Results 1 to 10 of about 18,052,469 (172)
Optimal control problems with time inconsistency
Electronic Research Archive, 2023 In the present study, the necessary and sufficient conditions of equilibrium control for general optimal control problems with time inconsistency are established in sense of open-loop. As an application, the linear quadratic optimal control problems with
Wei Ji
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A stochastic linear-quadratic differential game with time-inconsistency [PDF]
Electronic Research Archive, 2022 We consider a general stochastic linear-quadratic differential game with time-inconsistency. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals.
Qinglong Zhou, Gaofeng Zong
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From time-inconsistency to time-consistency for optimal stopping problems. [PDF]
PLoS ONEFor optimal stopping problems with time-inconsistent preference, we measure the inherent level of time-inconsistency by taking the time required to turn the naive strategies into the sophisticated ones.
Sang Hu, Zihan Zhou
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Adoption of Buy Now, Pay Later (BNPL): A Time Inconsistency Perspective
Journal of Theoretical and Applied Electronic Commerce ResearchBuy Now, Pay Later (BNPL) is a rapidly growing fintech tool, which is particularly popular among young consumers, with the potential to support more sustainable retail consumption.
Yini Cheng, Jiazhen Huo
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MENGUKUR TIME INCONSISTENCY KEBIJAKAN MONETER DI INDONESIA
Buletin Ekonomi Moneter dan Perbankan, 2013 This study measured the time inconsistency of monetary policy in Indonesia using the asymmetric preference parameter in linear exponential loss function of the central bank.
Rini Rahmahdian, Perry Warjiyo
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The influence of social support and perceived stress on response time inconsistency. [PDF]
Aging Ment Health, 2019 Phibbs S +5 more
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Bailouts, Time Inconsistency, and Optimal Regulation: A Macroeconomic View [PDF]
, 2016 A common view is that bailouts of firms by governments are needed to cure inefficiencies in private markets. We propose an alternative view: even when private markets are efficient, costly bankruptcies will occur and benevolent governments without ...
V. Chari, P. Kehoe
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Nonlocality, nonlinearity, and time inconsistency in stochastic differential games [PDF]
Social Science Research Network, 2021 This paper studies the well‐posedness of a class of nonlocal fully nonlinear parabolic systems, which nest the equilibrium Hamilton–Jacobi–Bellman (HJB) systems that characterize the time‐consistent Nash equilibrium point of a stochastic differential ...
Qian Lei, Chi Seng Pun
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Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation [PDF]
, 2021 Time inconsistency is prevalent in dynamic choice problems: a plan of actions to be taken in the future that is optimal for an agent today may not be optimal for the same agent in the future.
X. He, X. Zhou
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Modern Stochastics: Theory and Applications, 2022 The paper presents a characterization of equilibrium in a game-theoretic description of discounting conditional stochastic linear-quadratic (LQ for short) optimal control problem, in which the controlled state process evolves according to a ...
Nour El Houda Bouaicha +3 more
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