Optimal equilibria for time‐inconsistent stopping problems in continuous time
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Publication:5855950
DOI10.1111/mafi.12229MaRDI QIDQ5855950
Publication date: 23 March 2021
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.07806
optimal stopping; time inconsistency; optimal equilibria; consistent planning; nonexponential discounting
60G40: Stopping times; optimal stopping problems; gambling theory
91G99: Actuarial science and mathematical finance