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Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems - MaRDI portal

Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems (Q4990322)

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scientific article; zbMATH DE number 7352270
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Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems
scientific article; zbMATH DE number 7352270

    Statements

    title
    Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems (English)
    0 references
    DOI
    10.1137/20M1343774
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    author
    Yu-Jui Huang
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    Zhen-Hua Wang
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    publication date
    28 May 2021
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    Mathematics Subject Classification ID
    60G40
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    60J45
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    91G80
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    zbMATH DE Number
    7352270
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    zbMATH Keywords
    optimal stopping
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    time inconsistency
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    nonexponential discounting
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    probabilistic potential theory
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    optimal equilibria
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    arXiv ID
    2006.00754
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    cites work
    Q5556844
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    Q4002114
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    Brownian Motion
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    Q4328337
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    Q4172681
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    OpenAlex ID
    W3157574658
    0 references
     
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