Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems
Author:
Affiliation:
1. Department of Mathematics, Stockholm University, SE-106 91 Stockholm, Sweden.
2. Department of Mathematics, Kiel University, 24118 Kiel, Germany.
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Reference27 articles.
1. On the value of non-Markovian Dynkin games with partial and asymmetric information
2. Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes
3. Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case
4. Equilibrium concepts for time‐inconsistent stopping problems in continuous time
5. Time-Inconsistent Control Theory with Finance Applications
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