Pages that link to "Item:Q550531"
From MaRDI portal
The following pages link to A deterministic linear quadratic time-inconsistent optimal control problem (Q550531):
Displaying 31 items.
- Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
- Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise (Q1660787) (← links)
- An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)
- Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
- Jiongmin Yong's mathematical works in recent thirty years (Q2001535) (← links)
- A time consistent dynamic bargaining procedure in differential games with heterogeneous discounting (Q2040442) (← 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)
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692) (← links)
- Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565) (← links)
- Time-inconsistent optimal control problems with regime-switching (Q2411029) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- Linear-quadratic time-inconsistent mean field games (Q2514571) (← links)
- Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
- Time-inconsistent stochastic LQ problem with regime switching (Q2661836) (← links)
- Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
- A stochastic linear-quadratic differential game with time-inconsistency (Q2697160) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (Q4622012) (← links)
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (Q5095518) (← links)
- Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations (Q5217104) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (Q5347269) (← links)
- A robust time‐inconsistent linear‐quadratic problem (Q6089830) (← links)
- A singular linear quadratic time-inconsistent optimal control problem (Q6131019) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- Time-inconsistent LQ games for large-population systems and applications (Q6167093) (← links)
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)
- Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information (Q6562464) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
- Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)
