On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904)

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scientific article; zbMATH DE number 6985981
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    On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
    scientific article; zbMATH DE number 6985981

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      On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (English)
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      28 November 2018
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      Markov process
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      optimal stopping
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      variational inequalities
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      subgame perfect Nash equilibrium
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      Strotz-Pollak's consistent planning
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      time-inconsistency
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