Browsing by Subject Stochastic Maximum Principle, time inconsistency, LQ control problem, equilibrium control, variational inequality, investment-consumption and reinsurance problem, Merton portfolio problem, non-exponential discounting
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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2022 | Nash equilibrium strategies of an inconsistent stochastic control problem | Bouaicha, Nour El Houda |