Thu, 15 Feb 2024
Yanzhao Yang
Mathematical Insittute
Time inconsistency is a situation that a plan of actions to be taken in the future that is optimal for an agent according to today's preference may not be optimal for the same agent in the future according to corresponding preference.
In this talk, we study a continuous dynamic time inconsistent stopping problem with a flow of preferences which can be in general form. We will define a solution to the problem by the rationality of the agent, and compare it with other solutions appeared in literature. Some examples with respect to specific preferences will be shown as a part of our analysis.
This is a joint work with Hanqing Jin.

Further Information

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