Stability of Equilibria in Time-Inconsistent Stopping Problems
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Publication:5889018
DOI10.1137/22M1496955MaRDI QIDQ5889018
Zhen-Hua Wang, Erhan Bayraktar, Zhou Zhou
Publication date: 26 April 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.08656
Methods involving semicontinuity and convergence; relaxation (49J45) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Equilibrium refinements (91A11)
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