A robust time-inconsistent linear-quadratic problem

doi:10.1002/rnc.5426

2021-02-14

PRE

DOI：10.1002/rnc.5426

原文求助

摘要

En 中文

本文涉及具有模型不确定性的确定性时间不一致的线性二次最优控制，其中非指数时间折扣出现在目标函数中。如果将目标函数视为寿命范围内的输出/观察值，则在极小极大优化的原理下对该时间不一致的线性二次问题的干扰衰减进行建模和求解，并采用时间不一致的零和线性二次动态博弈，控制器是最小化玩家，干扰是假想的最大化玩家。引入鲁棒混合均衡解的定义，充分刻画了其存在性。构造了一个示例，以表明即使某些初始对既不存在开环平衡控制也不存在反馈平衡策略，所有初始对都存在混合平衡解。此外，对于零和线性二次博弈的时间一致版本，给出了另一个例子来表明开环时间一致均衡的存在并不意味着开环预承诺均衡的存在。

Keyword:

dynamic game

precommitted policy

stochastic linear‐ quadratic problem

time inconsistency

time‐ consistent policy

AI总结

对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

International Journal of Robust and Nonlinear Control

IF:

3.2

论文数:

7.0K

被引数:

1.4W

机构

nankai university

学者数:

4.8W

论文数: 3.3W

被引数: 74

引用论文

Writing the worlds of genomic medicine: experiences of using participatory-writing to understand life with rare conditions

Medical Humanities

IF0

2022-04-13

OAAI

Richard Gorman; Bobbie Farsides

Determination of the size distribution of lecithin liposomes: a comparative study using freeze fracture, cryoelectron microscopy and dynamic light scattering

Journal of Microscopy

IF0

2003-10-31

PREAI

S. U. Egelhaaf; E. Wehrli; M. Müller; M. Adrian; P. Schurtenberger

‘Living in a postcard’: creatively exploring cultural heritage with young people living in Scottish island communities

International Journal of Heritage Studies

IF0

2020-07-23

OAAI

Marianne McAra

The putative impacts of the non‐native seaweed Sargassum muticum on native communities in tidepools of Southern California and investigation into the feasibility of local eradication

Marine Ecology

IF0

2015-12-14

PREAI

Jayson R. Smith

A Geometric Derivation of the Probability of Finding a Relay in Multi-rate Networks

Lecture Notes in Computer Science

IF0

2004-01-01

PREAI

Laura Marie Feeney; Daniel Hollos; Martin Kubisch; Seble Mengesha; Holger Karl

Pentafluorophenylcorrole–d-galactose conjugates

Tetrahedron Letters

IF0

2012-11-01

PREAI

Teresa A.F. Cardote; Joana F.B. Barata; M. Amparo F. Faustino; Annegret Preuß; M. Graça P.M.S. Neves; José A.S. Cavaleiro; Catarina I.V. Ramos; M. Graça O. Santana-Marques; Beate Röder

Polyhalopyrroles: electrochemical synthesis and some characteristics

Journal of Electroanalytical Chemistry and Interfacial Electrochemistry

IF0

1985-08-01

PREAI

P. Audebert; G. Bidan

Is Forensic Science Scientific?

BioScience

IF0

2020-04-17

OAAI

John H Tibbetts