Probability & Statistics Seminar

Optimal stopping without time consistency

  • 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.

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