Esben Kryger

Publication Activity (10 Years)

Years Active: 2020-2020
Publications (10 Years): 1

Top Topics

Optimal Control

Linear Programming

Top Venues

Math. Methods Oper. Res.

Publications

Esben Kryger, Maj-Britt Nordfang, Mogens Steffensen
Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems. Math. Methods Oper. Res. 91 (3) (2020)