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

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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書目詳細資料
主要作者:	Nguwi, Jiang Yu
其他作者:	Nicolas Privault
格式:	Thesis-Doctor of Philosophy
語言:	English
出版:	Nanyang Technological University 2022
主題:	Science::Mathematics
在線閱讀:	https://hdl.handle.net/10356/163165
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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