Pages that link to "Item:Q2280175"
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The following pages link to A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175):
Displaying 7 items.
- Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
- Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682) (← links)
- Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)