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Time-inconsistent control theory with finance applications / / Tomas Björk, Mariana Khapko, and Agatha Murgoci
| Time-inconsistent control theory with finance applications / / Tomas Björk, Mariana Khapko, and Agatha Murgoci |
| Autore | Björk Tomas |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (328 pages) |
| Disciplina | 515.642 |
| Collana | Springer Finance Ser. |
| Soggetto topico |
Game theory
Social sciences Mathematical optimization Teoria de control |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-81843-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466389503316 |
Björk Tomas
|
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| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Time-Inconsistent Control Theory with Finance Applications / / by Tomas Björk, Mariana Khapko, Agatha Murgoci
| Time-Inconsistent Control Theory with Finance Applications / / by Tomas Björk, Mariana Khapko, Agatha Murgoci |
| Autore | Björk Tomas |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Descrizione fisica | 1 online resource (328 pages) |
| Disciplina |
515.642
629.8312 |
| Collana | Springer Finance |
| Soggetto topico |
Social sciences - Mathematics
Game theory Mathematical optimization Financial engineering Capital market Mathematics in Business, Economics and Finance Game Theory Optimization Financial Engineering Capital Markets Teoria de control |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-81843-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- Part I Optimal Control in Discrete Time -- 2 Dynamic Programming Theory -- 3 The Linear Quadratic Regulator -- 4 A Simple Equilibrium Model -- Part II Time-Inconsistent Control in Discrete Time -- 5 Time-Inconsistent Control Theory -- 6 Extensions and Further Results -- 7 Non-Exponential Discounting -- 8 Mean-Variance Portfolios -- 9 Time-Inconsistent Regulator Problems -- 10 A Time-Inconsistent Equilibrium Model -- Part III Optimal Control in Continuous Time -- 11 Dynamic Programming Theory -- 12 The Continuous-Time Linear Quadratic Regulator -- 13 Optimal Consumption and Investment -- 14 A Simple Equilibrium Model -- Part IV Time-Inconsistent Control in Continuous Time -- 15 Time-Inconsistent Control Theory -- 16 Special Cases and Extensions -- 17 Non-Exponential Discounting -- 18 Mean-Variance Control -- 19 The Inconsistent Linear Quadratic Regulator -- 20 A Time-Inconsistent Equilibrium Model -- Part V Optimal Stopping Theory -- 21 Optimal Stopping in Discrete Time -- 22 Optimal Stopping in Continuous Time -- Part VI Time-Inconsistent Stopping Problems -- 23 Time-Inconsistent Stopping in Discrete Time -- 24 Time-Inconsistent Stopping in Continuous Time -- 25 Time-Inconsistent Stopping Under Distorted Probabilities -- A Basic Arbitrage Theory -- References. |
| Record Nr. | UNINA-9910508437803321 |
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Björk Tomas
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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