Pages that link to "Item:Q2329692"
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The following pages link to Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692):
Displaying 17 items.
- Stochastic linear-quadratic optimal control without time-consistency requirement (Q314547) (← 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)
- Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
- Time inconsistent asset-liability management with partial information (Q2189144) (← links)
- Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
- A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968) (← links)
- Linear-quadratic time-inconsistent mean field games (Q2514571) (← links)
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (Q4622012) (← links)
- Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
- A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems (Q5073515) (← links)
- On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958) (← links)
- Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations (Q5217104) (← links)
- Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem (Q5855520) (← links)
- Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems (Q5883142) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
