6 citations · 8 across the 7 of their papers we have counts for
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math.OC2023
Equilibria for Time-inconsistent Singular Control Problems
Zongxia Liang, Xiaodong Luo, Fengyi Yuan
We study a time-inconsistent singular control problem originating from irreversible reinsurance decisions with non-exponential discount. A novel definition of equilibrium for time-…
math.OC2021★ 2 cited
Weak equilibria for time-inconsistent control: with applications to investment-withdrawal decisions
Zongxia Liang, Fengyi Yuan
This paper considers time-inconsistent problems when control and stopping strategies are required to be made simultaneously (called stopping control problems by us). We first formu…