output
20152024
most citedGeneral Stopping Behaviors of Naive and Non-Committed Sophisticated Agents, with Application to Probability Distortion

1 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions

4 papers

physics.class-ph2024

Interphase in the mechanical behaviour prediction models for nanocomposites

Nicolas Raoux, Abdelkibir Benelfellah, Nourredine Aït Hocine

Polymers are increasingly used in the transport sector due to their many advantages; lightness, corrosion resistance, ease to process... However, most of them have limited mechanic…

q-fin.MF2017★ 1 cited

General Stopping Behaviors of Naive and Non-Committed Sophisticated Agents, with Application to Probability Distortion

Yu-Jui Huang, Adrien Nguyen-Huu, Xun Yu Zhou

We consider the problem of stopping a diffusion process with a payoff functional that renders the problem time-inconsistent. We study stopping decisions of naive agents who reoptim…

q-fin.GN2016

Inventory growth cycles with debt-financed investment

Matheus Grasselli, Adrien Nguyen-Huu

We propose a continuous-time stock-flow consistent model for inventory dynamics in an economy with firms, banks, and households. On the supply side, firms decide on production base…

math.OC2015

Time-consistent stopping under decreasing impatience

Yu-Jui Huang, Adrien Nguyen-Huu

Under non-exponential discounting, we develop a dynamic theory for stopping problems in continuous time. Our framework covers discount functions that induce decreasing impatience.…