Equilibria for Time-inconsistent Singular Control Problems
Fuente:
arXiv
Saved in:
| Main Authors: | Liang, Zongxia, Luo, Xiaodong, Yuan, Fengyi |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Time-Inconsistent Singular Control Problems with a Running Minimum Process
by: Dai, Rui, et al.
Published: (2026)
by: Dai, Rui, et al.
Published: (2026)
A Reinforcement Learning Framework for Some Singular Stochastic Control Problems
by: Liang, Zongxia, et al.
Published: (2025)
by: Liang, Zongxia, et al.
Published: (2025)
Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
by: Yu, Xiang, et al.
Published: (2023)
by: Yu, Xiang, et al.
Published: (2023)
On time-inconsistent extended mean-field control problems with common noise
by: Liang, Zongxia, et al.
Published: (2024)
by: Liang, Zongxia, et al.
Published: (2024)
Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
by: Cohen, Asaf, et al.
Published: (2024)
by: Cohen, Asaf, et al.
Published: (2024)
Reinforcement learning for irreversible reinsurance problems: the randomized singular control approach
by: Liang, Zongxia, et al.
Published: (2025)
by: Liang, Zongxia, et al.
Published: (2025)
Mean Field Game with Reflected Jump Diffusion Dynamics: A Linear Programming Approach
by: Liang, Zongxia, et al.
Published: (2025)
by: Liang, Zongxia, et al.
Published: (2025)
Equilibrium portfolio selection under beliefs-dependent utilities
by: Chen, Xiaochen, et al.
Published: (2024)
by: Chen, Xiaochen, et al.
Published: (2024)
Constrained portfolio game with heterogeneous agents
by: Liang, Zongxia, et al.
Published: (2024)
by: Liang, Zongxia, et al.
Published: (2024)
A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation
by: Liang, Zongxia, et al.
Published: (2024)
by: Liang, Zongxia, et al.
Published: (2024)
Equilibrium transport with time-inconsistent costs
by: Bayraktar, Erhan, et al.
Published: (2023)
by: Bayraktar, Erhan, et al.
Published: (2023)
Basis pursuit by inconsistent alternating projections
by: Behling, Roger, et al.
Published: (2025)
by: Behling, Roger, et al.
Published: (2025)
Time-inconsistent reinsurance and investment optimization problem with delay under random risk aversion
by: Kang, Jian-hao, et al.
Published: (2025)
by: Kang, Jian-hao, et al.
Published: (2025)
Mean-Field Games Under Model Uncertainty
by: Liang, Zongxia, et al.
Published: (2026)
by: Liang, Zongxia, et al.
Published: (2026)
Feedback Nash Equilibria in Differential Games with Impulse Control
by: Sadana, Utsav, et al.
Published: (2021)
by: Sadana, Utsav, et al.
Published: (2021)
Approximation of Discrete-Time Infinite-Horizon Mean-Field Equilibria via Finite-Horizon Mean-Field Equilibria
by: Aydın, Uğur, et al.
Published: (2025)
by: Aydın, Uğur, et al.
Published: (2025)
Distributed Time-Varying Coverage Control via Singular Perturbations
by: Bao, Brandon, et al.
Published: (2025)
by: Bao, Brandon, et al.
Published: (2025)
Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
by: Guan, Guohui, et al.
Published: (2024)
by: Guan, Guohui, et al.
Published: (2024)
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition
by: Décamps, Jean-Paul, et al.
Published: (2024)
by: Décamps, Jean-Paul, et al.
Published: (2024)
Time-inconsistent singular control problems: Reflection and Absolutely continuous controls with exploding rates
by: Bodnariu, Andi, et al.
Published: (2025)
by: Bodnariu, Andi, et al.
Published: (2025)
Limited-Memory LRSGA: An Iterative Method for Computing Nash Equilibria in Competitive Optimization Problems
by: Foglia, Katherine Rossella, et al.
Published: (2025)
by: Foglia, Katherine Rossella, et al.
Published: (2025)
Binomial-tree approximation for time-inconsistent stopping
by: Bayraktar, Erhan, et al.
Published: (2024)
by: Bayraktar, Erhan, et al.
