Consistent Plans
From MaRDI portal
Cited in
(74)- Multiple solutions under quasi-exponential discounting
- Nonpaternalistic intergenerational altruism
- On the existence of subgame-perfect equilibrium in infinite-action games of perfect information
- Subgame-perfect equilibrium outcomes in continuous games of almost perfect information
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
- Informal commitments in planner-doer games
- On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty
- Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion
- Robust time-inconsistent stochastic control problems
- Utility functionals with nonpaternalistic intergenerational altruism
- Non-existence of competitive equilibria with dynamically inconsistent preferences
- Equilibrium controls in time inconsistent stochastic linear quadratic problems
- Welfare implications of non-unitary time discounting
- Markov decision processes with quasi-hyperbolic discounting
- Nonrecursive separation of risk and time preferences
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
- Optimal portfolio selection of mean-variance utility with stochastic interest rate
- Partially observed time-inconsistency recursive optimization problem and application
- Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
- Behaviorally consistent optimal stopping rules
- A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion
- Portfolio selection with regime-switching and state-dependent preferences
- Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation
- Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan
- Time-inconsistent optimal control problems with regime-switching
- Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
- A theory of (relative) discounting
- Exponential utility maximization for an insurer with time-inconsistent preferences
- Optimal mean-variance selling strategies
- Subgame perfect equilibrium in continuous games of perfect information: An elementary approach to existence and approximation by discrete games
- Time-inconsistent stochastic LQ problem with regime switching
- Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps
- Optimal pairs trading strategies: a stochastic mean-variance approach
- Thoughts matter: a theory of motivated preference
- Equilibrium dividend strategy with non-exponential discounting in a dual model
- A characterization of sub-game perfect equilibria for SDEs of mean-field type
- Consumption-investment strategies with non-exponential discounting and logarithmic utility
- A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers
- A generalization of the ``maximum theorem
- General time consistent discounting
- On Bellman's principle with inequality constraints
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
- A theory of Markovian time-inconsistent stochastic control in discrete time
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem
- Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
- Unbounded growth in the neoclassical growth model with non-constant discounting
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps
- Deterministic time-inconsistent optimal control problems -- an essentially cooperative approach
- Optimal mean-variance portfolio selection
- Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
- On time-inconsistent stochastic control in continuous time
- Linear-quadratic optimal control problems for mean-field stochastic differential equations -- time-consistent solutions
- Mean-variance portfolio optimization with state-dependent risk aversion
- Markov perfect equilibria in altruistic growth economies with production uncertainty
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents
- A singular linear quadratic time-inconsistent optimal control problem
- Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems
- Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
- Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations
- Time-consistent consumption, investment, and proportional reinsurance in market models with Markovian regime switching
- Consumption-investment and reinsurance problem under Markovian regime switching: time-consistent solution
- Equilibrium investment strategy with learning about equity return
- On stochastic control problems with higher-order moments
- Information aggregation under ambiguity: theory and experimental evidence
- Consistent planning under quasi-geometric discounting
- Optimality, equilibrium, and curb sets in decision problems without commitment
- Myopia, amnesia, and consistent intertemporal choice
- Investment and consumption without commitment
- Management of a capital stock by Strotz's naive planner
- Time-consistent investment strategy under partial information
- Efficiency of competitive equilibria in economies with time-dependent preferences
This page was built for publication: Consistent Plans
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3867514)
