时间不一致问题的研究进展
Research Summary on Time-Inconsistent Control Problems
摘要: 时间不一致问题长期以来一直是金融、经济领域的一个悬而未解之题，诸如著名数学家Ekeland，诺贝尔经济学奖获得者Edward C. Prescott都长期对此问题进行了研究。2014年雍炯敏教授在国际数学家大会上作了“时间不一致控制问题”的专题报告，标志着时间不一致问题成为数学与金融的前沿交叉热点课题。本文对时间不一致问题的意义、研究历史，尤其是近期的研究概况进行系统的梳理与总结，凝练下一步的研究重点及其关注的问题。
Abstract: The time-inconsistent problem is an important problem which has not been completely solved in the financial and economic fields. The famous mathematician Ekeland and Nobel Prize winner Edward C. Prescott have studied this problem for a long time. In 2014, Professor Jiongmin Yong made a special report on the issue of “time-inconsistent control problem” at the International Conference of Mathematicians. This indicates that the time-inconsistent control problem has become a frontier cross-cutting hot topic in mathematics and finance. This paper systematically summarizes the significance, research history, recent research summary and open problem on time-inconsistent control problem.
文章引用：蒋太江, 彭云飞. 时间不一致问题的研究进展[J]. 运筹与模糊学, 2020, 10(1): 57-64. https://doi.org/10.12677/ORF.2020.101007

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