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A deterministic linear quadratic time-inconsistent optimal control problem
1. | Department of Mathematics, University of Central Florida, Orlando, FL 32816 |
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show all references
References:
[1] |
Preprint, London Business School, 2008. Google Scholar |
[2] |
Applied Mathematical Sciences, Vol. 12, Springer-Verlag, New York-Heidelberg, 1974. |
[3] |
T. Björk and A. Murgoci, A general theory of Markovian time inconsistent stochasitc control problem,, working paper., (). Google Scholar |
[4] |
Books for Libraries Press, Freeport, New York, 1891. Google Scholar |
[5] |
preprint, Univ. British Columbia, 2008. Google Scholar |
[6] |
preprint, Univ. British Columbia, 2007. Google Scholar |
[7] |
Review of Economic Studies, 47 (1980), 533-537.
doi: 10.2307/2297304. |
[8] |
S. R. Grenadier and N. Wang, Investment under uncertainty and time-inconsistent preferences,, preprint., (). Google Scholar |
[9] |
P. J. Herings and K. I. M. Rohde, Time-inconsistent preferences in a general equilibriub model,, preprint., (). Google Scholar |
[10] |
First Edition, 1739; Reprint, Oxford Univ. Press, New York, 1978. Google Scholar |
[11] |
Mcmillan, London, 1871. Google Scholar |
[12] |
Econometrica, 71 (2003), 366-375.
doi: 10.1111/1468-0262.00400. |
[13] |
Quarterly J. Econ., 112 (1997), 443-477.
doi: 10.1162/003355397555253. |
[14] |
"The Works of Thomas Robert Malthus" (Eds. E. A. Wrigley and D. Souden), 2 and 3, W. Pickering, London, 1986. Google Scholar |
[15] |
J. Economic Dynamics and Control, 33 (2009), 666-675.
doi: 10.1016/j.jedc.2008.08.008. |
[16] |
1st ed., 1890; 8th ed., Macmillan, London, 1920. Google Scholar |
[17] |
The Economic Journal, 95 (1985), 124-137.
doi: 10.2307/2232876. |
[18] |
History of Political Economy, 35 (2003), 241-268.
doi: 10.1215/00182702-35-2-241. |
[19] |
Girard and Brieve, Paris, 1909. Google Scholar |
[20] |
Review of Economic Studies, 40 (1973), 391-401.
doi: 10.2307/2296458. |
[21] |
Review of Economic Studies, 35 (1968), 185-199.
doi: 10.2307/2296548. |
[22] |
First Edition, 1759; Reprint, Oxford Univ. Press, 1976. Google Scholar |
[23] |
Review of Econ. Studies, 23 (1955), 165-180.
doi: 10.2307/2295722. |
[24] |
J. Public Economics, 31 (1986), 25-52.
doi: 10.1016/0047-2727(86)90070-8. |
[25] |
J. Yong, A deterministic time-inconsistent optimal control problem -- An essentially cooperative approach,, Acta Appl. Math. Sinica, (). Google Scholar |
[26] |
Applications of Mathematics (New York), 43, Springer-Verlag, New York, 1999. |
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