Pages that link to "Item:Q522052"

The following pages link to On time-inconsistent stochastic control in continuous time (Q522052):

Displaying 50 items.

• On time-inconsistent stochastic control in continuous time (Q522052) (← links)
• Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407) (← links)
• Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
• Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
• Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
• Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
• Time-consistent stopping under decreasing impatience (Q1691445) (← links)
• A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
• Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
• Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• Robust time-inconsistent stochastic control problems (Q1797115) (← links)
• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
• Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
• Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
• Markov decision processes with quasi-hyperbolic discounting (Q2022761) (← 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)
• Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
• Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
• A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
• Small-time solvability of a flow of forward-backward stochastic differential equations (Q2045128) (← links)
• Asymptotic optimality of a first-order approximate strategy for an exponential utility maximization problem with a small coefficient of wealth-dependent risk aversion (Q2045132) (← links)
• Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
• Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
• Gittins' theorem under uncertainty (Q2076662) (← links)
• Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
• Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
• Dynamic mean-variance problem with frictions (Q2120542) (← links)
• A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria (Q2120543) (← links)
• Robust utility maximizing strategies under model uncertainty and their convergence (Q2120607) (← links)
• McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
• Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
• A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
• Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
• Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
• Time inconsistent asset-liability management with partial information (Q2189144) (← links)
• Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
• Consumption and portfolio decisions with uncertain lifetimes (Q2190067) (← links)
• Nonrecursive separation of risk and time preferences (Q2201707) (← links)
• Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
• Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
• Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
• Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)