Pages that link to "Item:Q457182"
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The following pages link to A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182):
Displaying 50 items.
- Optimal mean-variance selling strategies (Q253104) (← links)
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
- A control problem with fuel constraint and Dawson-Watanabe superprocesses (Q389072) (← links)
- A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182) (← links)
- A consumption-investment problem with heterogeneous discounting (Q459384) (← links)
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Optimal mean-variance portfolio selection (Q513742) (← links)
- Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
- Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
- On time-inconsistent stochastic control in continuous time (Q522052) (← links)
- A maximum principle for SDEs of mean-field type (Q538473) (← links)
- Dynamic Bertrand oligopoly (Q626425) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Time-consistent investment strategy under partial information (Q896762) (← links)
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
- Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework (Q1655553) (← links)
- Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
- A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
- Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
- Optimal investment strategy under time-inconsistent preferences and high-water mark contract (Q1785748) (← links)
- Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Robust time-inconsistent stochastic control problems (Q1797115) (← links)
- Markov decision processes with average-value-at-risk criteria (Q1935914) (← links)
- Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
- Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) (← links)
- Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
- Markov decision processes with quasi-hyperbolic discounting (Q2022761) (← links)
- Time-consistent portfolio optimization (Q2028852) (← links)
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
- Asymptotic optimality of a first-order approximate strategy for an exponential utility maximization problem with a small coefficient of wealth-dependent risk aversion (Q2045132) (← links)
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)