'Time-Inconsistent Control Theory with Finance Applications' - Tomas Björk, Agatha Murgoci og Mariana Khapko - Bog

Brand: Tomas Björk, Agatha Murgoci og Mariana Khapko

This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nas

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