一类时间不一致控制问题的值函数
Value Function of a Class of Time-Inconsistent Control Problems
DOI: 10.12677/PM.2022.123045, PDF,    国家自然科学基金支持
作者: 计 伟：贵州建设职业技术学院信息管理学院，贵州 贵阳；何玉容：花溪区职业教育培训管理中心，贵州 贵阳
关键词: 值函数；最优控制；时间不一致；Value Function； Optimal Control； Time Inconsistency
摘要: 研究一类常微分方程支配的时间不一致控制问题。对时间区间离散化，构造序列最优控制问题，获得相应的序列值函数，并证明了值函数序列收敛于相应最优控制问题的值函数。
Abstract: A class of time-inconsistent control problems by governed ordinary differential equations is studied. A sequence of optimal control problems is constructed by discretization of the time interval and its value sequence is obtained. We then prove that the value function sequence convergence to the value function of the corresponding to optimal control problems.
文章引用：计伟, 何玉容. 一类时间不一致控制问题的值函数[J]. 理论数学, 2022, 12(3): 411-416. https://doi.org/10.12677/PM.2022.123045

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