Time-Inconsistent Control Theory with Finance Applications
Produktform: E-Buch Text Elektronisches Buch in proprietärem
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 Nash equilibrium strategies. The general theory is illustrated with a number of finance applications.
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