Time-Inconsistent Control Theory with Finance Applications
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Publication:5010004
DOI10.1007/978-3-030-81843-2zbMath1491.91003OpenAlexW3210858548MaRDI QIDQ5010004
Agatha Murgoci, Mariana Khapko, Thomas Björk
Publication date: 24 August 2021
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-81843-2
Noncooperative games (91A10) Applications of game theory (91A80) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Optimal stochastic control (93E20) Financial applications of other theories (91G80) White noise theory (60H40) Portfolio theory (91G10)
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