Uniqueness of Solutions to
Equilibrium HJB Equations for
Time-inconsistent Deterministic
Linear Quadratic Control Problem
报告专家：彭云飞 教授（贵州大学）
报告时间：10月14日（周三）下午17:10-17:55
报告地点：数学学院西303
报告摘要：
This report investigates a class of HJB equations that delineate equilibria for time-inconsistent deterministic linear-quadratic control problems within the intrapersonal game theoretic framework. The source of inconsistency is non-exponential discount functions. Our approach involves characterizing solutions to the HJB equations through a specific class of Riccati equations, incorporating integral terms. Through a thorough examination of the uniqueness of solutions to these integro-differential Riccati equations, we establish the uniqueness of solutions to the equilibrium HJB equations.
专家简介：
彭云飞，博士，贵州大学教授，贵州省优秀青年基金、贵州省青年科技奖获得者。已在 SIAM J. Control Optim.、ESAIM-Control Optim. Calc. Var.、IEEE TAC等国际权威期刊发表论文20余篇。
邀请人：张旭
