Pages that link to "Item:Q841650"
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The following pages link to Investment and consumption without commitment (Q841650):
Displaying 50 items.
- 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)
- A regular equilibrium solves the extended HJB system (Q2294352) (← links)
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Inconsistent investment and consumption problems (Q2355306) (← links)
- Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565) (← links)
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (Q2358313) (← links)
- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126) (← links)
- Time-consistent strategies for a multiperiod mean-variance portfolio selection problem (Q2375686) (← links)
- Time-inconsistent optimal control problems with regime-switching (Q2411029) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- Non-hyperbolic discounting and dynamic preference reversal (Q2422662) (← links)
- Necessity of vanishing shadow price in infinite horizon control problems (Q2441456) (← links)
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
- Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
- Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach (Q2446009) (← links)
- On dividend strategies with non-exponential discounting (Q2513612) (← links)
- Linear-quadratic time-inconsistent mean field games (Q2514571) (← links)
- Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
- Conditional optimal stopping: a time-inconsistent optimization (Q2657921) (← links)
- Time-inconsistent stochastic LQ problem with regime switching (Q2661836) (← links)
- Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682) (← links)
- Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
- Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions (Q2675417) (← links)
- Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
- Hybrid strategy in multiperiod mean-variance framework (Q2688929) (← links)
- A stochastic linear-quadratic differential game with time-inconsistency (Q2697160) (← links)
- Hope, fear, and aspirations (Q2788689) (← links)
- Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802) (← links)
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904) (← links)
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (Q4622012) (← links)
- The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case (Q4623148) (← links)
- Lie Group Analysis of Nonlinear Black-Scholes Models (Q4626496) (← links)
- Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (Q4635250) (← links)
- Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems (Q4990322) (← links)
- TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION (Q4990918) (← links)
- Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions (Q4994992) (← links)
- Controlled Markov chains with non-exponential discounting and distribution-dependent costs (Q4999507) (← links)
- Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (Q4999562) (← links)
- Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time (Q5000641) (← links)
- Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
- Time-Inconsistency with Rough Volatility (Q5019592) (← links)
- Utilitarian versus neutralitarian design of endowment fund policies (Q5042788) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
