Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game
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Cites work
- A Continuous-Time Version of the Principal–Agent Problem
- A Mean Field Competition
- A review of dynamic Stackelberg game models
- A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria
- Additional aspects of the Stackelberg strategy in nonzero-sum games
- Equilibrium concepts for time‐inconsistent stopping problems in continuous time
- Equilibrium solutions in dynamic dominant-player models
- Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency
- Incentives for Procrastinators
- 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 Repeated Moral Hazard with Discounting
- On the equilibrium strategies for time-inconsistent problems in continuous time
- On the Stackelberg strategy in nonzero-sum games
- On time-inconsistent stochastic control in continuous time
- On time-inconsistent stopping problems and mixed strategy stopping times
- Optimal equilibria for multidimensional time-inconsistent stopping problems
- Projects and team dynamics
- Stackelberg differential game for reinsurance: mean-variance framework and random horizon
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
- Strong and weak equilibria for time-inconsistent stochastic control in continuous time
- Terminal ranking games
- The optimal equilibrium for time-inconsistent stopping problems -- the discrete-time case
- Time-consistent portfolio management
- Time-inconsistent stochastic linear-quadratic control
Cited in
(6)- Time inconsistency in time-dependent team games
- On time inconsistency: A technical issue in Stackelberg differential games
- A COMPLEMENTARY NOTE ON THE ISSUE OF TIME INCONSISTENCY REVISITED AS AN EXTENDED GAME
- Time-Consistent Equilibria in a Differential Game Model with Time Inconsistent Preferences and Partial Cooperation
- Policy gradient algorithms for robust MDPs with nonrectangular uncertainty sets
- Stackelberg reinsurance and premium decisions with MV criterion and irreversibility
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