SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case
16 references·5 citing·34 second hop
The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case (2019)The Optimal Equilibrium for Time-Inconsis…On time-inconsistent stochastic control in continuous time (2017)On time-inconsistent stochast…Time-Inconsistent Stochastic Linear--Quadratic Control (2012)Time-Inconsistent Stochastic …Time-inconsistent optimal control problems and the equilibrium HJB equation (2012)Time-inconsistent optimal con…MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (2012)MEAN–VARIANCE PORTFOLIO OPTIM…Investment and consumption without commitment (2008)Investment and consumption wi…Investment under uncertainty and time-inconsistent preferences☆ (2007)Investment under uncertainty …Decreasing Impatience: A Criterion for Non‐stationary Time Preference and “Hyperbolic” Discounting (2004)Decreasing Impatience: A Crit…Golden Eggs and Hyperbolic Discounting (1997)Golden Eggs and Hyperbolic Di…Experimental evidence on players' models of other players (1994)Experimental evidence on play…Anomalies in Intertemporal Choice: Evidence and an Interpretation (1992)Anomalies in Intertemporal Ch…Anomalies: Intertemporal Choice (1989)Anomalies: Intertemporal Choi…Some empirical evidence on dynamic inconsistency (1981)Some empirical evidence on dy…On the Existence of a Consistent Course of Action when Tastes are Changing (1973)On the Existence of a Consist…On Second-Best National Saving and Game-Equilibrium Growth (1968)On Second-Best National Savin…Consistent Planning (1968)Consistent PlanningMyopia and Inconsistency in Dynamic Utility Maximization (1955)Myopia and Inconsistency in D…Preference heterogeneity and its equilibrium path (2021)Preference heterogeneity and …Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (2021)Optimal stopping under model …Equilibrium concepts for time‐inconsistent stopping problems in continuous time (2020)Equilibrium concepts for time…Optimal equilibria for time‐inconsistent stopping problems in continuous time (2019)Optimal equilibria for time‐i…Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous TimeOptimal Equilibria for Time-I…PORTFOLIO SELECTION* (1952)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Optimal time-consistent investment and reinsurance policies for mean-variance insurers (2011)A theory of Markovian time-inconsistent stochastic control in discrete time (2014)A Mathematical Theory of Saving (1928)Non-cooperative games (1989)The economics and psychology of personality traits (2008)Personality Psychology and Economics (2011)Games and Decisions (2015)The behavioralist as tax collector: Using natural field experiments to enhance tax compliance (2017)Prospect Theory: An Analysis of Decision under Risk (1979)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Investor Psychology and Asset Pricing (2001)Time Discounting and Time Preference: A Critical Review (2002)Temporal construal. (2003)Conditional logit analysis of qualitative choice behavior (1972)Cognition and Behavior in Two-Person Guessing Games: An Experimental Study (2006)Level-k Auctions: Can a Nonequilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions? (2007)A survey of experimental research on contests, all-pay auctions and tournaments (2014)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Decision by sampling (2006)Temporal self-regulation theory: A model for individual health behavior (2007)American Economic Review (2019)Myopia and Inconsistency in Dynamic Utility Maximization (1973)Construal-level theory of psychological distance. (2010)Specious reward: A behavioral theory of impulsiveness and impulse control. (1975)Implications of rational inattention (2003)Does Culture Affect Economic Outcomes? (2006)On some alternative criteria for justice between generations (1974)Do Good Laws Make Good Citizens? An Economic Analysis of Internalized Norms (2000)Is Everything Neutral? (1986)Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model (2011)The Framing of Decisions and the Psychology of Choice (1981)
this work references cited by second hop

References

  • 1997Golden Eggs and Hyperbolic Discounting6,117 cited
  • 1955Myopia and Inconsistency in Dynamic Utility Maximization2,834 cited
  • 1992Anomalies in Intertemporal Choice: Evidence and an Interpretation2,305 cited
  • 1981Some empirical evidence on dynamic inconsistency2,253 cited
  • 1968On Second-Best National Saving and Game-Equilibrium Growth1,450 cited
  • 1989Anomalies: Intertemporal Choice863 cited
  • 1994Experimental evidence on players' models of other players683 cited
  • 2012MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION505 cited
  • 1968Consistent Planning384 cited
  • 1973On the Existence of a Consistent Course of Action when Tastes are Changing359 cited
  • 2017On time-inconsistent stochastic control in continuous time325 cited
  • 2008Investment and consumption without commitment285 cited
  • 2012Time-Inconsistent Stochastic Linear--Quadratic Control268 cited
  • 2004Decreasing Impatience: A Criterion for Non‐stationary Time Preference and “Hyperbolic” Discounting243 cited
  • 2007Investment under uncertainty and time-inconsistent preferences☆219 cited
  • 2012

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Time-inconsistent optimal control problems and the equilibrium HJB equation
145 cited

Cited by

  • 2020Equilibrium concepts for time‐inconsistent stopping problems in continuous time33 cited
  • n.d.Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous Time33 cited
  • 2021Optimal stopping under model ambiguity: A time‐consistent equilibrium approach29 cited
  • 2019Optimal equilibria for time‐inconsistent stopping problems in continuous time27 cited
  • 2021Preference heterogeneity and its equilibrium path1 cited