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

1 citations

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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.…