Time-consistent optimal stopping

DOI10.1016/S0165-1765(97)00174-2MaRDI QIDQ1389470zbMATH OpenOpenAlexFDO

Authors Lones Smith

Publication date 30 June 1998

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(97)00174-2, http://hdl.handle.net/1721.1/64185

zbMATH Keywords

affinetime preferencetime-consistentvon Neumann-Morgenstern utility

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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Cited in

(11)

• Time-consistent stopping under decreasing impatience
• Behaviorally consistent optimal stopping rules
• Iterative construction of the optimal Bermudan stopping time
• Conditional optimal stopping: a time-inconsistent optimization
• On expected utility in optimal stopping of diffusions
• Time consistent discounting
• The intrinsic qualitative properties of the classical optimal stopping problem are invariant to the functional form of the discount function
• Optimal stopping and dynamic allocation
• OPTIMAL STOPPING FOR THE LAST EXIT TIME
• Deep optimal stopping
• Never stop or never start? Optimal stopping under a mixture of CPT and EUT preferences

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