论文标题
时间不一致的麦基恩 - 维拉索夫控制问题的闭环平衡
Closed-loop Equilibrium for Time-Inconsistent McKean-Vlasov Controlled Problem
论文作者
论文摘要
该论文处理了McKean-Vlasov Dynamics的一系列时间内的控制问题。通过求解汉密尔顿 - 雅各比贝尔曼（HJB）方程的落后时间不一致（HJB）以及前向分布依赖性随机微分方程，我们研究了此类时间与依赖时间依赖分布的闭环平衡的存在和唯一性。此外，由于其特殊的结构，考虑了具有二次型成本功能的半线性麦基恩 - 维拉索夫动力学的特殊情况。
The paper deals with a class of time-inconsistent control problems for McKean-Vlasov dynamics. By solving a backward time-inconsistent Hamilton-Jacobi-Bellman (HJB for short) equation coupled with a forward distribution-dependent stochastic differential equation, we investigate the existence and uniqueness of a closed-loop equilibrium for such time-inconsistent distribution-dependent control problem. Moreover, a special case of semi-linear McKean-Vlasov dynamics with a quadratic-type cost functional is considered due to its special structure.
