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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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An Extended Theory of Rational Addiction
Mathematics, 2022 This study extends the rational addiction theory by introducing an endogenous discounting of future utilities. The discount rate depends on habits accumulating over time because of the repeated consumption of an addictive good.
Federico Perali, Luca Piccoli
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Subgame Consistent Cooperative Behavior in an Extensive form Game with Chance Moves
Mathematics, 2020 We design a mechanism of the players’ sustainable cooperation in multistage n-person game in the extensive form with chance moves. When the players agreed to cooperate in a dynamic game they have to ensure time consistency of the long-term cooperative ...
Denis Kuzyutin, Nadezhda Smirnova
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Time Synchronization Sensitivity in SV-based PMU Consistency Assessment
Metrology, 2023 Modern power systems are rapidly transitioning towards a fully digital substation paradigm. Based on the IEC 61850, a common communication protocol between the different intelligent electronic devices (IEDs) promises a significant enhancement in terms of
Marco Agustoni +3 more
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Characteristic Function and Time Consistency for Two-Stage Games with Network Externalities
Mathematics, 2020 Time consistency is a property of the solution to a cooperative dynamic game which guarantees that this solution remains stable with respect to its revision by players over time.
Artem Sedakov
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Compositions of Conditional Risk Measures and Solvency Capital
Risks, 2016 In this paper, we consider compositions of conditional risk measures in order to obtain time-consistent dynamic risk measures and determine the solvency capital of a life insurer selling pension liabilities or a pension fund with a single cash-flow at ...
Pierre Devolder, Adrien Lebègue
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Modèles de décision intertemporels et temps subjectivement perçu
Œconomia, 2017 In most disciplines, the nature of time has been the cause of harsh debates between the partisans of objective linear time and those in favor of subjective time.
André Lapied, Olivier Renault
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Journal of Mechanism and Institution Design, 2020 We consider n-person pure bargaining games in which the space of feasible payoffs is constructed via a normal form differential game. At the beginning of the game the agents bargain over strategies to be played over an infinite time horizon. An initial
Simon Hoof
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Tikrit Journal of Pure Science, 2021 Gypsum products are one of the most widely used materials in the industry. The wide use of gypsum as a building material over a very long period of time.
Chro, M. Fatah, Jamila, J. Tahir
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IEEE Access, 2018 This paper presents an on the fly planar segmentation algorithm that runs on a tablet equipped with a depth sensor and which uses a motion tracking algorithm.
Adrien Arnaud +2 more
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