Probability & Statistics Seminar

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.