Pages that link to "Item:Q4622012"
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The following pages link to Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (Q4622012):
Displaying 9 items.
- Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
- A solution method for heterogeneity involving present bias (Q2218886) (← links)
- Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem (Q2661546) (← links)
- Time-inconsistent stochastic LQ problem with regime switching (Q2661836) (← links)
- Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273) (← links)
- A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems (Q5073515) (← links)
- Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem (Q5855520) (← links)
- A robust time‐inconsistent linear‐quadratic problem (Q6089830) (← links)
- A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← links)
