Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186)
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scientific article; zbMATH DE number 7693637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications |
scientific article; zbMATH DE number 7693637 |
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Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (English)
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9 June 2023
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robustness
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jump-diffusion
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optimal control
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time-inconsistency
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equilibrium strategies
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portfolio selection
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