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.
- Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (Q4622012) (← links)
- Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (Q4635250) (← links)
- Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case (Q4971977) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
- On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
- Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
- TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION (Q4990918) (← links)
- Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (Q4999562) (← links)
- Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
- Time-Inconsistency with Rough Volatility (Q5019592) (← links)
- Time Consistency of the Mean-Risk Problem (Q5031608) (← links)
- Utilitarian versus neutralitarian design of endowment fund policies (Q5042788) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Characterization of stochastic equilibrium controls by the Malliavin calculus (Q5065038) (← links)
- A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems (Q5065055) (← links)
- Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (Q5071492) (← links)
- On the Time-Inconsistent Deterministic Linear-Quadratic Control (Q5072288) (← links)
- A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems (Q5073515) (← links)
- Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model (Q5078086) (← links)
- Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727) (← links)
- Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
- ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
- PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
- On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time (Q5158380) (← links)
- Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency (Q5163688) (← links)
- The sound of silence: equilibrium filtering and optimal censoring in financial markets (Q5197399) (← links)
- Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327) (← links)
- Dynamic portfolio choice without cash (Q5234295) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium (Q5346494) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (Q5347269) (← links)
- Multiperiod Mean-CVaR Portfolio Selection (Q5356993) (← links)
- Time-Inconsistent Portfolio Investment Problems (Q5374163) (← links)
- Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (Q5378528) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
- Equilibrium concepts for time‐inconsistent stopping problems in continuous time (Q6054141) (← links)
- Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
- Present-biased lobbyists in linear-quadratic stochastic differential games (Q6074010) (← links)
- Asset pricing with dynamically inconsistent agents (Q6074012) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance (Q6106195) (← links)
