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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    On time-inconsistent stopping problems and mixed strategy stopping times
    scientific article; zbMATH DE number 7184321

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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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