Pages that link to "Item:Q4599725"
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The following pages link to Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725):
Displayed 39 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)
- 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)
- Time inconsistent asset-liability management with partial information (Q2189144) (← links)
- Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
- Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
- Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
- A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
- Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← links)
- Time-inconsistent stochastic LQ problem with regime switching (Q2661836) (← links)
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting (Q2685861) (← links)
- Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems (Q2696218) (← links)
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (Q4622012) (← links)
- Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula (Q4965637) (← 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)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- On the Time-Inconsistent Deterministic Linear-Quadratic Control (Q5072288) (← links)
- A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems (Q5073515) (← links)
- Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (Q5097389) (← links)
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958) (← links)
- On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time (Q5158380) (← links)
- Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations (Q5217104) (← links)
- Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem (Q5855520) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- A robust time‐inconsistent linear‐quadratic problem (Q6089830) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
- A singular linear quadratic time-inconsistent optimal control problem (Q6131019) (← links)
- Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs (Q6139329) (← links)
- Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes (Q6146676) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
- Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)