On the Existence of a Consistent Course of Action when Tastes are Changing

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Multiple solutions under quasi-exponential discounting
Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors
Intergenerational preference orderings
On price characterization and Pareto-efficiency of game equilibrium growth
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism
Nonpaternalistic intergenerational altruism
On the existence of subgame-perfect equilibrium in infinite-action games of perfect information
Intergenerational preference differences and optimal national saving
A comment on the absent-minded driver paradox
Repeated games with general discounting
A paradox in time-consistency in the mean-variance problem?
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
Dynamic consistency for stochastic optimal control problems
Non-existence of competitive equilibria with dynamically inconsistent preferences
Welfare implications of naive and sophisticated saving
Equilibrium controls in time inconsistent stochastic linear quadratic problems
A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
Perfect information games where each player acts only once
On the identification of changing tastes
Welfare implications of non-unitary time discounting
Markov decision processes with quasi-hyperbolic discounting
Gittins' theorem under uncertainty
Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting
Naivete about temptation and self-control: foundations for recursive naive quasi-hyperbolic discounting
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
Non-stationary additive utility and time consistency
Portfolio selection with regime-switching and state-dependent preferences
On incentives, temptation and self-control
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-consistent strategies for a multiperiod mean-variance portfolio selection problem
Naiveté and sophistication in dynamic inconsistency
Time-inconsistent optimal control problems with regime-switching
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach
A theory of (relative) discounting
Repeated games with present-biased preferences
Linear-quadratic time-inconsistent mean field games
Exponential utility maximization for an insurer with time-inconsistent preferences
Optimal mean-variance selling strategies
Conditional optimal stopping: a time-inconsistent optimization
Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
Optimal pairs trading strategies: a stochastic mean-variance approach
Non-paternalistic intergenerational altruism revisited
Thoughts matter: a theory of motivated preference
Skepticism and credulity: a model and applications to political spin, belief formation, and decision weights
Equilibrium dividend strategy with non-exponential discounting in a dual model
Continuous Markov equilibria with quasi-geometric discounting
Doing it now, later, or never
A characterization of sub-game perfect equilibria for SDEs of mean-field type
Consumption-investment strategies with non-exponential discounting and logarithmic utility
Preface: Special issue on dynamic games in macroeconomics
Ruling out multiplicity of smooth equilibria in dynamic games: a hyperbolic discounting example
BOUNDED RATIONALITY IN LONG-TERM PLANNING: A LINEAR PROGRAMMING APPROACH
Building up time-consistency for risk measures and dynamic optimization
Differentiable Nash equilibria in altruistic economies
A generalization of the ``maximum theorem
General time consistent discounting
Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
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
The optimal equilibrium for time-inconsistent stopping problems -- the discrete-time case
Who are I: time inconsistency and intrapersonal conflict and reconciliation
Mean-variance portfolio selection with dynamic targets for expected terminal wealth
The folk theorem for repeated games with time-dependent 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
On the equilibrium strategies for time-inconsistent problems in continuous time
On time-inconsistent stochastic control in continuous time
Dynamic portfolio choice without cash
Mean-variance portfolio optimization with state-dependent risk aversion
Robustness and ambiguity in continuous time
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
Markov perfect equilibria in altruistic growth economies with production uncertainty
Sophisticated Strategic Choice
Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies
Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations
Time-consistent reinforcement learning for optimal consumption under Epstein-Zin preferences
Mean-semivariance optimal portfolios in discrete time using a game-theoretic approach
Robust time-inconsistent linear-quadratic stochastic controls: a stochastic differential game approach
Equilibrium investment strategy with learning about equity return
On stochastic control problems with higher-order moments
On non-existence of Markov equilibria in competitive-market economies
Information aggregation under ambiguity: theory and experimental evidence
A subgame perfect equilibrium reinforcement learning approach to time-inconsistent problems
Revealing preference discovery: a chronological choice framework
Consistent planning under quasi-geometric discounting
The hyperbolic factor: a measure of time inconsistency
Time inconsistency and second-order beliefs over types in extensive-form games
Sweet self-deception
Optimality, equilibrium, and curb sets in decision problems without commitment
Equivalence between time consistency and nested formula

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