Direr, Alexis Portfolio choice with time horizon risk. (English) Zbl 07806900 Int. J. Theor. Appl. Finance 26, No. 6-7, Article ID 2350026, 19 p. (2023). MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{A. Direr}, Int. J. Theor. Appl. Finance 26, No. 6--7, Article ID 2350026, 19 p. (2023; Zbl 07806900) Full Text: DOI
Liang, Zongxia; Yuan, Fengyi Weak equilibria for time-inconsistent control: with applications to investment-withdrawal decisions. (English) Zbl 07797368 Math. Finance 33, No. 3, 891-945 (2023). MSC: 91G15 91B06 PDFBibTeX XMLCite \textit{Z. Liang} and \textit{F. Yuan}, Math. Finance 33, No. 3, 891--945 (2023; Zbl 07797368) Full Text: DOI arXiv
Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou Equilibria of time-inconsistent stopping for one-dimensional diffusion processes. (English) Zbl 07797366 Math. Finance 33, No. 3, 797-841 (2023). MSC: 91G20 60G40 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Math. Finance 33, No. 3, 797--841 (2023; Zbl 07797366) Full Text: DOI arXiv OA License
Landriault, David; Li, Bin; Pedraza, José M. Optimal stopping for exponential Lévy models with weighted discounting. (English) Zbl 1519.91230 SIAM J. Financ. Math. 14, No. 3, 777-811 (2023). MSC: 91G10 60G40 60G51 60G46 PDFBibTeX XMLCite \textit{D. Landriault} et al., SIAM J. Financ. Math. 14, No. 3, 777--811 (2023; Zbl 1519.91230) Full Text: DOI
Hernández, Camilo; Possamaï, Dylan Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents. (English) Zbl 1525.60073 Ann. Appl. Probab. 33, No. 2, 1396-1458 (2023). MSC: 60H10 60H30 60G07 PDFBibTeX XMLCite \textit{C. Hernández} and \textit{D. Possamaï}, Ann. Appl. Probab. 33, No. 2, 1396--1458 (2023; Zbl 1525.60073) Full Text: DOI arXiv
Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou Stability of equilibria in time-inconsistent stopping problems. (English) Zbl 1512.49014 SIAM J. Control Optim. 61, No. 2, 674-696 (2023). MSC: 49J45 60G40 91A11 91A15 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., SIAM J. Control Optim. 61, No. 2, 674--696 (2023; Zbl 1512.49014) Full Text: DOI arXiv
Zhou, Zhou Time inconsistency, precommitment, and equilibrium strategies for a Stackelberg game. (English) Zbl 1511.91030 SIAM J. Control Optim. 61, No. 2, 361-397 (2023). MSC: 91A65 93E20 PDFBibTeX XMLCite \textit{Z. Zhou}, SIAM J. Control Optim. 61, No. 2, 361--397 (2023; Zbl 1511.91030) Full Text: DOI
Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou Short communication: stability of time-inconsistent stopping for one-dimensional diffusions. (English) Zbl 1504.60061 SIAM J. Financ. Math. 13, No. 4, SC123-SC135 (2022). MSC: 60G40 49J45 49K40 91A11 91A15 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., SIAM J. Financ. Math. 13, No. 4, SC123-SC135 (2022; Zbl 1504.60061) Full Text: DOI arXiv
Cai, Hongyan; Chen, Danhong; Peng, Yunfei; Wei, Wei On the time-inconsistent deterministic linear-quadratic control. (English) Zbl 1489.91074 SIAM J. Control Optim. 60, No. 2, 968-991 (2022). MSC: 91B06 49N10 PDFBibTeX XMLCite \textit{H. Cai} et al., SIAM J. Control Optim. 60, No. 2, 968--991 (2022; Zbl 1489.91074) Full Text: DOI arXiv