Ishak Alia

Available identifiers

zbMath Open alia.ishakMaRDI QIDQ320301

List of research outcomes

Publication	Date of Publication	Type
Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model	2024-08-16	Paper
Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems	2023-06-19	Paper
Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model	2023-03-29	Paper
Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps	2022-06-13	Paper
https://portal.mardi4nfdi.de/entity/Q5155381	2021-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q4989554	2021-05-25	Paper
Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach	2021-05-05	Paper
Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution	2021-04-28	Paper
On Stochastic Maximum Principle: A Backward Stochastic Partial Differential Equations Point of View	2020-08-04	Paper
A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion	2019-12-18	Paper
Time-consistent investment and consumption strategies under a general discount function	2017-05-28	Paper
A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers	2016-10-06	Paper
Near-optimality conditions in mean-field control models involving continuous and impulse controls	2016-02-24	Paper
The Maximum Principle in Time-Inconsistent LQ Optimal Control Problem for Jump Diffusions	2015-05-18	Paper

Research outcomes over time

This page was built for person: Ishak Alia