Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions

DOI10.1111/mafi.12391arXiv2105.06607OpenAlexW4367549831MaRDI QIDQ6146679

Zongxia Liang, Fengyi Yuan

Publication date: 31 January 2024

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.06607

zbMATH Keywords

time-inconsistencyweak equilibriaextended HJB systemsophisticated decision makersstopping-control problems

Mathematics Subject Classification ID

Decision theory (91B06) Financial markets (91G15)

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