Pages that link to "Item:Q841650"
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The following pages link to Investment and consumption without commitment (Q841650):
Displaying 46 items.
- Characterization of stochastic equilibrium controls by the Malliavin calculus (Q5065038) (← 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)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model (Q5078086) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements (Q5092672) (← links)
- Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon (Q5092703) (← links)
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (Q5095518) (← 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)
- Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
- Dynamic portfolio choice without cash (Q5234295) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← 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)
- Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem (Q5855520) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game (Q5883157) (← links)
- Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
- Present-biased lobbyists in linear-quadratic stochastic differential games (Q6074010) (← links)
- Asset pricing with dynamically inconsistent agents (Q6074012) (← links)
- Time-inconsistent view on a dividend problem with penalty (Q6096077) (← 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)
- Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488) (← links)
- POLYNOMIAL UTILITY (Q6119777) (← links)
- Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes (Q6146676) (← links)
- Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions (Q6146679) (← links)
- Equilibrium investment with random risk aversion (Q6146680) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)
- Time-inconsistent LQ games for large-population systems and applications (Q6167093) (← links)
- Lifecycle consumption and welfare with nonexponential discounting in continuous time (Q6170041) (← links)
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
- Closed-loop and open-loop equilibrium of a class time-inconsistent linear-quadratic differential games (Q6581892) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
- Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)
- Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations (Q6621519) (← links)
- Time-inconsistent contract theory (Q6641080) (← links)
- Time-inconsistent mean field and \(n\)-agent games under relative performance criteria (Q6648328) (← links)
- Equilibria for time-inconsistent singular control problems (Q6658236) (← links)
- Never stop or never start? Optimal stopping under a mixture of CPT and EUT preferences (Q6664587) (← links)
- A life insurance model with asymmetric time preferences (Q6665585) (← links)