一类时间不一致控制问题

doi:10.13438/j.cnki.jdzk.2022.04.003

吉首大学学报（自然科学版） ›› 2022, Vol. 43 ›› Issue (4): 11-14.DOI: 10.13438/j.cnki.jdzk.2022.04.003

一类时间不一致控制问题

计伟

(贵州建设职业技术学院信息管理学院，贵州贵阳 551400)

出版日期:2022-07-25 发布日期:2022-10-28
作者简介:计伟（1984—），男，贵州遵义人，贵州建设职业技术学院信息管理学院讲师，硕士，主要从事博弈论和最优控制理论研究.
基金资助:
国家自然科学基金资助项目(12061021)

A Class of Time-Inconsistent Control Problems

JI Wei

（School of Information and Management,Guizhou Polytechnic of Construction,Guiyang 551400,China）

Online:2022-07-25 Published:2022-10-28

摘要/Abstract

摘要：研究了一类时间不一致控制问题.利用经典的数学分析方法和变分法,证明了最优控制问题的最优控制就是时间不一致问题的均衡控制.

关键词： 最优控制, 均衡控制, 时间不一致, 变分法

Abstract: A class of time-inconsistent control problems is researched.With classical methods of mathematical analysis and calculus of variation,we prove that the optimal control of classical optimal control problems is an equilibrium control of time-inconsistent control problems.

Key words: optimal control, equilibrium control, time inconsistency, variational method

计伟. 一类时间不一致控制问题[J]. 吉首大学学报（自然科学版）, 2022, 43(4): 11-14.

JI Wei. A Class of Time-Inconsistent Control Problems[J]. Journal of Jishou University(Natural Sciences Edition), 2022, 43(4): 11-14.

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一类时间不一致控制问题

A Class of Time-Inconsistent Control Problems

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