Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping |
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Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (English)
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17 March 2017
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nonlinear optimal stopping
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time-inconsistency
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Hamilton-Jacobi-Bellman equation
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sequential optimization
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stochastic optimal control
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