论文标题
时间不一致的稳定性停止进行一维扩散 - 更长的版本
Stability of Time-inconsistent Stopping for One-dimensional Diffusion -- A Longer Version
论文作者
论文摘要
我们研究了在非指数折现下，在一维扩散设置中平衡引起的最佳值的稳定性。我们表明，相对于漂移，波动和奖励功能，最佳值是半连续的。提供了一个示例，表明确切的连续性可能会失败。随着平衡扩展到$ \ varepsilon $ - 平衡，我们建立了最佳价值的轻松连续性。
We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discounting. We show that the optimal value is semi-continuous with respect to the drift, volatility, and reward function. An example is provided showing that the exact continuity may fail. With equilibria extended to $\varepsilon$-equilibria, we establish the relaxed continuity of the optimal value.
