Nonlinear PDE approach to time-inconsistent optimal stopping (Q2968547)
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scientific article; zbMATH DE number 6695798
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| English | Nonlinear PDE approach to time-inconsistent optimal stopping |
scientific article; zbMATH DE number 6695798 |
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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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0.7809200882911682
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0.753454864025116
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0.7522767782211304
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0.7491583824157715
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