2 papers
math.OC2022
Stability of Equilibria in Time-inconsistent Stopping Problems
Erhan Bayraktar, Zhenhua Wang, Zhou Zhou
We investigate the stability of equilibrium-induced optimal values with respect to (w.r.t.) reward functions and transition kernels for time-inconsistent stopping problems…
math.PR2019
The coin-turning walk and its scaling limit
Janos Englander, Stanislav Volkov, Zhenhua Wang
Let be the random walk obtained from "coin turning" with some sequence , as introduced in [6]. In this paper we investigate the scaling limits of in the s…