报 告 人:金含清 教授 牛津大学
报告时间:2023.12.06(周三) 09:30-10:30
报告地点:金融工程研究中心105学术报告厅
报告摘要:
We study a continuous time dynamic optimal stopping problem with a flow of preferences, which can be in non-expectation form and can depend on both the current time and state of the system in general. We will define a solution to the problem by the rationality of the agent, and compare it with other solutions appeared in literature.
个人主页:
https://www.maths.ox.ac.uk/people/hanqing.jin