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Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency.

Ken Seng TanWei WeiXun Yu Zhou
Published in: SIAM J. Control. Optim. (2021)
Keyphrases
  • stopping rules
  • stochastic systems
  • game theory
  • nash equilibrium
  • variational inequalities
  • confidence intervals