报告题目：Optimal stopping without time consistency

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.

报告人简介：Dr. Jin is an Associate Professor in the Mathematical Institute at the University of Oxford. He received his MS in Mathematics from Nankai University in 2001, and the PhD in Financial Engineering from Chinese University of Hong Kong in 2004. He stayed in the Department as a postdoctoral fellow for two years after graduation, and then worked in the Math department in the National University of Singapore as an assistant Professor. In Jan 2008, he moved to the University of Oxford. His research interests include Mathematical Finance, Operation Research, and Stochastic Analysis. Recently his research expanded to digital economics and Decentralised Finance.

报告时间：2024年3月25日16:00

报告地点：同析4号楼308报告厅