On the equilibrium strategies for time-inconsistent problems in continuous time
From MaRDI portal
Publication:5158380
Recommendations
- Strong and weak equilibria for time-inconsistent stochastic control in continuous time
- Equilibrium concepts for time‐inconsistent stopping problems in continuous time
- Time-inconsistent recursive stochastic optimal control problems
- On time-inconsistent stochastic control in continuous time
- A constructive approach to existence of equilibria in time-inconsistent stochastic control problems
Cites work
- A theory of Markovian time-inconsistent stochastic control in discrete time
- Equilibrium concepts for time‐inconsistent stopping problems in continuous time
- Equilibrium strategies for time-inconsistent stochastic switching systems
- General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
- Golden Eggs and Hyperbolic Discounting
- Instantaneous Gratification *
- Investment and consumption without commitment
- Mean-variance portfolio optimization with state-dependent risk aversion
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
- On the Existence of a Consistent Course of Action when Tastes are Changing
- On time-inconsistent stochastic control in continuous time
- Optimal equilibria for multidimensional time-inconsistent stopping problems
- Optimal equilibria for time-inconsistent stopping problems in continuous time
- Strong and weak equilibria for time-inconsistent stochastic control in continuous time
- The golden rule when preferences are time inconsistent
- The optimal equilibrium for time-inconsistent stopping problems -- the discrete-time case
- Time-consistent portfolio management
- Time-consistent stopping under decreasing impatience
- Time-inconsistent optimal control problems and the equilibrium HJB equation
- Time-inconsistent recursive stochastic optimal control problems
- Time-inconsistent stochastic linear-quadratic control
- Time-inconsistent stochastic linear-quadratic control: characterization and uniqueness of equilibrium
- Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations
- Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
Cited in
(24)- Asset pricing with dynamically inconsistent agents
- Short Communication: Is a Sophisticated Agent Always a Wise One?
- Dynamic mean-variance problem with frictions
- Equilibrium investment with random risk aversion
- Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions
- Sharp equilibria for time-inconsistent mean-field stopping games
- scientific article; zbMATH DE number 3896620 (Why is no real title available?)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model
- Time-inconsistency with rough volatility
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications
- Stability of Equilibria in Time-Inconsistent Stopping Problems
- Closed-loop equilibrium strategies for general time-inconsistent optimal control problems
- Portfolio selection with exploration of new investment assets
- INACCESSIBLE CONTINUOUSLY STABLE STRATEGIES
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games
- Optimal stopping and impulse control in the presence of an anticipated regime switch
- Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes
- Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time
- Risk and potential: an asset allocation framework with applications to robo-advising
- Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game
- Strong and weak equilibria for time-inconsistent stochastic control in continuous time
- Equilibrium concepts for time‐inconsistent stopping problems in continuous time
This page was built for publication: On the equilibrium strategies for time-inconsistent problems in continuous time
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5158380)
