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  • Search: subject:"Mean-field type control problems"
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Asymptotics 1 Control theory 1 Dynamic mean–variance problem 1 Kontrolltheorie 1 Mean-field type control problems 1 Portfolio selection 1 Portfolio-Management 1 Price impact 1 Time consistency 1 Time-inconsistency 1 Zeitkonsistenz 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bensoussan, Alain 1 Ma, Guiyuan 1 Siu, Chi Chung 1 Yam, Sheung Chi Phillip 1
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Finance and stochastics 1
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ECONIS (ZBW) 1
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Dynamic mean-variance problem with frictions
Bensoussan, Alain; Ma, Guiyuan; Siu, Chi Chung; Yam, … - In: Finance and stochastics 26 (2022) 2, pp. 267-300
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013197583
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