Crossmark

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

Published Online: 2025-09-15

Published Print: 2025-10

Authors

Han, Bingyan

Pun, Chi Seng https://orcid.org/0000-0002-7478-6961
Wong, Hoi Ying
Funding

Funding for this research was provided by:

Hong Kong University of Science and Technology (G0101000197)

Guangzhou-HKUST(GZ) Joint Funding Program (2024A03J0630)

Ministry of Education - Singapore (MOE-T2EP20220-0013)

Research Grants Council, University Grants Committee (GRF14308422)
License Information

Text and Data Mining valid from 2025-09-15

Version of Record valid from 2025-09-15
More Information

Article History

Received: 30 September 2024

Accepted: 17 August 2025

First Online: 15 September 2025

Declarations

:

: The authors have no relevant financial or non-financial interests to disclose.

Document is current