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) |
|---|---|---|
| 2022 | Nash equilibrium strategies of an inconsistent stochastic control problem | Bouaicha, Nour El Houda |