Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems |
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Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (English)
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3 August 2020
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time-inconsistency
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quadratic portfolio problems
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optimal control
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equilibrium control laws
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