Pages that link to "Item:Q6157104"

The following pages link to Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104):

Displaying 7 items.

• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
• Non-equivalence of stochastic optimal control problems with open and closed loop controls (Q2242892) (← links)
• A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
• Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
• Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control (Q5113902) (← links)
• Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)