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20222026
most citedLocal time pushed mixed stopping and smooth fit for time-inconsistent stopping problems

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math.OC2025

Time-inconsistent singular control problems: Reflection and Absolutely continuous controls with exploding rates

Andi Bodnariu, Kristoffer Lindensjö, Neofytos Rodosthenous

We study a time-inconsistent singular stochastic control problem for a general one-dimensional diffusion, where time-inconsistency arises from a non-exponential discount function.…