Optimal stopping in a dynamic salience model

DOI10.1111/IERE.12681zbMATH Open1545.91109MaRDI QIDQ6572253FDOQ6572253

Authors: Markus Dertwinkel-Kalt, Jonas Frey 

Publication date: 15 July 2024

Published in: International Economic Review (Search for Journal in Brave)

Mathematics Subject Classification ID

Decision theory (91B06) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Advances in prospect theory: cumulative representation of uncertainty
• Prospect Theory: An Analysis of Decision under Risk
• A Theory of Disappointment Aversion
• Optimal stopping under probability distortion
• Behaviorally consistent optimal stopping rules
• Randomized strategies and prospect theory in a dynamic context
• Cautious Expected Utility and the Certainty Effect
• Salience Theory of Choice Under Risk
• Probability weighting, stop-loss and the disposition effect
• General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
• Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers

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