On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591)
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scientific article; zbMATH DE number 7184321
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| default for all languages | No label defined |
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| English | On time-inconsistent stopping problems and mixed strategy stopping times |
scientific article; zbMATH DE number 7184321 |
Statements
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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0.8596718907356262
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0.8454753756523132
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0.8433815240859985
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0.8264253735542297
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0.8150084614753723
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