A Theory of Markovian Time Inconsistent Stochastic Control in Continuous Time

2016 ◽  
Author(s):  
Tomas Bjork ◽  
Mariana Khapko ◽  
Agatha Murgoci
Keyword(s):  
Stochastic Control ◽  
Continuous Time ◽  
Time Inconsistent

scholarly journals On time-inconsistent stochastic control in continuous time

2017 ◽  
Vol 21 (2) ◽  
pp. 331-360 ◽  
Author(s):  
Tomas Björk ◽  
Mariana Khapko ◽  
Agatha Murgoci
Keyword(s):  
Stochastic Control ◽  
Continuous Time ◽  
Time Inconsistent

scholarly journals Optimal equilibria for time‐inconsistent stopping problems in continuous time

2019 ◽  
Vol 30 (3) ◽  
pp. 1103-1134 ◽  
Author(s):  
Yu‐Jui Huang ◽  
Zhou Zhou
Keyword(s):  
Continuous Time ◽  
Time Inconsistent
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