A Theory of Markovian Time Inconsistent Stochastic Control in Continuous Time
Year of publication: |
2016
|
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Authors: | Bjork, Tomas |
Other Persons: | Khapko, Mariana (contributor) ; Murgoci, Agatha (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Kontrolltheorie | Control theory | Zeitkonsistenz | Time consistency | Zeitökonomie | Economy of time |
Extent: | 1 Online-Ressource (44 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2727480 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C72 - Noncooperative Games ; C73 - Stochastic and Dynamic Games ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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