Stability of Equilibria in Time-Inconsistent Stopping Problems

DOI10.1137/22M1496955MaRDI QIDQ5889018

Zhen-Hua Wang, Erhan Bayraktar, Zhou Zhou

Publication date: 26 April 2023

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.08656

zbMATH Keywords

stabilityoptimal stoppingtime-inconsistencyoptimal equilibrium\(\varepsilon\)-equilibria

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Equilibrium refinements (91A11)

Related Items

Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions

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