2 papers
math.OC2025
Closed-loop strong equilibria for time-inconsistent control problems with higher-order moments
Yike Wang
In this paper, we study closed-loop strong equilibrium strategies for the time-inconsistent control problem with higher-order moments formulated by [Wang et al. SIAM J. Control. Op…
q-fin.MF2025
On stochastic control problems with higher-order moments
Yike Wang, Jingzhen Liu, Alain Bensoussan +2
In this paper, we focus on a class of time-inconsistent stochastic control problems, where the objective function includes the mean and several higher-order central moments of the…