Robust time-inconsistent stochastic control problems (Q1797115)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust time-inconsistent stochastic control problems |
scientific article; zbMATH DE number 6957835
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust time-inconsistent stochastic control problems |
scientific article; zbMATH DE number 6957835 |
Statements
Robust time-inconsistent stochastic control problems (English)
0 references
17 October 2018
0 references
stochastic control
0 references
robustness
0 references
time-inconsistent preference
0 references
state-dependence
0 references
Hamilton-Jacobi-Bellman-Isaacs equations
0 references
robust dynamic mean-variance portfolio
0 references
0 references
0 references
0 references
0 references
0 references
0.8611589074134827
0 references
0.8444198369979858
0 references
0.8368573784828186
0 references
0.8256856203079224
0 references
0.8206272721290588
0 references
