Pages that link to "Item:Q680407"
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The following pages link to Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407):
Displaying 8 items.
- Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
- Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← 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)
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692) (← links)
- Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777) (← links)
- Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)
