Pages that link to "Item:Q1932539"
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The following pages link to The golden rule when preferences are time inconsistent (Q1932539):
Displayed 50 items.
- A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
- A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182) (← links)
- Investment-consumption with regime-switching discount rates (Q459181) (← links)
- On time-inconsistent stochastic control in continuous time (Q522052) (← links)
- Time perspective and climate change policy (Q553490) (← links)
- Non-constant discounting and differential games with random time horizon (Q665187) (← links)
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
- Group inefficiency in a common property resource game with asymmetric players (Q1667911) (← links)
- Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
- The golden rule when preferences are time inconsistent (Q1932539) (← links)
- Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Consumption, investment and life insurance strategies with heterogeneous discounting (Q2015474) (← links)
- Time-consistent portfolio optimization (Q2028852) (← links)
- A time consistent dynamic bargaining procedure in differential games with heterogeneous discounting (Q2040442) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- Small-time solvability of a flow of forward-backward stochastic differential equations (Q2045128) (← links)
- Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations (Q2155507) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- Consumption and portfolio decisions with uncertain lifetimes (Q2190067) (← links)
- A solution method for heterogeneity involving present bias (Q2218886) (← links)
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
- A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
- A regular equilibrium solves the extended HJB system (Q2294352) (← links)
- Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565) (← links)
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
- A new class of problems in the calculus of variations (Q2449287) (← links)
- Conditional optimal stopping: a time-inconsistent optimization (Q2657921) (← links)
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting (Q2685861) (← links)
- A stochastic linear-quadratic differential game with time-inconsistency (Q2697160) (← links)
- Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
- Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777) (← links)
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Time-Consistent Conditional Expectation Under Probability Distortion (Q4958560) (← links)
- TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION (Q4990918) (← links)
- Controlled Markov chains with non-exponential discounting and distribution-dependent costs (Q4999507) (← links)
- Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (Q4999562) (← links)
- Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time (Q5000641) (← links)
- Utilitarian versus neutralitarian design of endowment fund policies (Q5042788) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (Q5095518) (← links)
- Stochastic Control of Optimized Certainty Equivalents (Q5097215) (← links)
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time (Q5158380) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)