| 1 |
Multiperiod mean-standard-deviation time consistent portfolio selection
Bannister H, Goldys B, Penev S, Wu W
Automatica, 73, 15, 2016 |
| 2 |
Inconsistent Investment and Consumption Problems
Kronborg MT, Steffensen M
Applied Mathematics and Optimization, 71(3), 473, 2015 |
| 3 |
Node-consistent core for games played over event trees
Parilina E, Zaccour G
Automatica, 53, 304, 2015 |
| 4 |
Time-consistent Shapley value for games played over event trees
Reddy PV, Sheykoplyas E, Zaccour G
Automatica, 49(6), 1521, 2013 |
| 5 |
SUPERHEDGING AND DYNAMIC RISK MEASURES UNDER VOLATILITY UNCERTAINTY
Nutz M, Soner M
SIAM Journal on Control and Optimization, 50(4), 2065, 2012 |
| 6 |
BACKWARD STOCHASTIC DIFFERENCE EQUATIONS AND NEARLY TIME-CONSISTENT NONLINEAR EXPECTATIONS
Cohen SN, Elliott RJ
SIAM Journal on Control and Optimization, 49(1), 125, 2011 |
| 7 |
A time-consistent open-loop Stackelberg equilibrium of shelf-space allocation
Martin-Herran G, Taboubi S, Zaccour G
Automatica, 41(6), 971, 2005 |
| 8 |
Incentive equilibrium strategies and welfare allocation in a dynamic game of pollution control
Jorgensen S, Zaccour G
Automatica, 37(1), 29, 2001 |
