Optimal stopping without time consistency
时间: 2023-12-04  作者:   浏览次数: 717

报 告 人:金含清    牛津大学

报告时间:2023.12.06(周三) 09:30-10:30

报告地点:金融工程研究中心105学术报告厅

报告摘要:

We study a continuous time dynamic optimal stopping problem with a flow of preferences, which can be in non-expectation form and can depend on both the current time and state of the system in general. We will define a solution to the problem by the rationality of the agent, and compare it with other solutions appeared in literature.

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https://www.maths.ox.ac.uk/people/hanqing.jin