On the time consistent solution to optimal stopping problems with expectation constraint

MaRDI QIDQ6458702zbMATH OpenFDO

Authors Søren Tørholm Christensen, Maike Klein, Boy Schultz

Publication date 9 November 2023

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stopping times; optimal stopping problems; gambling theory (60G40) Dynamic games (91A25) Dynamic stochastic general equilibrium theory (91B51)

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