48 citations · 69 across the 8 of their papers we have counts for
3 papers · 1 filter
Time-inconsistent singular control problems: Reflection and Absolutely continuous controls with exploding rates
Andi Bodnariu, Kristoffer Lindensjö, Neofytos Rodosthenous
We study a time-inconsistent singular stochastic control problem for a general one-dimensional diffusion, where time-inconsistency arises from a non-exponential discount function.…
Time-inconsistent stopping, myopic adjustment & equilibrium stability: with a mean-variance application
Sören Christensen, Kristoffer Lindensjö
For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consider…
On time-inconsistent stopping problems and mixed strategy stopping times
Sören Christensen, Kristoffer Lindensjö
A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is develo…