Time-consistent stopping under decreasing impatience-Reference-Cited by-同舟云学术

Time-consistent stopping under decreasing impatience

Published:2017-11-09 Issue:1 Volume:22 Page:69-95
ISSN:0949-2984
Container-title:Finance and Stochastics
language:en
Short-container-title:Finance Stoch

Author:

Huang Yu-Jui,Nguyen-Huu Adrien

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s00780-017-0350-6/fulltext.html

Reference38 articles.

1. Ainslie, G.: Picoeconomics: The Strategic Interaction of Successive Motivational States Within the Person. Cambridge University Press, Cambridge (1992)

2. Barberis, N.: A model of casino gambling. Manag. Sci. 58, 35–51 (2012)

3. Bass, R.F.: The measurability of hitting times. Electron. Commun. Probab. 15, 99–105 (2010)

4. Bayraktar, E., Huang, Y.-J.: On the multidimensional controller-and-stopper games. SIAM J. Control Optim. 51, 1263–1297 (2013)

5. Björk, T., Khapko, M., Murgoci, A.: On time-inconsistent stochastic control in continuous time. Finance Stoch. 21, 331–360 (2017)

Cited by 43 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Sharp Equilibria for Time-Inconsistent Mean-Field Stopping Games;SIAM Journal on Control and Optimization;2024-08-08

2. Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems;SIAM Journal on Control and Optimization;2024-04-09

3. Long Run Stochastic Control Problems with General Discounting;Applied Mathematics & Optimization;2024-03-26

4. Long-Run Impulse Control with Generalized Discounting;SIAM Journal on Control and Optimization;2024-03-04

5. Naïve Markowitz policies;Mathematical Finance;2024-02-13