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Time Consistent Optimal Stopping

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Author Info
Smith, L.

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Abstract

This paper investigates time consistent preferences where the strategy space consists of a stopping time, and decision-maker also acts under uncertainty. Despite the requirement of identical vNM preferences, it is shown that in addition to the e xponential discounting class identified by Strotz (1956), negative affine discounting also yields time consistent behavior.

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Publisher Info
Paper provided by Massachusetts Institute of Technology (MIT), Department of Economics in its series Working papers with number 97-5.

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Length: 3 pages
Date of creation: 1997
Date of revision:
Handle: RePEc:mit:worpap:97-5

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Postal: MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MIT), DEPARTMENT OF ECONOMICS, 50 MEMORIAL DRIVE CAMBRIDGE MASSACHUSETTS 02142 USA
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Related research
Keywords: PREFERENCE CHOICES;

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Find related papers by JEL classification:
C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Statistical Decision Theory; Operations Research

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  1. Jussi Keppo & Lones Smith & Dmitry Davydov, 2006. "Optimal Electoral Timing: Exercise Wisely and You May Live Longer," Cowles Foundation Discussion Papers 1565, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  2. Halevy, Yoram, 2004. "Diminishing Impatience: Disentangling Time Preference from Uncertain Lifetime," Micro Theory Working Papers halevy-04-10-29-09-59-47, Microeconomics.ca Website, revised 12 Sep 2005. [Downloadable!]
    Other versions:
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