Conditional optimal stopping: a time-inconsistent optimization (Q2657921)

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Conditional optimal stopping: a time-inconsistent optimization
scientific article

    Statements

    title
    Conditional optimal stopping: a time-inconsistent optimization (English)
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    author
    Marcel Nutz
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    Yuchong Zhang
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    publication date
    18 March 2021
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    zbMATH Keywords
    conditional optimal stopping
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    time-inconsistency
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    equilibrium
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    cites work

    Identifiers

    DOI
    10.1214/19-AAP1540
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    Mathematics Subject Classification ID
    60G40
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    93E20
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    91A07
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    91A15
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    zbMATH DE Number
    7325622
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    arXiv ID
    1901.05802
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    OpenAlex ID
    W3047446298
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