Pages that link to "Item:Q1322710"
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The following pages link to Efficient and equilibrium allocations with stochastic differential utility (Q1322710):
Displaying 27 items.
- Efficient allocations under ambiguity (Q548260) (← links)
- The dynamics of risk-sensitive allocations (Q813942) (← links)
- Efficiency of competitive equilibria in economies with time-dependent preferences (Q900429) (← links)
- Optimal contracts in continuous-time models (Q937467) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Efficient consumption set under recursive utility and unknown beliefs. (Q1428170) (← links)
- Efficient intertemporal allocations with recursive utility. (Q1587641) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- Solution of forward-backward stochastic differential equations (Q1900239) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
- Brownian equilibria under Knightian uncertainty (Q2018550) (← links)
- Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (Q2287586) (← links)
- Efficiency and stability under substitutable priorities with ties (Q2334139) (← links)
- Optimal risk-sharing with effort and project choice (Q2370508) (← links)
- Numerical methods for forward-backward stochastic differential equations (Q2564697) (← links)
- Linked recursive preferences and optimality (Q2788691) (← links)
- Modèles stochastiques de redistribution et certain aspect optimal (Q3677457) (← links)
- Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics (Q4629414) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- An Exact Analysis of Stable Allocation (Q4876700) (← links)
- Stochastic inequalities based on Cobb-Douglas utility functions (Q5244248) (← links)
- (Q5695529) (← links)
- A variational problem related to a continuous-time allocation process for a continuum of traders (Q5949577) (← links)
- Forward–backward stochastic differential equations with delay generators (Q6038468) (← links)
- Equilibrium selection under changes in endowments: a geometric approach (Q6051065) (← links)
- Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)
