Non-constant discounting in continuous time
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Cites work
- Consumption-Savings Decisions with Quasi-Geometric Discounting
- Dynamic Choices of Hyperbolic Consumers
- Necessity of Transversality Conditions for Infinite Horizon Problems
- Nonlinear strategies in dynamic duopolistic competition with sticky prices
- Ramsey Meets Laibson in the Neoclassical Growth Model
- Renewable resources and economic sustainability: A dynamic analysis with heterogeneous time preferences
Cited in
(52)- Consumption and portfolio rules for time-inconsistent investors
- Group inefficiency in a common property resource game with asymmetric players
- Time-consistent stopping under decreasing impatience
- A paradox in time-consistency in the mean-variance problem?
- The golden rule when preferences are time inconsistent
- Generalized quasi-geometric discounting
- Additive habit formation: consumption in incomplete markets with random endowments
- Welfare implications of naive and sophisticated saving
- Consumption, investment and life insurance strategies with heterogeneous discounting
- Time-consistent portfolio optimization
- A time consistent dynamic bargaining procedure in differential games with heterogeneous discounting
- Do time preferences matter in intertemporal consumption and portfolio decisions?
- The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization
- Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations
- Consumption and portfolio decisions with uncertain lifetimes
- Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting
- A solution method for heterogeneity involving present bias
- Optimal solutions in differential games with random duration
- Non-constant discounting in finite horizon: the free terminal time case
- Robust optimal consumption-investment strategy with non-exponential discounting
- On the neoclassical growth model with non-constant discounting
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
- Non-constant discounting and consumption, portfolio and life insurance rules
- Time-inconsistent preferences and time-inconsistent policies
- A new class of problems in the calculus of variations
- Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting
- Inferring discount rates from time-preference experiments
- Modeling myopia: application to non-renewable resource extraction
- Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
- A stochastic linear-quadratic differential game with time-inconsistency
- Continuous Markov equilibria with quasi-geometric discounting
- Delay and Interval Effects with Subadditive Discounting Functions
- Exponential discounting bias
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model
- A consumption-investment problem with heterogeneous discounting
- The optimal equilibrium for time-inconsistent stopping problems -- the discrete-time case
- Heterogeneous discounting in economic problems
- Non-constant discounting and \(Ak\)-type growth models
- Unbounded growth in the neoclassical growth model with non-constant discounting
- On the time-inconsistent deterministic linear-quadratic control
- Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency
- Time perspective and climate change policy
- History-Dependent Random Discounting
- Is time-discounting hyperbolic or subadditive?
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting
- Timescale standard to discriminate between hyperbolic and exponential discounting and construction of a nonadditive discounting model
- Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions
- Non-constant discounting and differential games with random time horizon
- 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
- Numerical analysis of non-constant pure rate of time preference: a model of climate policy
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