乐胖代购免代理版

{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,19]],"date-time":"2024-09-19T15:55:12Z","timestamp":1726761312830},"reference-count":23,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2019,1,22]],"date-time":"2019-01-22T00:00:00Z","timestamp":1548115200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["J Optim Theory Appl"],"published-print":{"date-parts":[[2019,5]]},"DOI":"10.1007\/s10957-018-01471-x","type":"journal-article","created":{"date-parts":[[2019,1,23]],"date-time":"2019-01-23T21:03:46Z","timestamp":1548277426000},"page":"383-410","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":17,"title":["Equilibrium for a Time-Inconsistent Stochastic Linear\u2013Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem"],"prefix":"10.1007","volume":"181","author":[{"ORCID":"http:\/\/orcid.org\/0000-0003-4410-3346","authenticated-orcid":false,"given":"Zhongyang","family":"Sun","sequence":"first","affiliation":[]},{"given":"Xianping","family":"Guo","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2019,1,22]]},"reference":[{"issue":"3","key":"1471_CR1","doi-asserted-by":"publisher","first-page":"165","DOI":"10.2307\/2295722","volume":"23","author":"RH Strotz","year":"1955","unstructured":"Strotz, R.H.: Myopia and inconsistency in dynamic utility maximization. Rev. Econ. Stud. 23(3), 165\u2013180 (1955)","journal-title":"Rev. Econ. Stud."},{"issue":"7","key":"1471_CR2","doi-asserted-by":"publisher","first-page":"646","DOI":"10.1080\/03461238.2015.1048710","volume":"2016","author":"X Lin","year":"2016","unstructured":"Lin, X., Qian, Y.: Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model. Scand. Actuar. J. 2016(7), 646\u2013671 (2016)","journal-title":"Scand. Actuar. J."},{"issue":"1","key":"1471_CR3","doi-asserted-by":"publisher","first-page":"145","DOI":"10.1016\/j.insmatheco.2011.01.001","volume":"49","author":"Y Zeng","year":"2011","unstructured":"Zeng, Y., Li, Z.: Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Insur. Math. Econ. 49(1), 145\u2013154 (2011)","journal-title":"Insur. Math. Econ."},{"issue":"1","key":"1471_CR4","doi-asserted-by":"publisher","first-page":"57","DOI":"10.1007\/s11579-008-0014-6","volume":"2","author":"I Ekeland","year":"2008","unstructured":"Ekeland, I., Pirvu, T.A.: Investment and consumption without commitment. Math. Financ. Econ. 2(1), 57\u201386 (2008)","journal-title":"Math. Financ. Econ."},{"issue":"3","key":"1471_CR5","doi-asserted-by":"publisher","first-page":"860","DOI":"10.1016\/j.ejor.2009.04.005","volume":"201","author":"J Mar\u00edn-Solano","year":"2010","unstructured":"Mar\u00edn-Solano, J., Navas, J.: Consumption and portfolio rules for time-inconsistent investors. Eur. J. Oper. Res. 201(3), 860\u2013872 (2010)","journal-title":"Eur. J. Oper. Res."},{"issue":"1","key":"1471_CR6","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1111\/j.1467-9965.2011.00515.x","volume":"24","author":"T Bj\u00f6rk","year":"2014","unstructured":"Bj\u00f6rk, T., Murgoci, A., Zhou, X.Y.: Mean-variance portfolio optimization with state dependent risk aversion. Math. Finance 24(1), 1\u201324 (2014)","journal-title":"Math. Finance"},{"issue":"3","key":"1471_CR7","doi-asserted-by":"publisher","first-page":"271","DOI":"10.3934\/mcrf.2012.2.271","volume":"2","author":"J Yong","year":"2012","unstructured":"Yong, J.: Time-inconsistent optimal control problems and the equilibrium HJB equation. Math. Control Related Fields 2(3), 271\u2013329 (2012)","journal-title":"Math. Control Related Fields"},{"key":"1471_CR8","doi-asserted-by":"crossref","unstructured":"Bj\u00f6rk, T., Murgoci, A.: A general theory of Markovian time inconsistent stochastic control problems. SSRN 1694759 (2010)","DOI":"10.2139\/ssrn.1694759"},{"issue":"1","key":"1471_CR9","doi-asserted-by":"publisher","first-page":"83","DOI":"10.3934\/mcrf.2011.1.83","volume":"1","author":"J Yong","year":"2011","unstructured":"Yong, J.: A deterministic linear quadratic time-inconsistent optimal control problem. Math. Control Related Fields 1(1), 83\u2013118 (2011)","journal-title":"Math. Control Related Fields"},{"issue":"8","key":"1471_CR10","doi-asserted-by":"publisher","first-page":"5467","DOI":"10.1090\/tran\/6502","volume":"369","author":"J Yong","year":"2017","unstructured":"Yong, J.: Linear-quadratic optimal control problems for mean-field stochastic differential equations-time consistent solutions. Trans. Am. Math. Soc. 369(8), 5467\u20135523 (2017)","journal-title":"Trans. Am. Math. Soc."},{"issue":"3","key":"1471_CR11","doi-asserted-by":"publisher","first-page":"1548","DOI":"10.1137\/110853960","volume":"50","author":"Y Hu","year":"2012","unstructured":"Hu, Y., Jin, H., Zhou, X.Y.: Time-inconsistent stochastic linear-quadratic control. SIAM J. Control Optim. 50(3), 1548\u20131572 (2012)","journal-title":"SIAM J. Control Optim."},{"issue":"2","key":"1471_CR12","doi-asserted-by":"publisher","first-page":"1261","DOI":"10.1137\/15M1019040","volume":"55","author":"Y Hu","year":"2017","unstructured":"Hu, Y., Jin, H., Zhou, X.Y.: Time-inconsistent stochastic linear-quadratic control: characterization and uniqueness of equilibrium. SIAM J. Control Optim. 