-56. |
APA | Qingyuan QI,&Huanshui ZHANG.(2017).Time-inconsistent stochastic linear quadratic control for discrete-time systems.Science China(Information Sciences)(12),44-56. |
MLA | Qingyuan QI,et al."Time-inconsistent stochastic linear quadratic control for discrete-time systems".Science China(Information Sciences) .12(2017):44-56. |
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