Björk, Tomas; Khapko, Mariana; Murgoci, Agatha - 2016
In this paper, which is a continuation of a previous discrete time paper, we develop a theory for continuous time … determination for the equilibrium strategy as well as the equilibrium value function. As applications of the general theory we study … non exponential discounting, various types of mean variance problems, a point process example, as well as a time …
