On the equilibrium strategy of linear-quadratic time-inconsistent control problems
The paper investigates the open-loop equilibrium strategy for linear-quadratic time-inconsistent control problems. It derives an equilibrium maximum principle for this strategy and establishes the equivalence among the open-loop equilibrium strategy, two-point boundary value problems, and the equili...
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| Format: | Article |
| Language: | English |
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AIMS Press
2025-03-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2025253 |
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