时间不一致LQ问题的研究概括
Research Summary on Time-Inconsistent LQ Problem
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。
Abstract: 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.
文章引用：陈乐乐, 彭云飞. 时间不一致LQ问题的研究概括[J]. 运筹与模糊学, 2022, 12(4): 1350-1355. https://doi.org/10.12677/ORF.2022.124142

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