Time-Inconsistent Control Theory with Finance Applications (Q5010004)
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scientific article; zbMATH DE number 7384442
Language | Label | Description | Also known as |
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English | Time-Inconsistent Control Theory with Finance Applications |
scientific article; zbMATH DE number 7384442 |
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Time-Inconsistent Control Theory with Finance Applications (English)
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24 August 2021
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stochastic control
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time-inconsistency
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mathematical finance
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optimal stopping
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