On a Class of Time-inconsistent Optimal Stopping Problems
Seminar in Insurance and Economics
SPEAKER: Boualem Djehiche (KTH Royal Institute of Technology).
TITLE: On a Class of Time-inconsistent Optimal Stopping Problems.
ABSTRACT: I will review some recent results on optimal stopping problems for time-inconsistent models including utility functions with hyperbolic discounting and recursive utility functions of mean-field type.