Pages that link to "Item:Q457182"
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The following pages link to A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182):
Displaying 50 items.
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
- Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
- Manage pension deficit with heterogeneous insurance (Q2152259) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
- Singular dividend optimization for a linear diffusion model with time-inconsistent preferences (Q2183310) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
- Consumption and portfolio decisions with uncertain lifetimes (Q2190067) (← links)
- Nonrecursive separation of risk and time preferences (Q2201707) (← links)
- Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
- On retirement time decision making (Q2234755) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
- Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
- A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- A regular equilibrium solves the extended HJB system (Q2294352) (← links)
- On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591) (← links)
- Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Inconsistent investment and consumption problems (Q2355306) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
- Time-consistent strategies for a multiperiod mean-variance portfolio selection problem (Q2375686) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- Linear-quadratic time-inconsistent mean field games (Q2514571) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- Conditional optimal stopping: a time-inconsistent optimization (Q2657921) (← links)
- A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
- Time-inconsistent stochastic LQ problem with regime switching (Q2661836) (← links)
- Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
- Short term decumulation strategies for underspending retirees (Q2670108) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
- Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
- A stochastic linear-quadratic differential game with time-inconsistency (Q2697160) (← links)
- Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223) (← links)
- Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
- OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (Q2970320) (← links)
- A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904) (← links)
