Time-inconsistent mean-field stopping problems: a regularised equilibrium approach

DOI10.1007/S00780-025-00581-5MaRDI QIDQ6879545zbMATH OpenFDO

Authors Xiang Yu, Fengyi Yuan

Publication date 30 December 2025

Published in Finance and Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00780-025-00581-5

zbMATH Keywords

approximate equilibriumMarkov decision processesmean-field stopping problemsnon-exponential discountregularised equilibriumrelaxed equilibriumtime-inconsistency

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cited in

(1)

• Major-minor mean field game of stopping: an entropy regularization approach

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