청구기호 |
H61.25 |
판사항 |
1st ed. 2021.
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형태사항 |
XVII, 326 p. online resource.
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총서명 |
Springer Finance, 2195-0687
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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.
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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.
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보유판 및 특별호 저록 |
Springer Nature eBook
Printed edition: 9783030818425
Printed edition: 9783030818449
Printed edition: 9783030818456
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ISBN |
9783030818432 |
기타 표준번호 |
10.1007/978-3-030-81843-2 |
QR CODE |
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