Time-inconsistent control theory with finance applications
DOI10.1007/978-3-030-81843-2zbMATH Open1491.91003OpenAlexW3210858548MaRDI QIDQ5010004FDOQ5010004
Authors: Mariana Khapko, Agatha Murgoci, Tomas Björk 
Publication date: 24 August 2021
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-81843-2
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Applications of game theory (91A80) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Noncooperative games (91A10) White noise theory (60H40) Financial applications of other theories (91G80) Optimal stochastic control (93E20)
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- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
- Present-biased lobbyists in linear-quadratic stochastic differential games
- Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes
- Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time
- Time-inconsistent mean field and \(n\)-agent games under relative performance criteria
- Equilibria for time-inconsistent singular control problems
- On the time consistent solution to optimal stopping problems with expectation constraint
- In memoriam: Tomas Björk (1947--2021). On his career and beyond
- Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’
- Asset pricing with dynamically inconsistent agents
- Finite time stability of finance systems with or without market confidence using less control input
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