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20172026
most citedEquilibrium Strategies for Time-Inconsistent Stochastic Switching Systems

4 citations · 10 across the 17 of their papers we have counts for

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math.OC2019★ 1 cited

Time-Inconsistent Problems for Controlled Markov Chains with Distribution-Dependent Costs: Equilibrium Solutions

Hongwei Mei, George Yin

This paper focuses on a class of continuous-time controlled Markov chains with time-inconsistent and distribution-dependent cost functional (in some appropriate sense). A new defin…

math.OC2019

Time-inconsistent Risk-sensitive Equilibrium for Countable-stated Markov Decision Processes

Hongwei Mei

This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision…