Pages that link to "Item:Q5221327"
From MaRDI portal
The following pages link to Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327):
Displayed 6 items.
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777) (← links)
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)
- Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)