Time-inconsistent optimal control problems with regime-switching (Q2411029): Difference between revisions

@@ Property / cites work @@
+Finite dimensional optimal filters for a class of ltô- processes with jumping parameters
+Normal rank
@@ Property / cites work @@
+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
+Normal rank
@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
+Normal rank
@@ Property / cites work @@
+HARA frontiers of optimal portfolios in stochastic markets
+Normal rank
@@ Property / cites work @@
+Investment and consumption without commitment
@@ Property / cites work: Investment and consumption without commitment / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Plans
@@ Property / cites work: Consistent Plans / rank @@
+Normal rank
@@ Property / cites work @@
+Golden Eggs and Hyperbolic Discounting
@@ Property / cites work: Golden Eggs and Hyperbolic Discounting / rank @@
+Normal rank
@@ Property / cites work @@
+On the Existence of a Consistent Course of Action when Tastes are Changing
+Normal rank
@@ Property / cites work @@
+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
+Normal rank
@@ Property / cites work @@
+Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation
+Normal rank
@@ Property / cites work @@
+On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model
+Normal rank
@@ Property / cites work @@
+A deterministic linear quadratic time-inconsistent optimal control problem
+Normal rank
@@ Property / cites work @@
+Time-inconsistent optimal control problems and the equilibrium HJB equation
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Nearly-optimal asset allocation in hybrid stock investment models.
+Normal rank
@@ Property / cites work @@
+Consumption-investment strategies with non-exponential discounting and logarithmic utility
+Normal rank
@@ Property / cites work @@
+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
+Normal rank