Final-offer arbitration with reference-dependent preferences

DOI10.1016/J.JMATECO.2026.103228MaRDI QIDQ7262873zbMATH OpenFDO

Authors Shunsuke Hanato

Publication date 12 June 2026

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

Full work available at URL https://doi.org/10.1016/J.JMATECO.2026.103228

zbMATH Keywords

arbitral uncertaintydelayfinal-offer arbitrationgamblingnegotiationreference-dependent preference

Mathematics Subject Classification ID

Mathematical economics (91Bxx)

Cites work

• A bargaining model based on the commitment tactic
• A Theory of Disagreement in Bargaining
• Alternating offers bargaining with loss aversion
• Alternating-offer games with final-offer arbitration
• Bargaining as a struggle between competing attempts at commitment
• Bargaining with history-dependent preferences
• Bargaining with revoking costs
• Bargaining, reference points, and limited influence
• Binding Versus Final-Offer Arbitration: A Combination is Best
• Equilibrium Strategies for Final-Offer Arbitration: There is no Median Convergence
• Final-Offer Arbitration
• Final-Offer Arbitration Under Incomplete Information
• Final-offer arbitration with uncertainty averse parties
• Maxmin expected utility with non-unique prior
• Nash meets Rubinstein in final-offer arbitration
• Perfect Equilibrium in a Bargaining Model
• Prospect Theory: An Analysis of Decision under Risk
• Random-settlement arbitration and the generalized Nash solution: one-shot and infinite-horizon cases
• The Existence of Equilibrium in Discontinuous Economic Games, I: Theory
• The gambling effect of final-offer arbitration in bargaining

This page was built for publication: Final-offer arbitration with reference-dependent preferences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7262873)