Pages that link to "Item:Q2049552"
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The following pages link to Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552):
Displaying 6 items.
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
