activity
20052023
most citedBeing serious about non-commitment: subgame perfect equilibrium in continuous time

158 citations · 211 across the 5 of their papers we have counts for

collaborators

5 papers

econ.GN2023★ 1 cited

Present-Biased Lobbyists in Linear Quadratic Stochastic Differential Games

Ali Lazrak, Hanxiao Wang, Jiongmin Yong

We investigate a linear quadratic stochastic zero-sum game where two players lobby a political representative to invest in a wind turbine farm. Players are time-inconsistent becaus…

econ.GN2023

Unlocking Democratic Efficiency: How Coordinated Outcome-Contingent Promises Shape Decisions

Ali Lazrak, Jianfeng Zhang

We consider a committee voting on whether to adopt a reform under a quota rule, where members differ in how much they value the reform some supporting it, others opposing it. We ex…

math.OC2008★ 28 cited

Equilibrium policies when preferences are time inconsistent

Ivar Ekeland, Ali Lazrak

This paper characterizes differentiable and subgame Markov perfect equilibria in a continuous time intertemporal decision problem with non-constant discounting. Capturing the idea…

math.OC2006★ 158 cited

Being serious about non-commitment: subgame perfect equilibrium in continuous time

Ivar Ekeland, Ali Lazrak

This paper characterizes differentiable subgame perfect equilibria in a continuous time intertemporal decision optimization problem with non-constant discounting. The equilibrium e…

math.PR2005★ 24 cited

Generalized stochastic differential utility and preference for information

Ali Lazrak

This paper develops, in a Brownian information setting, an approach for analyzing the preference for information, a question that motivates the stochastic differential utility (SDU…