Time-inconsistent control problems, path-dependent PDEs, and neural network approximation
There are two main parts of this thesis: Time-Inconsistent Control (TIC) problems (Chapters 1 and 2) and the neural network approximation (Chapters 3 and 4). In the first part of the thesis, we are interested in constructing and characterizing the equilibria of TIC problems, while in the second part...
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| Format: | Thesis-Doctor of Philosophy |
| Language: | English |
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Nanyang Technological University
2022
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| Online Access: | https://hdl.handle.net/10356/163165 |
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| Institution: | Nanyang Technological University |
| Language: | English |