All ebooks by Mariana Khapko in PDF and EPUB

1 Book(s)


Add to my wish list Time-Inconsistent Control Theory with Finance Applications Tomas Björk , Mariana Khapko , Agatha Murgoci This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium... Publication date: 2021-11-02 Format: PDF, ePub Publisher: Springer Collection: Springer Finance PDF ePub Add to basket £109,50

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Time-Inconsistent Control Theory with Finance Applications

Tomas Björk , Mariana Khapko , Agatha Murgoci

This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium...

Publication date: 2021-11-02

Format: PDF, ePub

Publisher: Springer

Collection: Springer Finance

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£109,50

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