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]

Authors

Jian-hao Kang

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Zhun Gou

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Nan-Jing Huang

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