Equilibria for time-inconsistent singular control problems
From MaRDI portal
Publication:6658236
DOI10.1137/23m1609701MaRDI QIDQ6658236
Zongxia Liang, Xiao-Dong Luo, Fengyi Yuan
Publication date: 8 January 2025
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Equilibrium dividend strategy with non-exponential discounting in a dual model
- Investment and consumption without commitment
- Estimates on the boundary of a domain for the first derivatives of functions satisfying an elliptic or parabolic inequality
- On reinsurance and investment for large insurance portfolios
- Parabolic variational inequalities in one space dimension and smoothness of the free boundary
- On the mathematical theory of risk.
- The golden rule when preferences are time inconsistent
- Optimal dividend strategies with time-inconsistent preferences
- An optimal extraction problem with price impact
- Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
- On dividend strategies with non-exponential discounting
- Irreversible reinsurance: a singular control approach
- Time-Inconsistent Stochastic Linear--Quadratic Control
- Some solvable stochastic control problemst†
- Dynamic Choices of Hyperbolic Consumers
- A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon
- Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time
- Time-Inconsistent Control Theory with Finance Applications
- Moment-constrained optimal dividends: precommitment and consistent planning
- Optimal equilibria for time‐inconsistent stopping problems in continuous time
- Nonlinear Second Order Parabolic Equations
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach
This page was built for publication: Equilibria for time-inconsistent singular control problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6658236)