Abstract A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows the agents in the game to jointly choose the intensity function of a Cox process is introduced and motivated. A subgame perfect Nash equilibrium is defined. The equilibrium is characterized and other necessary and sufficient equilibrium conditions including a smooth fit result are proved. Existence and uniqueness are investigated. A mean–variance and a variance problem are studied. The state process is a general one-dimensional Ito diffusion.

中文翻译：

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关于时间不一致停止问题和混合策略停止时间

摘要 开发了一种用于时间不一致停止问题的博弈论框架，其中时间不一致是由于考虑了预期奖励的非线性函数。引入并激励了一类混合策略停止时间，允许游戏中的代理共同选择 Cox 过程的强度函数。定义了子博弈完美纳什均衡。对平衡进行了表征，并证明了包括光滑拟合结果在内的其他充分必要的平衡条件。研究存在性和唯一性。研究了均值方差和方差问题。状态过程是一般的一维 Ito 扩散。