Presentation Name: Time-Inconsistent Optimal Control——Approaches, Results, and Problems
Presenter: 雍炯敏 教授 (Prof. Jiongmin Yong)
Date: 2010-12-20
Location: 光华东主楼1801
Abstract:

For general time-inconsistent optimal control problems, there are two important approaches: Dynamic programming method and variational method. The former is realized as the limit of multi-level hierarchical differential games, and the later is similar to the derivation of maximum principle. In this talk, we will present the main ideas of these two approaches. Some constructive results will be presented for linear-quadratic case. Many open questions will be posed.

Annual Speech Directory: No.116

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