Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications

Jian-hao Kang, Zhun Gou, Nan-Jing Huang. Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications. Commun. Nonlinear Sci. Numer. Simul., 123:107270, August 2023. [doi]

Abstract

Abstract is missing.