Time-inconsistent mean-field optimal stopping: a limit approach
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Publication:6115683
DOI10.1016/j.jmaa.2023.127582arXiv2209.04174OpenAlexW4383533069MaRDI QIDQ6115683
Boualem Djehiche, Mattia Martini
Publication date: 10 August 2023
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.04174
Applications of game theory (91A80) Stopping times; optimal stopping problems; gambling theory (60G40) Mean field games (aspects of game theory) (91A16)
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