Su, Xizhi; Wang, Tianxiao; Wei, Jiaqin; Zhou, Chao Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies. (English) Zbl 07783077 Appl. Math. Optim. 89, No. 1, Paper No. 15, 30 p. (2024). MSC: 91G10 60G51 60H30 PDFBibTeX XMLCite \textit{X. Su} et al., Appl. Math. Optim. 89, No. 1, Paper No. 15, 30 p. (2024; Zbl 07783077) Full Text: DOI
Alia, Ishak Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems. (English) Zbl 1518.93151 Math. Control Relat. Fields 13, No. 1, 149-192 (2023). MSC: 93E20 60H30 45K05 60G55 PDFBibTeX XMLCite \textit{I. Alia}, Math. Control Relat. Fields 13, No. 1, 149--192 (2023; Zbl 1518.93151) Full Text: DOI arXiv
Wang, Tianxiao; Zheng, Harry Closed-loop equilibrium strategies for general time-inconsistent optimal control problems. (English) Zbl 1471.91517 SIAM J. Control Optim. 59, No. 5, 3152-3178 (2021). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{T. Wang} and \textit{H. Zheng}, SIAM J. Control Optim. 59, No. 5, 3152--3178 (2021; Zbl 1471.91517) Full Text: DOI
Alia, Ishak Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach. (English) Zbl 1461.93538 Math. Control Relat. Fields 10, No. 4, 785-826 (2020). MSC: 93E20 60H15 91A80 PDFBibTeX XMLCite \textit{I. Alia}, Math. Control Relat. Fields 10, No. 4, 785--826 (2020; Zbl 1461.93538) Full Text: DOI
Wang, Tianxiao Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients. (English) Zbl 1443.91270 J. Math. Anal. Appl. 490, No. 1, Article ID 124199, 20 p. (2020). MSC: 91G10 PDFBibTeX XMLCite \textit{T. Wang}, J. Math. Anal. Appl. 490, No. 1, Article ID 124199, 20 p. (2020; Zbl 1443.91270) Full Text: DOI arXiv
Wang, Guangchen; Wang, Tianxiao Time inconsistent asset-liability management with partial information. (English) Zbl 1447.91150 Syst. Control Lett. 140, Article ID 104687, 6 p. (2020). MSC: 91G05 93E20 49N10 93B05 93B07 PDFBibTeX XMLCite \textit{G. Wang} and \textit{T. Wang}, Syst. Control Lett. 140, Article ID 104687, 6 p. (2020; Zbl 1447.91150) Full Text: DOI
Wang, Tianxiao Equilibrium controls in time inconsistent stochastic linear quadratic problems. (English) Zbl 1447.93379 Appl. Math. Optim. 81, No. 2, 591-619 (2020). Reviewer: Kurt Marti (München) MSC: 93E20 49N10 91B51 60H10 PDFBibTeX XMLCite \textit{T. Wang}, Appl. Math. Optim. 81, No. 2, 591--619 (2020; Zbl 1447.93379) Full Text: DOI arXiv
Wang, Tianxiao Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I. (English) Zbl 1426.49036 Math. Control Relat. Fields 9, No. 2, 385-409 (2019). MSC: 49N10 49N35 93E20 PDFBibTeX XMLCite \textit{T. Wang}, Math. Control Relat. Fields 9, No. 2, 385--409 (2019; Zbl 1426.49036) Full Text: DOI arXiv
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav Mixed equilibrium solution of time-inconsistent stochastic linear-quadratic problem. (English) Zbl 1407.93433 SIAM J. Control Optim. 57, No. 1, 533-569 (2019). MSC: 93E20 49N10 93B52 39A50 93C55 PDFBibTeX XMLCite \textit{Y.-H. Ni} et al., SIAM J. Control Optim. 57, No. 1, 533--569 (2019; Zbl 1407.93433) Full Text: DOI arXiv
Wei, Jiaqin Time-inconsistent optimal control problems with regime-switching. (English) Zbl 1373.93385 Math. Control Relat. Fields 7, No. 4, 585-622 (2017). MSC: 93E20 49L20 49N10 49N70 35Q93 91A23 91A65 PDFBibTeX XMLCite \textit{J. Wei}, Math. Control Relat. Fields 7, No. 4, 585--622 (2017; Zbl 1373.93385) Full Text: DOI