Local time pushed mixed stopping and smooth fit for time-inconsistent stopping problems

DOI10.1137/22M1506651arXiv2206.15124OpenAlexW4394612138MaRDI QIDQ6403607

Andi Bodnariu, Kristoffer Lindensjö, Søren Tørholm Christensen

Publication date: 30 June 2022

Full work available at URL: https://doi.org/10.1137/22m1506651

Mathematics Subject Classification ID

Noncooperative games (91A10) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Dynamic games (91A25) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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