A robust time-inconsistent linear-quadratic problem

Si, BB; Ni, YH; Sun, QL; Chen, ZQ

Ni, YH (corresponding author), Nankai Univ, Coll Artificial Intelligence, Tianjin 300350, Peoples R China.

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2021; 31 (7): 2737

Abstract

This paper is concerned with a deterministic time-inconsistent linear-quadratic optimal control with model uncertainty, where nonexponential time disc......

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