Time inconsistent asset-liability management with partial information
DOI10.1016/J.SYSCONLE.2020.104687zbMATH Open1447.91150OpenAlexW3019418324MaRDI QIDQ2189144FDOQ2189144
Authors: Guangchen Wang, Tianxiao Wang 
Publication date: 15 June 2020
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2020.104687
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Actuarial mathematics (91G05) Controllability (93B05) Linear-quadratic optimal control problems (49N10) Observability (93B07) Optimal stochastic control (93E20)
Cites Work
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