讲座简介：

In this work, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients. This work aims to further develop a new methodology, which fundamentally differs from those in the standard control (without constraints) theory in the literature, to cope with the mathematical difficulties raised due to the presence of input constraints. We first prove that the existence of an equilibrium solution is equivalent to the existence of a solution to some forward-backward stochastic differential equations with constraints. Under convex cone constraint, an explicit solution to equilibrium for mean-variance portfolio selection can be obtained and proved to be unique. Finally, some examples are discussed to shed light on the comparison between our established results and standard control theory.