Robust time-inconsistent stochastic control problems (Q1797115)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust time-inconsistent stochastic control problems |
scientific article |
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Robust time-inconsistent stochastic control problems (English)
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17 October 2018
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stochastic control
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robustness
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time-inconsistent preference
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state-dependence
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Hamilton-Jacobi-Bellman-Isaacs equations
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robust dynamic mean-variance portfolio
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