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)

mardi Publication:5163688

@@ Property / cites work @@
+A theory of Markovian time-inconsistent stochastic control in discrete time
+Normal rank
@@ Property / cites work @@
+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
+Normal rank
@@ Property / cites work @@
+Non-hyperbolic time inconsistency
@@ Property / cites work: Non-hyperbolic time inconsistency / rank @@
+Normal rank
@@ Property / cites work @@
+On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
+Normal rank
@@ Property / cites work @@
+On time-inconsistent stopping problems and mixed strategy stopping times
+Normal rank
@@ Property / cites work @@
+Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
+Normal rank
@@ Property / cites work @@
+Time-Consistent Portfolio Management
@@ Property / cites work: Time-Consistent Portfolio Management / rank @@
+Normal rank
@@ Property / cites work @@
+Investment and consumption without commitment
@@ Property / cites work: Investment and consumption without commitment / rank @@
+Normal rank
@@ Property / cites work @@
+Q5812325
@@ Property / cites work: Q5812325 / rank @@
+Normal rank
@@ Property / cites work @@
+Instantaneous Gratification *
@@ Property / cites work: Instantaneous Gratification * / rank @@
+Normal rank
@@ Property / cites work @@
+Goal-setting and self-control
@@ Property / cites work: Goal-setting and self-control / rank @@
+Normal rank
@@ Property / cites work @@
+Time-consistent stopping under decreasing impatience
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ Property / cites work @@
+Q5332526
@@ Property / cites work: Q5332526 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-constant discounting in continuous time
@@ Property / cites work: Non-constant discounting in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+Consumption-Savings Decisions with Quasi-Geometric Discounting
+Normal rank
@@ Property / cites work @@
+Golden Eggs and Hyperbolic Discounting
@@ Property / cites work: Golden Eggs and Hyperbolic Discounting / rank @@
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank