On the equilibrium strategies for time-inconsistent problems in continuous time
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Publication:5158380
DOI10.1137/20M1382106zbMATH Open1471.91498OpenAlexW3211178986MaRDI QIDQ5158380FDOQ5158380
Authors: Xue Dong He, Zhaoli Jiang 
Publication date: 22 October 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1382106
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Cited In (24)
- Short Communication: Is a Sophisticated Agent Always a Wise One?
- Equilibrium investment with random risk aversion
- Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions
- Dynamic mean-variance problem with frictions
- Sharp equilibria for time-inconsistent mean-field stopping games
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model
- Title not available (Why is that?)
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications
- Time-inconsistency with rough volatility
- Stability of Equilibria in Time-Inconsistent Stopping Problems
- Closed-loop equilibrium strategies for general time-inconsistent optimal control problems
- Portfolio selection with exploration of new investment assets
- INACCESSIBLE CONTINUOUSLY STABLE STRATEGIES
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- Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes
- Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time
- Risk and potential: an asset allocation framework with applications to robo-advising
- Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game
- Strong and weak equilibria for time-inconsistent stochastic control in continuous time
- Equilibrium concepts for time‐inconsistent stopping problems in continuous time
- Asset pricing with dynamically inconsistent agents
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