Speaker: Hanqing Jin（University of Oxford）
Time: Dec 14, 2023, 14:30-15:30
Location: Room M5024, College of Science Building
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.
南方科技大学数学系微信公众号
© 2015 All Rights Reserved. 粤ICP备14051456号
Address: No 1088,xueyuan Rd., Xili, Nanshan District,Shenzhen,Guangdong,China 518055 Tel: +86-755-8801 0000