Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512): Difference between revisions

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Robust time-inconsistent stochastic linear-quadratic control with drift disturbance
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    Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (English)
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    10 June 2022
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    robust control
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    stochastic linear-quadratic control
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    time-inconsistent preference
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    forward-backward stochastic differential equation
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