On time-inconsistent stopping problems and mixed strategy stopping times
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DOI: 10.1016/j.spa.2019.08.010
Abstract: Abstract A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows… read more here.
Keywords: strategy stopping; inconsistent stopping; mixed strategy; time ... See more keywords