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math.PR2023
A controller-stopper-game with hidden controller type
Andi Bodnariu, Kristoffer Lindensjö
We consider a continuous time stochastic dynamic game between a stopper (Player , the \textit{owner} of an asset yielding an income) and a controller (Player , the \textit{ma…
math.PR2022★ 3 cited
Local time pushed mixed stopping and smooth fit for time-inconsistent stopping problems
Andi Bodnariu, Sören Christensen, Kristoffer Lindensjö
We consider the game-theoretic approach to time-inconsistent stopping of a one-dimensional diffusion where the time-inconsistency is due to the presence of a non-exponential (weigh…