Conditional optimal stopping: a time-inconsistent optimization
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Publication:2657921
DOI10.1214/19-AAP1540zbMath1464.60038arXiv1901.05802OpenAlexW3047446298MaRDI QIDQ2657921
Publication date: 18 March 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.05802
Games with infinitely many players (91A07) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)
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