Pages that link to "Item:Q3557933"

The following pages link to Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs (Q3557933):

Displayed 32 items.

• \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) ‎ (← links)
• On the quasi-linear reflected backward stochastic partial differential equations (Q461705) ‎ (← links)
• Maximum principle for quasi-linear backward stochastic partial differential equations (Q765931) ‎ (← links)
• Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855) ‎ (← links)
• Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) ‎ (← links)
• Utility maximization with habit formation of interaction (Q1983703) ‎ (← links)
• Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (Q2093689) ‎ (← links)
• Optimal consumption with reference to past spending maximum (Q2120541) ‎ (← links)
• Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) ‎ (← links)
• Well-posedness of backward stochastic partial differential equations with Lyapunov condition (Q2178803) ‎ (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) ‎ (← links)
• Optimal DB-PAYGO pension management towards a habitual contribution rate (Q2212147) ‎ (← links)
• Backward stochastic partial differential equations with quadratic growth (Q2252481) ‎ (← links)
• Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) ‎ (← links)
• A regular equilibrium solves the extended HJB system (Q2294352) ‎ (← links)
• Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) ‎ (← links)
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) ‎ (← links)
• Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) ‎ (← links)
• Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (Q2447712) ‎ (← links)
• A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) ‎ (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) ‎ (← links)
• A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361) ‎ (← links)
• Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) ‎ (← links)
• Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) ‎ (← links)
• Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) ‎ (← links)
• A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance (Q5065083) ‎ (← links)
• Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493) ‎ (← links)
• Optimal entry and consumption under habit formation (Q5084791) ‎ (← links)
• A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) ‎ (← links)
• Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) ‎ (← links)
• Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case (Q6159082) ‎ (← links)
• Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) ‎ (← links)