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Global well-posedness and asymptotic behavior of a class of initial-boundary-value problem of the Korteweg-De Vries equation on a finite domain
A deterministic linear quadratic time-inconsistent optimal control problem
1. | Department of Mathematics, University of Central Florida, Orlando, FL 32816 |
References:
[1] |
S. Basak and G. Chabakauri, Dynamic mean-variance asset allocation,, Preprint, (2008). Google Scholar |
[2] |
L. D. Berkovitz, "Optimal Control Theory,", Applied Mathematical Sciences, 12 (1974).
|
[3] |
T. Björk and A. Murgoci, A general theory of Markovian time inconsistent stochasitc control problem,, working paper., (). Google Scholar |
[4] |
E. V. Böhm-Bawerk, "The Positive Theory of Capital,", Books for Libraries Press, (1891). Google Scholar |
[5] |
I. Ekeland and A. Lazrak, Being serious about non-commitment: subgame perfect equilibrium in continuous time,, preprint, (2008). Google Scholar |
[6] |
I. Ekeland and T. Privu, Investment and consumption without commitment,, preprint, (2007). Google Scholar |
[7] |
S. M. Goldman, Consistent plans,, Review of Economic Studies, 47 (1980), 533.
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] |
D. Hume, "A Treatise of Human Nature,", First Edition, (1739). Google Scholar |
[11] |
W. S. Jevons, "Theory of Political Economy,", Mcmillan, (1871). Google Scholar |
[12] |
P. Krusell and A. A. Smith, Jr., Consumption and saving decisions with quasi-geometric discounting,, Econometrica, 71 (2003), 366.
doi: 10.1111/1468-0262.00400. |
[13] |
D. Laibson, Golden eggs and hyperbolic discounting,, Quarterly J. Econ., 112 (1997), 443.
doi: 10.1162/003355397555253. |
[14] |
A. Malthus, An essay on the principle of population, 1826,, in, 2 (1986). Google Scholar |
[15] |
J. Marin-Solano and J. Navas, Non-constant discounting in finite horizon: The free terminal time case,, J. Economic Dynamics and Control, 33 (2009), 666.
doi: 10.1016/j.jedc.2008.08.008. |
[16] |
A. Marshall, "Principles of Economics,", 1st ed., (1890). Google Scholar |
[17] |
M. Miller and M. Salmon, Dynamic games and the time inconsistency of optimal policy in open economics,, The Economic Journal, 95 (1985), 124.
doi: 10.2307/2232876. |
[18] |
I. Palacios-Huerta, Time-inconsistent preferences in Adam Smith and Davis Hume,, History of Political Economy, 35 (2003), 241.
doi: 10.1215/00182702-35-2-241. |
[19] |
V. Pareto, "Manuel d'économie Politique,", Girard and Brieve, (1909). Google Scholar |
[20] |
B. Peleg and M. E. Yaari, On the existence of a consistent course of action when tastes are changing,, Review of Economic Studies, 40 (1973), 391.
doi: 10.2307/2296458. |
[21] |
R. A. Pollak, Consistent planning,, Review of Economic Studies, 35 (1968), 185.
doi: 10.2307/2296548. |
[22] |
A. Smith, "The Theory of Moral Sentiments,", First Edition, (1759). Google Scholar |
[23] |
R. H. Strotz, Myopia and inconsistency in dynamic utility maximization,, Review of Econ. Studies, 23 (1955), 165.
doi: 10.2307/2295722. |
[24] |
L. Tesfatsion, Time inconsistency of benevolent government economics,, J. Public Economics, 31 (1986), 25.
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] |
J. Yong, and X. Y. Zhou, "Stochastic Controls: Hamiltonian Systems and HJB Equations,", Applications of Mathematics (New York), (1999).
|
show all references
References:
[1] |
S. Basak and G. Chabakauri, Dynamic mean-variance asset allocation,, Preprint, (2008). Google Scholar |
[2] |
L. D. Berkovitz, "Optimal Control Theory,", Applied Mathematical Sciences, 12 (1974).
|
[3] |
T. Björk and A. Murgoci, A general theory of Markovian time inconsistent stochasitc control problem,, working paper., (). Google Scholar |
[4] |
E. V. Böhm-Bawerk, "The Positive Theory of Capital,", Books for Libraries Press, (1891). Google Scholar |
[5] |
I. Ekeland and A. Lazrak, Being serious about non-commitment: subgame perfect equilibrium in continuous time,, preprint, (2008). Google Scholar |
[6] |
I. Ekeland and T. Privu, Investment and consumption without commitment,, preprint, (2007). Google Scholar |
[7] |
S. M. Goldman, Consistent plans,, Review of Economic Studies, 47 (1980), 533.
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] |
D. Hume, "A Treatise of Human Nature,", First Edition, (1739). Google Scholar |
[11] |
W. S. Jevons, "Theory of Political Economy,", Mcmillan, (1871). Google Scholar |
[12] |
P. Krusell and A. A. Smith, Jr., Consumption and saving decisions with quasi-geometric discounting,, Econometrica, 71 (2003), 366.
doi: 10.1111/1468-0262.00400. |
[13] |
D. Laibson, Golden eggs and hyperbolic discounting,, Quarterly J. Econ., 112 (1997), 443.
doi: 10.1162/003355397555253. |
[14] |
A. Malthus, An essay on the principle of population, 1826,, in, 2 (1986). Google Scholar |
[15] |
J. Marin-Solano and J. Navas, Non-constant discounting in finite horizon: The free terminal time case,, J. Economic Dynamics and Control, 33 (2009), 666.
doi: 10.1016/j.jedc.2008.08.008. |
[16] |
A. Marshall, "Principles of Economics,", 1st ed., (1890). Google Scholar |
[17] |
M. Miller and M. Salmon, Dynamic games and the time inconsistency of optimal policy in open economics,, The Economic Journal, 95 (1985), 124.
doi: 10.2307/2232876. |
[18] |
I. Palacios-Huerta, Time-inconsistent preferences in Adam Smith and Davis Hume,, History of Political Economy, 35 (2003), 241.
doi: 10.1215/00182702-35-2-241. |
[19] |
V. Pareto, "Manuel d'économie Politique,", Girard and Brieve, (1909). Google Scholar |
[20] |
B. Peleg and M. E. Yaari, On the existence of a consistent course of action when tastes are changing,, Review of Economic Studies, 40 (1973), 391.
doi: 10.2307/2296458. |
[21] |
R. A. Pollak, Consistent planning,, Review of Economic Studies, 35 (1968), 185.
doi: 10.2307/2296548. |
[22] |
A. Smith, "The Theory of Moral Sentiments,", First Edition, (1759). Google Scholar |
[23] |
R. H. Strotz, Myopia and inconsistency in dynamic utility maximization,, Review of Econ. Studies, 23 (1955), 165.
doi: 10.2307/2295722. |
[24] |
L. Tesfatsion, Time inconsistency of benevolent government economics,, J. Public Economics, 31 (1986), 25.
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] |
J. Yong, and X. Y. Zhou, "Stochastic Controls: Hamiltonian Systems and HJB Equations,", Applications of Mathematics (New York), (1999).
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