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Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci
| Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
| Autore | Björk, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xvii, 326 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Khapko, Mariana
Murgoci, Agatha |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 91A10 - Noncooperative games [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Soggetto non controllato |
Bellman equation
Dynamic Programming Hyperbolic discounting Intrapersonal equilibrium Linear Quadratic Regulator Non-exponential discounting State-dependent risk aversion Stochastic Control Time-inconsistent control Time-inconsistent stopping |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275348 |
Björk, Tomas
|
||
| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci
| Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
| Autore | Björk, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xvii, 326 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Khapko, Mariana
Murgoci, Agatha |
| Soggetto topico |
60H40 - White noise theory [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91A10 - Noncooperative games [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Bellman equation
Dynamic Programming Hyperbolic discounting Intrapersonal equilibrium Linear Quadratic Regulator Non-exponential discounting State-dependent risk aversion Stochastic Control Time-inconsistent control Time-inconsistent stopping |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00275348 |
|
Björk, Tomas
|
||
| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||