Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach (Q6442003)

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    Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach
    preprint article from arXiv

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      29 June 2023
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      math.OC
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      q-fin.MF
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      Bingyan Han
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      Chi Seng Pun
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      Hoi Ying Wong
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