FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3208506875> ?p ?o ?g. }

• W3208506875 endingPage "192" @default.
• W3208506875 startingPage "149" @default.
• W3208506875 abstract "This paper studies open-loop equilibriums for a general class of time-inconsistent stochastic control problems under jump-diffusion SDEs with deterministic coefficients. Inspired by the idea of Four-Step-Scheme for forward-backward stochastic differential equations with jumps (FBSDEJs, for short), we derive two systems of integro-partial differential equations (IPDEs, for short). Then, we rigorously prove a verification theorem which provides a sufficient condition for open-loop equilibrium strategies. As special cases, a mean-variance portfolio selection problem and a time-inconsistent problem under non-exponential discounting are discussed." @default.
• W3208506875 created "2021-11-08" @default.
• W3208506875 creator A5064107021 @default.
• W3208506875 date "2023-01-01" @default.
• W3208506875 modified "2023-10-01" @default.
• W3208506875 title "Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems" @default.
• W3208506875 cites W1791174547 @default.
• W3208506875 cites W1989010706 @default.
• W3208506875 cites W2002788332 @default.
• W3208506875 cites W2046553535 @default.
• W3208506875 cites W2062768314 @default.
• W3208506875 cites W2082018848 @default.
• W3208506875 cites W2094104200 @default.
• W3208506875 cites W2121854456 @default.
• W3208506875 cites W2138562182 @default.
• W3208506875 cites W2138731382 @default.
• W3208506875 cites W2154675836 @default.
• W3208506875 cites W2169417293 @default.
• W3208506875 cites W2318567134 @default.
• W3208506875 cites W2526648061 @default.
• W3208506875 cites W2592188887 @default.
• W3208506875 cites W2754527607 @default.
• W3208506875 cites W2797384194 @default.
• W3208506875 cites W2883357794 @default.
• W3208506875 cites W2914257613 @default.
• W3208506875 cites W2937130758 @default.
• W3208506875 cites W2960852428 @default.
• W3208506875 cites W2962859598 @default.
• W3208506875 cites W2963151709 @default.
• W3208506875 cites W2963448903 @default.
• W3208506875 cites W2963619613 @default.
• W3208506875 cites W2963939707 @default.
• W3208506875 cites W2964068907 @default.
• W3208506875 cites W2964169470 @default.
• W3208506875 cites W2964759233 @default.
• W3208506875 cites W2974742025 @default.
• W3208506875 cites W2976270921 @default.
• W3208506875 cites W2982415398 @default.
• W3208506875 cites W3008321883 @default.
• W3208506875 cites W3012611253 @default.
• W3208506875 cites W3023213734 @default.
• W3208506875 cites W3088927635 @default.
• W3208506875 cites W3099913832 @default.
• W3208506875 cites W3121506041 @default.
• W3208506875 cites W3124639089 @default.
• W3208506875 cites W3132648955 @default.
• W3208506875 cites W3133802110 @default.
• W3208506875 cites W3176786457 @default.
• W3208506875 cites W4212780424 @default.
• W3208506875 cites W4242214721 @default.
• W3208506875 cites W4243442475 @default.
• W3208506875 cites W4248175087 @default.
• W3208506875 cites W4301385844 @default.
• W3208506875 doi "https://doi.org/10.3934/mcrf.2021053" @default.
• W3208506875 hasPublicationYear "2023" @default.
• W3208506875 type Work @default.
• W3208506875 sameAs 3208506875 @default.
• W3208506875 citedByCount "2" @default.
• W3208506875 countsByYear W32085068752022 @default.
• W3208506875 countsByYear W32085068752023 @default.
• W3208506875 crossrefType "journal-article" @default.
• W3208506875 hasAuthorship W3208506875A5064107021 @default.
• W3208506875 hasBestOaLocation W32085068751 @default.
• W3208506875 hasConcept C10138342 @default.
• W3208506875 hasConcept C114614502 @default.
• W3208506875 hasConcept C121332964 @default.
• W3208506875 hasConcept C126255220 @default.
• W3208506875 hasConcept C127413603 @default.
• W3208506875 hasConcept C127729010 @default.
• W3208506875 hasConcept C133731056 @default.
• W3208506875 hasConcept C134306372 @default.
• W3208506875 hasConcept C144237770 @default.
• W3208506875 hasConcept C151376022 @default.
• W3208506875 hasConcept C154945302 @default.
• W3208506875 hasConcept C161362739 @default.
• W3208506875 hasConcept C162324750 @default.
• W3208506875 hasConcept C184670325 @default.
• W3208506875 hasConcept C2777212361 @default.
• W3208506875 hasConcept C2778067643 @default.
• W3208506875 hasConcept C2779664328 @default.
• W3208506875 hasConcept C2780695682 @default.
• W3208506875 hasConcept C2780821815 @default.
• W3208506875 hasConcept C28826006 @default.
• W3208506875 hasConcept C3019251811 @default.
• W3208506875 hasConcept C33923547 @default.
• W3208506875 hasConcept C41008148 @default.
• W3208506875 hasConcept C51955184 @default.
• W3208506875 hasConcept C6177178 @default.
• W3208506875 hasConcept C62520636 @default.
• W3208506875 hasConcept C81917197 @default.
• W3208506875 hasConcept C91575142 @default.
• W3208506875 hasConceptScore W3208506875C10138342 @default.
• W3208506875 hasConceptScore W3208506875C114614502 @default.
• W3208506875 hasConceptScore W3208506875C121332964 @default.
• W3208506875 hasConceptScore W3208506875C126255220 @default.
• W3208506875 hasConceptScore W3208506875C127413603 @default.
• W3208506875 hasConceptScore W3208506875C127729010 @default.
• W3208506875 hasConceptScore W3208506875C133731056 @default.

• next