Pages that link to "Item:Q5247421"

The following pages link to ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421):

Displaying 33 items.

• Stability of utility maximization in nonequivalent markets (Q287676) (← links)
• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
• Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
• Weak approximation of second-order BSDEs (Q748313) (← links)
• Moral hazard under ambiguity (Q1626505) (← links)
• Robust expected utility maximization with medial limits (Q1633590) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
• Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
• Duality theory for robust utility maximisation (Q2049550) (← links)
• Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
• Mean field portfolio games (Q2111248) (← links)
• Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
• Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
• Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
• Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
• Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
• Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• Reduced-form framework under model uncertainty (Q2330468) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
• Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
• A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
• ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032) (← links)
• Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
• Backward SDEs for control with partial information (Q5743122) (← links)
• Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
• Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
• Markov decision processes under model uncertainty (Q6146671) (← links)
• Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
• A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)