Equilibrium strategies in time-inconsistent stochastic control problems with delayed feedback.
From MaRDI portal
Cites work
- A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers
- A deterministic linear quadratic time-inconsistent optimal control problem
- A Stochastic Maximum Principle for Delayed Mean-Field Stochastic Differential Equations and Its Applications
- A stochastic portfolio optimization model with bounded memory
- Consumption and portfolio rules for time-inconsistent investors
- Continuous time mean-variance-utility portfolio problem and its equilibrium strategy
- scientific article; zbMATH DE number 2134039 (Why is no real title available?)
- scientific article; zbMATH DE number 1121854 (Why is no real title available?)
- Investment and consumption without commitment
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
- Maximum principle for the stochastic optimal control problem with delay and application
- Mean-variance portfolio optimization with state-dependent risk aversion
- Numerical methods for controlled stochastic delay systems
- On time-inconsistent stochastic control in continuous time
- Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach
- Recurrent neural networks for stochastic control problems with delay
- The maximum principle in time-inconsistent LQ equilibrium control problem for jump diffusions
- Time-inconsistent optimal control problems and the equilibrium HJB equation
- When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
This page was built for publication: Equilibrium strategies in time-inconsistent stochastic control problems with delayed feedback.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7346390)