"Optimal control of an objective functional with non-linearity between the ..."

Esben Kryger, Maj-Britt Nordfang, Mogens Steffensen (2020)

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DOI: 10.1007/S00186-019-00687-5

access: closed

type: Journal Article

metadata version: 2020-12-17

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  - https://dblp.org/rec/journals/mmor/KrygerNS20
Esben Kryger, Maj-Britt Nordfang, Mogens Steffensen:
Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems. Math. Methods Oper. Res. 91(3): 405-438 (2020)

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