Time-Inconsistent Control Theory with Finance Applications
Tomas Bjork,
Mariana Khapko () and
Agatha Murgoci ()
Additional contact information
Mariana Khapko: University of Toronto
Agatha Murgoci: Ørsted
in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum
Date: 2021
ISBN: 978-3-030-81843-2
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Chapters in this book:
- Ch Chapter 1 Introduction
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 10 A Time-Inconsistent Equilibrium Model
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 11 Dynamic Programming Theory
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 12 The Continuous-Time Linear Quadratic Regulator
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 13 Optimal Consumption and Investment
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 14 A Simple Equilibrium Model
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 15 Time-Inconsistent Control Theory
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 16 Special Cases and Extensions
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 17 Non-exponential Discounting
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 18 Mean-Variance Control
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 19 The Inconsistent Linear Quadratic Regulator
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 2 Dynamic Programming Theory
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 20 A Time-Inconsistent Equilibrium Model
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 21 Optimal Stopping in Discrete Time
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 22 Optimal Stopping in Continuous Time
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 23 Time-Inconsistent Stopping in Discrete Time
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 24 Time-Inconsistent Stopping in Continuous Time
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 25 Time-Inconsistent Stopping Under Distorted Probabilities
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 3 The Linear Quadratic Regulator
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 4 A Simple Equilibrium Model
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 5 Time-Inconsistent Control Theory
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 6 Extensions and Further Results
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 7 Non-exponential Discounting
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 8 Mean-Variance Portfolios
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 9 Time-Inconsistent Regulator Problems
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfln:978-3-030-81843-2
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DOI: 10.1007/978-3-030-81843-2
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