On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time
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Publication:5158380
DOI10.1137/20M1382106zbMath1471.91498OpenAlexW3211178986MaRDI QIDQ5158380
Publication date: 22 October 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1382106
stochastic controlportfolio selectionequilibrium strategiestime-inconsistencycontinuous-time setting
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