Robust time-inconsistent stochastic control problems
Copyright policy )Robust time-inconsistent stochastic control problems
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- Nanyang Technological University Singapore
330, Dynamic programming in optimal control and differential games, robustness, time-inconsistent preference, Hamilton-Jacobi-Bellman-Isaacs equations, 510, Noncooperative games, Other game-theoretic models, Portfolio theory, state-dependence, Optimal stochastic control, Sensitivity (robustness), stochastic control, robust dynamic mean-variance portfolio, Robustness, Stochastic Control
330, Dynamic programming in optimal control and differential games, robustness, time-inconsistent preference, Hamilton-Jacobi-Bellman-Isaacs equations, 510, Noncooperative games, Other game-theoretic models, Portfolio theory, state-dependence, Optimal stochastic control, Sensitivity (robustness), stochastic control, robust dynamic mean-variance portfolio, Robustness, Stochastic Control
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