Pages that link to "Item:Q2356565"
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The following pages link to Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565):
Displaying 10 items.
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
- Time inconsistent asset-liability management with partial information (Q2189144) (← links)
- Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692) (← links)
- Time-inconsistent optimal control problems with regime-switching (Q2411029) (← links)
- Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777) (← links)
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (Q4622012) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)