Pages that link to "Item:Q5347269"
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The following pages link to Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (Q5347269):
Displayed 50 items.
- Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407) (← links)
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
- Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
- Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
- Jiongmin Yong's mathematical works in recent thirty years (Q2001535) (← links)
- Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
- Small-time solvability of a flow of forward-backward stochastic differential equations (Q2045128) (← links)
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon (Q2078133) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← 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)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
- Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
- Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
- A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
- A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968) (← links)
- Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← links)
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- Time-inconsistent stochastic LQ problem with regime switching (Q2661836) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- Deterministic dynamic Stackelberg games: time-consistent open-loop solution (Q2682302) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- Delayed Optimal Control of Stochastic LQ Problem (Q4588843) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (Q4622012) (← links)
- Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions (Q4994992) (← 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)
- Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273) (← links)
- Characterization of stochastic equilibrium controls by the Malliavin calculus (Q5065038) (← 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)
- Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements (Q5092672) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← 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)
- Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations (Q5217104) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420) (← links)
- Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem (Q5855520) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
- Optimal regulators for a class of nonlinear stochastic systems (Q6040970) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Present-biased lobbyists in linear-quadratic stochastic differential games (Q6074010) (← links)
- A robust time‐inconsistent linear‐quadratic problem (Q6089830) (← links)
