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Faculty of Busines and Mana...
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CHAI Junyi
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Journal article
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2023
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2022
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英语English
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Forward-backward stochastic...
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Robust control
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Time-inconsistent preference
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habituation
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A Behavioral Foundation of Satiation and Habituation
Journal article
Mathematics,2023, volume: 11, issue: 3
Authors:
Chai, Junyi
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View/Download:3/0
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Submit date:2023/04/18
axiomatization
habituation
psychological compensation
satiation
time preference
Robust Time-Inconsistent Stochastic Linear-Quadratic Control with Drift Disturbance
Journal article
Applied Mathematics and Optimization,2022, volume: 86, issue: 1
Authors:
Han, Bingyan
;
Pun, Chi-Seng
;
Wong, Hoi-Ying
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View/Download:4/0
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Submit date:2022/09/05
Forward-backward stochastic differential equation
Robust control
Stochastic linear-quadratic control
Time-inconsistent preference