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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On time-inconsistent stopping problems and mixed strategy stopping times |
scientific article |
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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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