Pages that link to "Item:Q1797115"

The following pages link to Robust time-inconsistent stochastic control problems (Q1797115):

Displaying 23 items.

• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
• Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
• Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
• Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• A varying terminal time mean-variance model (Q2124501) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
• Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
• <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
• Multi-time state mean-variance model in continuous time (Q5016146) (← links)
• Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
• Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
• Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
• Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
• Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)
• Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
• Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
• Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)