55(2), 1261\u20131279 (2017)","journal-title":"SIAM J. Control Optim."},{"key":"1471_CR13","first-page":"103","volume":"42","author":"I Alia","year":"2016","unstructured":"Alia, I., Chighoub, F., Sohail, A.: The maximum principle in time-inconsistent LQ equilibrium control problem for jump diffusions. Serdica Math. J. 42, 103\u2013138 (2016a)","journal-title":"Serdica Math. J."},{"issue":"1","key":"1471_CR14","doi-asserted-by":"publisher","first-page":"230","DOI":"10.1002\/oca.2343","volume":"39","author":"Z Wu","year":"2018","unstructured":"Wu, Z., Zhuang, Y.: Partially observed time-inconsistent stochastic linear-quadratic control with random jumps. Optim. Control Appl. Methods 39(1), 230\u2013247 (2018)","journal-title":"Optim. Control Appl. Methods"},{"issue":"2","key":"1471_CR15","doi-asserted-by":"publisher","first-page":"319","DOI":"10.1007\/s10957-017-1068-5","volume":"176","author":"Z Sun","year":"2018","unstructured":"Sun, Z., Guo, J., Zhang, X.: Maximum principle for Markov regime-switching forward backward stochastic control system with jumps and relation to dynamic programming. J. Optim. Theory Appl. 176(2), 319\u2013350 (2018)","journal-title":"J. Optim. Theory Appl."},{"issue":"3","key":"1471_CR16","doi-asserted-by":"publisher","first-page":"985","DOI":"10.1051\/cocv\/2017039","volume":"24","author":"Z Sun","year":"2018","unstructured":"Sun, Z., Kemajou-Brown, I., Menoukeu-Pamen, O.: A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications. ESAIM Control Optim. Calc. Var. 24(3), 985\u20131013 (2018)","journal-title":"ESAIM Control Optim. Calc. Var."},{"key":"1471_CR17","doi-asserted-by":"publisher","unstructured":"Sun, Z., Menoukeu-Pamen, O.: The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system. Stoch. Anal. Appl. (2018). \n https:\/\/doi.org\/10.1080\/07362994.2018.1465824","DOI":"10.1080\/07362994.2018.1465824"},{"key":"1471_CR18","unstructured":"Hu, Y., Huang, J., Li, X.: Equilibrium for time-inconsistent stochastic linear\u2013quadratic control under constraint. arXiv preprint \n arXiv:1703.09415\n \n (2017)"},{"key":"1471_CR19","volume-title":"Theory of Stochastic Differential Equations with Jumps and Applications","author":"R Situ","year":"2005","unstructured":"Situ, R.: Theory of Stochastic Differential Equations with Jumps and Applications. Springer, New York (2005)"},{"issue":"5","key":"1471_CR20","doi-asserted-by":"publisher","first-page":"1447","DOI":"10.1137\/S0363012992233858","volume":"32","author":"S Tang","year":"1994","unstructured":"Tang, S., Li, X.: Necessary conditions for optimal control of stochastic systems with random jumps. SIAM J. Control Optim. 32(5), 1447\u20131475 (1994)","journal-title":"SIAM J. Control Optim."},{"issue":"4","key":"1471_CR21","doi-asserted-by":"publisher","first-page":"2563","DOI":"10.1137\/17M112395X","volume":"56","author":"X Zhang","year":"2018","unstructured":"Zhang, X., Sun, Z., Xiong, J.: A general stochastic maximum principle for a Markov regime switching jump-diffusion model of mean-field type. SIAM J. Control Optim. 56(4), 2563\u20132592 (2018)","journal-title":"SIAM J. Control Optim."},{"issue":"1","key":"1471_CR22","doi-asserted-by":"publisher","first-page":"58","DOI":"10.1016\/j.na.2013.02.029","volume":"86","author":"Y Shen","year":"2013","unstructured":"Shen, Y., Siu, T.K.: The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem. Nonlinear Anal. 86(1), 58\u201373 (2013)","journal-title":"Nonlinear Anal."},{"key":"1471_CR23","doi-asserted-by":"publisher","first-page":"212","DOI":"10.1016\/j.insmatheco.2016.03.009","volume":"68","author":"I Alia","year":"2016","unstructured":"Alia, I., Chighoub, F., Sohail, A.: A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers. Insur. Math. Econom. 68, 212\u2013223 (2016b)","journal-title":"Insur. Math. Econom."}],"container-title":["Journal of Optimization Theory and Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10957-018-01471-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10957-018-01471-x\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10957-018-01471-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,1,21]],"date-time":"2020-01-21T20:19:29Z","timestamp":1579637969000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10957-018-01471-x"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,1,22]]},"references-count":23,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2019,5]]}},"alternative-id":["1471"],"URL":"https:\/\/doi.org\/10.1007\/s10957-018-01471-x","relation":{},"ISSN":["0022-3239","1573-2878"],"issn-type":[{"value":"0022-3239","type":"print"},{"value":"1573-2878","type":"electronic"}],"subject":[],"published":{"date-parts":[[2019,1,22]]},"assertion":[{"value":"28 June 2018","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"31 December 2018","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"22 January 2019","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}