Mean-Field-Type Games with Jump and Regime Switching | 0 | 0.34 | 2020 |
Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising. | 0 | 0.34 | 2019 |
A paradox in time-consistency in the mean-variance problem? | 0 | 0.34 | 2019 |
Probabilistic solutions for a class of deterministic optimal allocation problems. | 0 | 0.34 | 2018 |
Optimal Liquidation of Child Limit Orders | 0 | 0.34 | 2017 |
Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays. | 2 | 0.39 | 2017 |
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise. | 1 | 0.60 | 2016 |
Linear-Quadratic Mean Field Games. | 18 | 1.21 | 2016 |
Optimal asset allocation: Risk and information uncertainty. | 3 | 0.39 | 2016 |
Mean Field Stackelberg Games: Aggregation of Delayed Instructions. | 5 | 0.55 | 2015 |
A class of non-zero-sum stochastic differential investment and reinsurance games. | 4 | 0.43 | 2014 |
A mean-variance portfolio selection problem subject to a benchmark constraint: An existence result. | 0 | 0.34 | 2013 |
A mixed Sharpe ratio. | 0 | 0.34 | 2012 |