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Time-Inconsistent Control Theory with Finance Applications

Author

Listed:
  • Tomas Björk

    (Stockholm School of Economics)

  • Mariana Khapko

    (University of Toronto)

  • Agatha Murgoci

    (Ørsted)

Abstract

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Suggested Citation

  • Tomas Björk & Mariana Khapko & Agatha Murgoci, 2021. "Time-Inconsistent Control Theory with Finance Applications," Springer Finance, Springer, number 978-3-030-81843-2, November.
    • Handle: RePEc:spr:sprfln:978-3-030-81843-2
    DOI: 10.1007/978-3-030-81843-2
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    Cited by:

    1. Karimi, Nader & Salavati, Erfan & Assa, Hirbod & Adibi, Hojatollah, 2024. "A stochastic optimal stopping model for storable commodity prices," Statistics & Probability Letters, Elsevier, vol. 204(C).
    2. Oumar Mbodji & Traian A. Pirvu, 2025. "Portfolio time consistency and utility weighted discount rates," Mathematics and Financial Economics, Springer, volume 19, number 2.
    3. Ali Lazrak & Hanxiao Wang & Jiongmin Yong, 2023. "Present-Biased Lobbyists in Linear Quadratic Stochastic Differential Games," Papers 2304.11577, arXiv.org, revised Sep 2023.

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