02399nam0 22005173i 450 VAN0027534820240806101542.400N978303081843220240423d2021 |0itac50 baengCH|||| |||||Time-Inconsistent Control Theory with Finance ApplicationsTomas Björk, Mariana Khapko, Agatha MurgociChamSpringer2021xvii, 326 p.ill.24 cm001VAN001025902001 Springer finance210 BerlinSpringer60H40White noise theory [MSC 2020]VANC033714MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF91A10Noncooperative games [MSC 2020]VANC029377MF91A80Applications of game theory [MSC 2020]VANC029259MF91G10Portfolio theory [MSC 2020]VANC031365MF91G80Financial applications of other theories [MSC 2020]VANC031013MF93E20Optimal stochastic control [MSC 2020]VANC019946MFBellman equationKW:KDynamic ProgrammingKW:KHyperbolic discountingKW:KIntrapersonal equilibriumKW:KLinear Quadratic RegulatorKW:KNon-exponential discountingKW:KState-dependent risk aversionKW:KStochastic ControlKW:KTime-inconsistent controlKW:KTime-inconsistent stoppingKW:KCHChamVANL001889BjörkTomasVANV227820430105KhapkoMarianaVANV2278211734840MurgociAgathaVANV2278221734841Springer <editore>VANV108073650ITSOL20241115RICAhttps://doi.org/10.1007/978-3-030-81843-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00275348BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 8452 08eMF8452 20240503 Time-Inconsistent Control Theory with Finance Applications4153522UNICAMPANIA