IDEAS home Printed from https://ideas.repec.org/r/hal/journl/hal-01950058.html
   My bibliography  Save this item

Time-consistent stopping under decreasing impatience

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Yu-Jui Huang & Zhou Zhou, 2018. "Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time," Papers 1809.09243, arXiv.org, revised Aug 2019.
  2. Yu-Jui Huang & Zhou Zhou, 2021. "A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria," Papers 2101.00343, arXiv.org, revised Dec 2021.
  3. Yu-Jui Huang & Zhou Zhou, 2022. "A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria," Finance and Stochastics, Springer, vol. 26(2), pages 301-334, April.
  4. Oumar Mbodji & Traian A. Pirvu, 2023. "Portfolio Time Consistency and Utility Weighted Discount Rates," Papers 2402.05113, arXiv.org.
  5. Yu-Jui Huang & Zhou Zhou, 2017. "Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous Time," Papers 1712.07806, arXiv.org, revised Oct 2018.
  6. Yu-Jui Huang & Zhou Zhou, 2017. "The Optimal Equilibrium for Time-Inconsistent Stopping Problems -- the Discrete-Time Case," Papers 1707.04981, arXiv.org, revised Dec 2018.
  7. Yu‐Jui Huang & Adrien Nguyen‐Huu & Xun Yu Zhou, 2020. "General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion," Mathematical Finance, Wiley Blackwell, vol. 30(1), pages 310-340, January.
  8. Zhou, Zhou & Jin, Zhuo, 2020. "Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 100-108.
  9. Kaufmann, Marc, 2022. "Projection bias in effort choices," Games and Economic Behavior, Elsevier, vol. 135(C), pages 368-393.
  10. He, Xuedong & Hu, Sang, 2024. "Never stop or never start? Optimal stopping under a mixture of CPT and EUT preferences," Journal of Economic Theory, Elsevier, vol. 222(C).
  11. Yu‐Jui Huang & Xiang Yu, 2021. "Optimal stopping under model ambiguity: A time‐consistent equilibrium approach," Mathematical Finance, Wiley Blackwell, vol. 31(3), pages 979-1012, July.
  12. Erhan Bayraktar & Jingjie Zhang & Zhou Zhou, 2021. "Equilibrium concepts for time‐inconsistent stopping problems in continuous time," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 508-530, January.
  13. Xue Dong He & Xun Yu Zhou, 2021. "Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation," Papers 2105.01829, arXiv.org.
  14. Erhan Bayraktar & Zhenhua Wang & Zhou Zhou, 2023. "Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes," Mathematical Finance, Wiley Blackwell, vol. 33(3), pages 797-841, July.
  15. Gad, Kamille Sofie Tågholt & Matomäki, Pekka, 2020. "Optimal variance stopping with linear diffusions," Stochastic Processes and their Applications, Elsevier, vol. 130(4), pages 2349-2383.
  16. Marcel Nutz & Yuchong Zhang, 2019. "Conditional Optimal Stopping: A Time-Inconsistent Optimization," Papers 1901.05802, arXiv.org, revised Oct 2019.
  17. Yu-Jui Huang & Zhou Zhou, 2021. "Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time," Mathematics of Operations Research, INFORMS, vol. 46(2), pages 428-451, May.
  18. Christensen, Sören & Lindensjö, Kristoffer, 2020. "On time-inconsistent stopping problems and mixed strategy stopping times," Stochastic Processes and their Applications, Elsevier, vol. 130(5), pages 2886-2917.
  19. Soren Christensen & Kristoffer Lindensjo, 2019. "Time-inconsistent stopping, myopic adjustment & equilibrium stability: with a mean-variance application," Papers 1909.11921, arXiv.org, revised Jan 2020.
  20. Yu‐Jui Huang & Zhou Zhou, 2020. "Optimal equilibria for time‐inconsistent stopping problems in continuous time," Mathematical Finance, Wiley Blackwell, vol. 30(3), pages 1103-1134, July.
  21. Soren Christensen & Kristoffer Lindensjo, 2019. "Moment constrained optimal dividends: precommitment \& consistent planning," Papers 1909.10749, arXiv.org.
  22. Yu-Jui Huang & Adrien Nguyen-Huu & Xun Yu Zhou, 2017. "Stopping Behaviors of Naïve and Non-Committed Sophisticated Agents when They Distort Probability [Comportement d'arrêt des agents naïfs et sophistiqués sous distorsion des probabilités perçues]," Working Papers hal-01586655, HAL.
  23. Shuoqing Deng & Xiang Yu & Jiacheng Zhang, 2023. "On time-consistent equilibrium stopping under aggregation of diverse discount rates," Papers 2302.07470, arXiv.org, revised Oct 2025.
  24. Oumar Mbodji & Traian A. Pirvu, 2025. "Portfolio time consistency and utility weighted discount rates," Mathematics and Financial Economics, Springer, volume 19, number 2.
  25. Zongxia Liang & Fengyi Yuan, 2021. "Weak equilibria for time-inconsistent control: with applications to investment-withdrawal decisions," Papers 2105.06607, arXiv.org, revised Jun 2023.
  26. Yu-Jui Huang & Zhenhua Wang, 2020. "Optimal Equilibria for Multi-dimensional Time-inconsistent Stopping Problems," Papers 2006.00754, arXiv.org, revised Jan 2021.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.