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20192026
most citedOptimal Equilibria for Multi-dimensional Time-inconsistent Stopping Problems

18 citations · 24 across the 14 of their papers we have counts for

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math.OC2024★ 1 cited

Policy Iteration for Exploratory Hamilton--Jacobi--Bellman Equations

Hung Vinh Tran, Zhenhua Wang, Yuming Paul Zhang

We study the policy iteration algorithm (PIA) for entropy-regularized stochastic control problems on an infinite time horizon with a large discount rate, focusing on two main scena…

math.OC2024

Binomial-tree approximation for time-inconsistent stopping

Erhan Bayraktar, Zhenhua Wang, Zhou Zhou

For time-inconsistent stopping in a one-dimensional diffusion setup, we investigate how to use discrete-time models to approximate the original problem. In particular, we consider…