Jingjie Zhang

University of Michigan at Ann Arbor - Department of Mathematics

2860 East Hall

530 Church Street

Ann Arbor, MI 48109-1043

United States

SCHOLARLY PAPERS

2

DOWNLOADS

76

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Time Consistent Stopping for the Mean-Standard Deviation Problem --- The Discrete Time Case

Number of pages: 27 Posted: 05 Mar 2018
Erhan Bayraktar, Jingjie Zhang and Zhou Zhou
University of Michigan at Ann Arbor - Department of Mathematics, University of Michigan at Ann Arbor - Department of Mathematics and The University of Sydney
Downloads 68 (340,205)

Abstract:

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Time-inconsistency, optimal stopping, liquidation strategy, mean-variance problem, subgame perfect Nash equilibrium

2.

On the Notions of Equilibria for Time-Inconsistent Stopping Problems in Continuous Time

Number of pages: 11 Posted: 14 Sep 2019
Erhan Bayraktar, Jingjie Zhang and Zhou Zhou
University of Michigan at Ann Arbor - Department of Mathematics, University of Michigan at Ann Arbor - Department of Mathematics and The University of Sydney
Downloads 8 (605,620)

Abstract:

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Time-inconsistency, optimal stopping, strong equilibria, weak equilibria, mild equilibria, non-exponential discounting, subgame perfect Nash equilibrium