On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591): Difference between revisions

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Property / DOI: 10.1016/j.spa.2019.08.010 / rank
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Latest revision as of 22:52, 17 December 2024

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On time-inconsistent stopping problems and mixed strategy stopping times
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    On time-inconsistent stopping problems and mixed strategy stopping times (English)
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    1 April 2020
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    Cox process
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    mean-variance criterion
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    mixed strategies
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    optimal stopping
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    subgame perfect Nash equilibrium
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    time-inconsistency
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