Author of the publication

Time-Inconsistent Stochastic Linear-Quadratic Control.

, , and . SIAM J. Control and Optimization, 50 (3): 1548-1572 (2012)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Time-Inconsistent Stochastic Linear-Quadratic Control., , and . SIAM J. Control and Optimization, 50 (3): 1548-1572 (2012)Continuous-time behavioral portfolio selection., and . CDC, page 5602-5607. IEEE, (2008)Behavioral mean-variance portfolio selection., , and . European Journal of Operational Research, 271 (2): 644-663 (2018)Numerical methods for portfolio selection with bounded constraints., , and . J. Computational Applied Mathematics, 233 (2): 564-581 (2009)Mean-risk portfolio selection models in continuous time., , and . CDC, page 3909-3914. IEEE, (2004)Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR., , and . Math. Oper. Res., 40 (3): 773-796 (2015)Illiquidity, position limits, and optimal investment for mutual funds., , and . J. Econ. Theory, 146 (4): 1598-1630 (2011)