Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency (Q5163688): Difference between revisions

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scientific article; zbMATH DE number 7420717

Language	Label	Description	Also known as
English	Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency	scientific article; zbMATH DE number 7420717

Statements

instance of

scholarly article

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title

Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency (English)

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published in

SIAM Journal on Control and Optimization

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publication date

5 November 2021

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full work available at URL

https://arxiv.org/abs/1807.01785

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zbMATH Keywords

optimal stopping

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weighted discount function

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time-inconsistency

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equilibrium stopping

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intrapersonal game

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smooth pasting

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real options

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MaRDI profile type

MaRDI publication profile

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cites work

A theory of Markovian time-inconsistent stochastic control in discrete time

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MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION

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Non-hyperbolic time inconsistency

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On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems

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On time-inconsistent stopping problems and mixed strategy stopping times

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Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment

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Time-Consistent Portfolio Management

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Investment and consumption without commitment

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Q5812325

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Instantaneous Gratification *

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Goal-setting and self-control

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Time-consistent stopping under decreasing impatience

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General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion

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The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case

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Q5332526

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Non-constant discounting in continuous time

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Consumption-Savings Decisions with Quasi-Geometric Discounting

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Golden Eggs and Hyperbolic Discounting

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Some Concepts of Dependence

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Q4172681

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Q4255599

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Identifiers

zbMATH Open document ID

1476.91223

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DOI

10.1137/19M1291339

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+Non-hyperbolic time inconsistency
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+On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
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+On time-inconsistent stopping problems and mixed strategy stopping times
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+Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
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+Time-Consistent Portfolio Management
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+Investment and consumption without commitment
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+Normal rank
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+Goal-setting and self-control
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+Normal rank
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+Time-consistent stopping under decreasing impatience
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+General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
+Normal rank
@@ Property / cites work @@
+The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case
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@@ Property / cites work @@
+Q5332526
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+Normal rank
@@ Property / cites work @@
+Non-constant discounting in continuous time
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+Normal rank
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+Consumption-Savings Decisions with Quasi-Geometric Discounting
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@@ Property / cites work @@
+Golden Eggs and Hyperbolic Discounting
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+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
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+Normal rank
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+Q4172681
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