The following pages link to (Q5155381):
Displaying 4 items.
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (Q5095518) (← links)
- Time-inconsistent LQ games for large-population systems and applications (Q6167093) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)