{"id":"https://openalex.org/W4394612138","doi":"https://doi.org/10.1137/22m1506651","title":"Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems","display_name":"Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems","publication_year":2024,"publication_date":"2024-04-09","ids":{"openalex":"https://openalex.org/W4394612138","doi":"https://doi.org/10.1137/22m1506651"},"language":"en","primary_location":{"id":"doi:10.1137/22m1506651","is_oa":false,"landing_page_url":"https://doi.org/10.1137/22m1506651","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068526542","display_name":"Andi Bodnariu","orcid":"https://orcid.org/0009-0005-1433-2115"},"institutions":[{"id":"https://openalex.org/I161593684","display_name":"Stockholm University","ror":"https://ror.org/05f0yaq80","country_code":"SE","type":"education","lineage":["https://openalex.org/I161593684"]}],"countries":["SE"],"is_corresponding":true,"raw_author_name":"Andi Bodnariu","raw_affiliation_strings":["Department of Mathematics, Stockholm University, SE-106 91 Stockholm, Sweden"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Stockholm University, SE-106 91 Stockholm, Sweden","institution_ids":["https://openalex.org/I161593684"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035361634","display_name":"S\u00f6ren Christensen","orcid":"https://orcid.org/0000-0002-8598-7507"},"institutions":[{"id":"https://openalex.org/I32021983","display_name":"Christian-Albrechts-Universit\u00e4t zu Kiel","ror":"https://ror.org/04v76ef78","country_code":"DE","type":"education","lineage":["https://openalex.org/I32021983"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"S\u00f6ren Christensen","raw_affiliation_strings":["Department of Mathematics, Kiel University, 24118 Kiel, Germany"],"raw_orcid":"https://orcid.org/0000-0002-8598-7507","affiliations":[{"raw_affiliation_string":"Department of Mathematics, Kiel University, 24118 Kiel, Germany","institution_ids":["https://openalex.org/I32021983"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5082745569","display_name":"Kristoffer Lindensj\u00f6","orcid":"https://orcid.org/0000-0003-3184-2879"},"institutions":[{"id":"https://openalex.org/I161593684","display_name":"Stockholm University","ror":"https://ror.org/05f0yaq80","country_code":"SE","type":"education","lineage":["https://openalex.org/I161593684"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Kristoffer Lindensj\u00f6","raw_affiliation_strings":["Department of Mathematics, Stockholm University, SE-106 91 Stockholm, Sweden"],"raw_orcid":"https://orcid.org/0000-0003-3184-2879","affiliations":[{"raw_affiliation_string":"Department of Mathematics, Stockholm University, SE-106 91 Stockholm, Sweden","institution_ids":["https://openalex.org/I161593684"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5068526542"],"corresponding_institution_ids":["https://openalex.org/I161593684"],"apc_list":null,"apc_paid":null,"fwci":2.3548,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.88630841,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":96,"max":98},"biblio":{"volume":"62","issue":"2","first_page":"1261","last_page":"1290"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12288","display_name":"Optimization and Search Problems","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12288","display_name":"Optimization and Search Problems","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9914000034332275,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6924588084220886},{"id":"https://openalex.org/keywords/stopping-time","display_name":"Stopping time","score":0.5282570123672485},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.49002158641815186},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4628874957561493},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3723697066307068},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.16122552752494812}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6924588084220886},{"id":"https://openalex.org/C99888217","wikidata":"https://www.wikidata.org/wiki/Q1288707","display_name":"Stopping time","level":2,"score":0.5282570123672485},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.49002158641815186},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4628874957561493},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3723697066307068},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.16122552752494812}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/22m1506651","is_oa":false,"landing_page_url":"https://doi.org/10.1137/22m1506651","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Climate action","id":"https://metadata.un.org/sdg/13","score":0.7400000095367432}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W604762380","https://openalex.org/W2058639296","https://openalex.org/W2076871097","https://openalex.org/W2100056252","https://openalex.org/W2134247338","https://openalex.org/W2148111566","https://openalex.org/W2566152569","https://openalex.org/W2737324239","https://openalex.org/W2754860348","https://openalex.org/W2797384194","https://openalex.org/W2949324127","https://openalex.org/W2963308651","https://openalex.org/W2964171767","https://openalex.org/W3029947720","https://openalex.org/W3038794135","https://openalex.org/W3044290168","https://openalex.org/W3098354098","https://openalex.org/W3101110699","https://openalex.org/W3103686969","https://openalex.org/W3105165376","https://openalex.org/W3122713045","https://openalex.org/W3124484026","https://openalex.org/W3125989361","https://openalex.org/W3208873950","https://openalex.org/W3210858548","https://openalex.org/W4214700175","https://openalex.org/W4232498212","https://openalex.org/W4251562186","https://openalex.org/W4362576996"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W1979597421","https://openalex.org/W2007980826","https://openalex.org/W2061531152","https://openalex.org/W3002753104","https://openalex.org/W2077600819","https://openalex.org/W2142036596","https://openalex.org/W2072657027","https://openalex.org/W2600246793","https://openalex.org/W4238204885"],"abstract_inverted_index":{".We":[0],"consider":[1],"the":[2,13,18,52,60,90,94],"game-theoretic":[3],"approach":[4],"to":[5,17,92],"time-inconsistent":[6],"stopping":[7,43,53,113],"of":[8,20,39,51,59,77,80,96],"a":[9,21,36,47,56,64,78,84,100],"one-dimensional":[10],"diffusion":[11],"where":[12],"time-inconsistency":[14],"is":[15],"due":[16],"presence":[19],"nonexponential":[22],"(weighted)":[23],"discount":[24],"function.":[25],"In":[26],"particular,":[27],"we":[28,62],"study":[29],"(weak)":[30],"equilibria":[31,74,98,110],"for":[32,70],"this":[33],"problem":[34,61,105],"in":[35,75,99,106],"novel":[37],"class":[38],"mixed":[40,71],"(i.e.,":[41],"randomized)":[42],"times":[44],"based":[45],"on":[46],"local":[48],"time":[49],"construction":[50],"intensity.":[54],"For":[55],"general":[57],"formulation":[58],"provide":[63],"verification":[65],"theorem":[66],"giving":[67],"sufficient":[68],"conditions":[69],"(and":[72],"pure)":[73],"terms":[76],"set":[79],"variational":[81],"inequalities,":[82],"including":[83],"smooth":[85],"fit":[86],"condition.":[87],"We":[88],"apply":[89],"theory":[91],"prove":[93],"existence":[95],"(mixed)":[97],"recently":[101],"studied":[102],"real":[103],"options":[104],"which":[107],"no":[108],"pure":[109],"exist.Keywordstime-inconsistent":[111],"stoppingrandomized/mixed":[112],"timesstochastic":[114],"dynamic":[115],"gamesMSC":[116],"codes60G4060J7091A1091A2591G8091B0291B51":[117]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}