On the time consistent solution to optimal stopping problems with expectation constraint (Q6667545)
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scientific article; zbMATH DE number 7971564
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the time consistent solution to optimal stopping problems with expectation constraint |
scientific article; zbMATH DE number 7971564 |
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On the time consistent solution to optimal stopping problems with expectation constraint (English)
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20 January 2025
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optimal stopping
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expectation constraint
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equilibrium
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time consistent solution
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0.8554065227508545
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0.8420917391777039
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0.8348942995071411
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0.8342763185501099
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0.8335769772529602
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