时间不一致LQ问题的研究概括  

Research Summary on Time-Inconsistent LQ Problem

作　　者：陈乐乐 彭云飞 

机构地区：[1]贵州大学数学与统计学院,贵州 贵阳

出　　处：《运筹与模糊学》2022年第4期1350-1355,共6页Operations Research and Fuzziology

摘　　要：时间不一致问题在数学、经济学、金融学领域是一个研究热点,吸引了大量数学家、经济学家和金融学家的关注,尤其是时间不一致线性二次(LQ)问题。长期以来,各位专家学者都对时间不一致LQ问题进行了研究,因此时间不一致LQ问题具有深刻的理论意义和应用价值。本文对时间不一致LQ问题几种不同解的定义进行梳理和分类,并对其研究成果进行概括,以便对时间不一致LQ问题进行更深一步的研究。The time-inconsistent problem is a research hotspot in the fields of mathematics, economics and finance, attracting the attention of a large number of mathematicians, economists and financial economists, especially the time-inconsistent linear quadratic (LQ) problem. For a long time, experts and scholars have studied the time-inconsistent LQ problem, so the time-inconsistent LQ problem has profound theoretical significance and application value. In this paper, the definitions of several different solutions to the time-inconsistent LQ problem are sorted out and classified, and the research results are summarized, so as to further study the time-inconsistent LQ problem.

关 键 词：时间不一致 时间一致均衡控制 开环均衡控制 闭环均衡控制 混合均衡解 

分 类 号：G63[文化科学—教育学]