Pages that link to "Item:Q2074981"
From MaRDI portal
The following pages link to Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981):
Displaying 7 items.
- Robust Portfolio Choice with Sticky Wages (Q5097225) (← links)
- HJB equations and stochastic control on half-spaces of Hilbert spaces (Q6051178) (← links)
- A pricing formula for delayed claims: appreciating the past to value the future (Q6113170) (← links)
- Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
- Optimal control of stochastic delay differential equations: optimal feedback controls (Q6667474) (← links)