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Robust Time-Inconsistent Stochastic Linear-Quadratic Control with Drift Disturbance 期刊论文
Applied Mathematics and Optimization,2022, 卷号: 86, 期号: 1
作者:  Han, Bingyan;  Pun, Chi-Seng;  Wong, Hoi-Ying
收藏  |  浏览/下载:15/0  |  提交时间:2022/09/05
Robust state-dependent mean–variance portfolio selection: a closed-loop approach 期刊论文
Finance and Stochastics,2021, 卷号: 25, 期号: 3, 页码: 529-561
作者:  Han, Bingyan;  Pun, Chi Seng;  Wong, Hoi Ying
收藏  |  浏览/下载:10/0  |  提交时间:2021/10/19