Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application
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Publication:4989143
DOI10.4064/bc122-4zbMath1460.60026arXiv1909.11921OpenAlexW3132648955MaRDI QIDQ4989143
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Publication date: 20 May 2021
Published in: Banach Center Publications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.11921
Related Items (8)
Stability of Equilibria in Time-Inconsistent Stopping Problems ⋮ Moment-constrained optimal dividends: precommitment and consistent planning ⋮ Stochastic Control of Optimized Certainty Equivalents ⋮ Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents ⋮ Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes ⋮ Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems ⋮ Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems ⋮ Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions
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