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Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications.

Jian-hao KangZhun GouNan-jing Huang
Published in: Commun. Nonlinear Sci. Numer. Simul. (2023)
Keyphrases
  • optimal control problems
  • optimal control
  • production planning
  • solving nonlinear
  • equilibrium strategies
  • control theory
  • continuous functions
  • infinite dimensional
  • learning algorithm