Discounting models for outcomes over continuous time

DOI10.1016/J.JMATECO.2012.07.001MaRDI QIDQ455918zbMATH OpenOpenAlexFDO

Authors Charles M. Harvey, Lars Peter Østerdal

Publication date 22 October 2012

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2012.07.001

zbMATH Keywords

continuous timeintegral discountingintegral utility function

Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

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• Discounted-Value Representations of Temporal Preferences
• Financial Measurement of Capital Investments
• Proportional Discounting of Future Costs and Benefits
• Simple axioms for countably additive subjective probability
• Stationary Ordinal Utility and Impatience
• The Evaluation of Infinite Utility Streams
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• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
• Value Functions for Infinite-Period Planning

Cited in

(14)

• Non-stationary additive utility and time consistency
• Inferring discount rates from time-preference experiments
• Characterization of stationary preferences in a continuous time framework
• scientific article; zbMATH DE number 2111566 (Why is no real title available?)
• Optimization of Two-Level Discount Values Using Queueing Tandem Model with Feedback
• Continuous quasi-hyperbolic discounting
• A distinction between continuous-time and discrete-time models of uncertain lifetime
• Discount-neutral utility models for denumerable time streams
• Expected discounted utility
• Modeling the inconsistency in intertemporal choice: the generalized Weibull discount function and its extension
• Discounted-Value Representations of Temporal Preferences
• Examining predictive accuracy among discounting models
• ESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING, WITH AN APPLICATION TO MAMMOGRAPHY DECISIONS
• Intertemporal choice with continuity constraints

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