Time-consistent stopping under decreasing impatience
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Publication:1691445
DOI10.1007/s00780-017-0350-6zbMath1391.60086arXiv1502.03998MaRDI QIDQ1691445
Yu-Jui Huang, Adrien Nguyen Huu
Publication date: 16 January 2018
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.03998
optimal stoppingtime inconsistencyhyperbolic discountingsubgame-perfect Nash equilibriumiterative approachdecreasing impatience
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