Pages that link to "Item:Q1987336"
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The following pages link to Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336):
Displaying 30 items.
- Stochastic linear-quadratic optimal control without time-consistency requirement (Q314547) (← links)
- Deterministic time-inconsistent optimal control problems -- an essentially cooperative approach (Q511060) (← links)
- A deterministic linear quadratic time-inconsistent optimal control problem (Q550531) (← links)
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Open loop time consistency for linear rational expectations models (Q1927410) (← links)
- Time inconsistent asset-liability management with partial information (Q2189144) (← links)
- Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
- Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692) (← 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)
- Time-inconsistent stochastic LQ problem with regime switching (Q2661836) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- Time-inconsistent stochastic linear-quadratic control (Q2910915) (← 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)
- Partially observed time‐inconsistent stochastic linear‐quadratic control with random jumps (Q4563358) (← 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)
- Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (Q5097389) (← 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)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- A robust time‐inconsistent linear‐quadratic problem (Q6089830) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)
- Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)
- Time optimal control for a class of evolutionary equations with applications (Q6569357) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
