On the time consistent solution to optimal stopping problems with expectation constraint

DOI10.1007/s00245-024-10202-wMaRDI QIDQ6667545

Manfred Klein, S. Christensen, Bradley D. Schultz

Publication date: 20 January 2025

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingequilibriumexpectation constrainttime consistent solution

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Dynamic games (91A25) Dynamic stochastic general equilibrium theory (91B51)

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