most citedTime Inconsistent Stochastic Control in Continuous Time: Theory and Examples

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math.OC2016★ 2 cited

Time Inconsistent Stochastic Control in Continuous Time: Theory and Examples

Tomas Björk, Mariana Khapko, Agatha Murgoci

In this paper, which is a continuation of the previously published discrete time paper we develop a theory for continuous time stochastic control problems which, in various ways, a…