Time-inconsistent control problems, path-dependent PDEs, and neural network approximation

• المؤلف الرئيسي: Nguwi, Jiang Yu
• مؤلفون آخرون: Nicolas Privault
• التنسيق: Thesis-Doctor of Philosophy
• اللغة: English
• منشور في: Nanyang Technological University 2022
• الموضوعات: Science::Mathematics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/163165
• المؤسسة: Nanyang Technological University

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...