Pages that link to "Item:Q1760184"
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The following pages link to Time-inconsistent optimal control problems and the equilibrium HJB equation (Q1760184):
Displaying 50 items.
- Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
- Deterministic time-inconsistent optimal control problems -- an essentially cooperative approach (Q511060) (← links)
- Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
- Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
- An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
- Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
- Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
- Jiongmin Yong's mathematical works in recent thirty years (Q2001535) (← links)
- Comparison theorems for some backward stochastic Volterra integral equations (Q2018558) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
- Small-time solvability of a flow of forward-backward stochastic differential equations (Q2045128) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators (Q2096193) (← links)
- A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria (Q2120543) (← links)
- Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations (Q2155507) (← links)
- Consumption and portfolio decisions with uncertain lifetimes (Q2190067) (← links)
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
- Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
- Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← 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)
- Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← 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-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← 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-constant discounting and consumption, portfolio and life insurance rules (Q2437201) (← 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)
- Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting (Q2685861) (← links)
- Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems (Q2696218) (← links)
- Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
- Equilibrium control of a class of time-inconsistent optimal control problems with infinite horizon (Q3381499) (← links)
- Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- An equivalent approximation approach for the Hamilton‐Jacobi‐Bellman equations in intertemporal decision problems (Q4611261) (← links)