Published: (2024)
Singular Perturbation in Multiscale Stochastic Control Problems with Domain Restriction in the Slow Variable
by: Calixto, Anderson O., et al.
Published: (2025)
by: Calixto, Anderson O., et al.
Published: (2025)
Mean Field Competition of Optimal Switching: The Vanishing Entropy Regularization Approach
by: Liang, Zongxia, et al.
Published: (2026)
by: Liang, Zongxia, et al.
Published: (2026)
Singular Arcs on Average Optimal Control-Affine Problems
by: Aronna, Maria Soledad, et al.
Published: (2025)
by: Aronna, Maria Soledad, et al.
Published: (2025)
Control Barrier Function based Quadratic Programs Introduce Undesirable Asymptotically Stable Equilibria
by: Reis, Matheus F., et al.
Published: (2020)
by: Reis, Matheus F., et al.
Published: (2020)
Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets
by: Cao, Yue, et al.
Published: (2025)
by: Cao, Yue, et al.
Published: (2025)
Control of Power Grids With Switching Equilibria: $Ω$-Limit Sets and Input-to-State Stability
by: Abdelgalil, Mahmoud, et al.
Published: (2025)
by: Abdelgalil, Mahmoud, et al.
Published: (2025)
Feedback and Open-Loop Nash Equilibria for LQ Infinite-Horizon Discrete-Time Dynamic Games
by: Monti, A., et al.
Published: (2023)
by: Monti, A., et al.
Published: (2023)
Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems
by: Calvia, Alessandro, et al.
Published: (2025)
by: Calvia, Alessandro, et al.
Published: (2025)
Discrete-Time Backward Stochastic LQ Control Problem
by: Ligui, Hu, et al.
Published: (2026)
by: Ligui, Hu, et al.
Published: (2026)
Randomized Algorithms for Solving Singular Value Decomposition Problems with Matlab Toolbox
by: Li, Xiaowen
Published: (2024)
by: Li, Xiaowen
Published: (2024)
Control Barrier Function-Based Safety Filters: Characterization of Undesired Equilibria, Unbounded Trajectories, and Limit Cycles
by: Mestres, Pol, et al.
Published: (2025)
by: Mestres, Pol, et al.
Published: (2025)
A Time-Inconsistent Stochastic Optimal Control Problem in an Infinite Time Horizon
by: Wei, Qingmeng, et al.
Published: (2025)
by: Wei, Qingmeng, et al.
Published: (2025)
Empathic network learning for multi-expert emergency decision-making under incomplete and inconsistent information
by: Shen, Simin, et al.
Published: (2025)
by: Shen, Simin, et al.
Published: (2025)
Learning of Nash Equilibria in Risk-Averse Games
by: Wang, Zifan, et al.
Published: (2024)
by: Wang, Zifan, et al.
Published: (2024)
Safe Control of Feedback-Interconnected Systems via Singular Perturbations
by: Di Gregorio, Stefano, et al.
Published: (2026)
by: Di Gregorio, Stefano, et al.
Published: (2026)
Equilibrium strategies in time-inconsistent stochastic control problems with constraints: necessary conditions
by: Mastrogiacomo, Elisa, et al.
Published: (2021)
by: Mastrogiacomo, Elisa, et al.
Published: (2021)
Computing Approximate Nash Equilibria for Integer Programming Games
by: Duguet, Aloïs, et al.
Published: (2024)
by: Duguet, Aloïs, et al.
Published: (2024)
Distributionally Robust Nash Equilibria via Variational Inequalities
by: Alizadeh, Zeinab, et al.
Published: (2025)
by: Alizadeh, Zeinab, et al.
Published: (2025)
Similar Items
-
Time-Inconsistent Singular Control Problems with a Running Minimum Process
by: Dai, Rui, et al.
Published: (2026) -
A Reinforcement Learning Framework for Some Singular Stochastic Control Problems
by: Liang, Zongxia, et al.
Published: (2025) -
Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
by: Yu, Xiang, et al.
Published: (2023) -
On time-inconsistent extended mean-field control problems with common noise
by: Liang, Zongxia, et al.
Published: (2024) -
Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
by: Cohen, Asaf, et al.
Published: (2024)