On time inconsistent stochastic linear quadratic problems
演讲者：王天啸（四川大学）
时间：2020-08-18 15:00-16:00
地点：腾讯会议 ID 593873380
摘要：In this talk, we will give some discussions on time inconsistent stochastic linear quadratic optimal control problems in terms of open-loop equilibrium controls and closed-loop equilibrium strategies. As special cases, we present some recent conclusion on dynamic mean-variance portfolio selection problems with random coefficients, where several interesting phenomena are revealed due to the randomness of the coefficients.
