Pages that link to "Item:Q1872451"
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The following pages link to Optimal consumption choice with intertemporal substitution (Q1872451):
Displaying 36 items.
- Memorable consumption (Q308638) (← links)
- Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
- Existence of financial equilibria in continuous time with potentially complete markets (Q392665) (← links)
- Ratchet consumption over finite and infinite planning horizons (Q462862) (← links)
- On irreversible investment (Q484203) (← links)
- Stochastic equilibria for economies under uncertainty with intertemporal substitution (Q665710) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- On equilibrium prices in continuous time (Q972875) (← links)
- On variant reflected backward SDEs, with applications (Q1039926) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Irreversible investment in oligopoly (Q1761438) (← links)
- A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
- Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models (Q2041144) (← links)
- Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
- Generic determinacy among stationary overlapping generations (Q2143887) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480) (← links)
- A Knightian irreversible investment problem (Q2247720) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Optimal portfolio choice and consistent performance (Q2343112) (← links)
- Generic determinacy of equilibria with local substitution (Q2387409) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (Q2957558) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- A variational problem determined by probability measures (Q4613987) (← links)
- SHAREHOLDER RISK MEASURES (Q4635029) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← links)
- Existence and structure of stochastic equilibria with intertemporal substitution (Q5957682) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
