서지주요정보
Time-Inconsistent Control Theory with Finance Applications [electronic resource]
서명 / 저자 Time-Inconsistent Control Theory with Finance Applications [electronic resource] / by Tomas Björk, Mariana Khapko, Agatha Murgoci.
저자명 Björk, Tomas. author. aut http://id.loc.gov/vocabulary/relators/aut
Khapko, Mariana. author. aut http://id.loc.gov/vocabulary/relators/aut ; Murgoci, Agatha. author. aut http://id.loc.gov/vocabulary/relators/aut
단체명 SpringerLink (Online service)
발행사항 Cham : Springer International Publishing : Imprint: Springer, 2021.
Online Access https://doi.org/10.1007/978-3-030-81843-2 URL

서지기타정보

서지기타정보
청구기호 H61.25
판사항 1st ed. 2021.
형태사항 XVII, 326 p. online resource.
총서명 Springer Finance, 2195-0687
언어 English
내용 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.
주제 Social sciences—Mathematics.
Game theory.
Mathematical optimization.
Financial engineering.
Capital market.
Mathematics in Business, Economics and Finance.
Game Theory.
Optimization.
Financial Engineering.
Capital Markets.
보유판 및 특별호 저록 Springer Nature eBook
Printed edition: 9783030818425 Printed edition: 9783030818449 Printed edition: 9783030818456
ISBN 9783030818432
기타 표준번호 10.1007/978-3-030-81843-2
QR CODE

책소개

전체보기

목차

전체보기

홈으로
닫기