多维时间不一致停止问题的最优平衡
Optimal Equilibria for Multi-dimensional Time-inconsistent Stopping Problems
摘要：
研究了非指数折扣下的最优停时问题，其中状态过程是一个多维连续强马氏过程。贴现函数被认为是对数次加性的，在行为经济学中捕捉到了不耐烦的减少。根据概率势理论，我们在足够大的平衡集合中建立了最佳平衡的存在性，这些平衡由满足边界条件的精细闭合平衡组成。这推广了以往文献中一维停止问题最优平衡点的存在性。
英文摘要：
We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience in behavioral economics. On strength of probabilistic potential theory, we establish the existence of an optimal equilibrium among a sufficiently large collection of equilibria, consisting of finely closed equilibria satisfying a boundary condition. This generalizes the existence of optimal equilibria for one-dimensional stopping problems in prior literature.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
