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Optimal stopping without time consistency

演讲者：金含清（牛津大学）
时间：2023-12-14 14:30-15:30
地点：理学院大楼 M5024

Abstract

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.