Pages that link to "Item:Q1704140"
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The following pages link to Dynamic approaches for some time-inconsistent optimization problems (Q1704140):
Displaying 27 items.
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Robust time-inconsistent stochastic control problems (Q1797115) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Acceptability maximization (Q2170297) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- Conditional optimal stopping: a time-inconsistent optimization (Q2657921) (← links)
- Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
- Time-Consistent Conditional Expectation Under Probability Distortion (Q4958560) (← links)
- TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION (Q4990918) (← links)
- Multi-time state mean-variance model in continuous time (Q5016146) (← links)
- Time Consistency of the Mean-Risk Problem (Q5031608) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (Q5071492) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums (Q5076715) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- Stochastic Control of Optimized Certainty Equivalents (Q5097215) (← links)
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
- Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068) (← links)
- Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
- Short Communication: Is a Sophisticated Agent Always a Wise One? (Q6091089) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- Short communication: on the separability of vector-valued risk measures (Q6648324) (← links)
