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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Han, Bingyan, Pun, Chi Seng, Wong, Hoi Ying
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Mathematical Finance 91A15, 49N90, 91A80, 91G10
Online Access:	Acceder al recurso
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