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This paper studies the mean-field Markov decision process (MDP) with the centralized stopping under the non-exponential discount.
1910
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Y.-J. Huang and A. Nguyen-Huu (2018): Time-consistent stopping under decreasing impatience. Finance and Stochastics
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K. I. M. Rohde (2018): Measuring decreasing and increasing impatience. Management Science
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E. Bayraktar, J. Zhang and Z. Zhou (2019): Time consistent stopping for the mean- standard deviation problem — The discrete time case. SIAM Journal on Financial Mathematics
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Y.-J. Huang and Z. Zhou (2019): The Optimal equilibrium for time-inconsistent stopping problems—the discrete-time case. SIAM Journal on Control and Optimization
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Ł. Balbus, A. Jaśkiewicz and A. S. Nowak (2020): Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting. Annals of Operations Research
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S. Christensen and K. Lindensjö (2020): On time-inconsistent stopping problems and mixed strategy stopping times. Stochastic Processes and their Applications
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Y.-J. Huang, A. Nguyen-Huu and X. Y. Zhou (2020): General stopping behaviors of naive and noncommitted sophisticated agents, with application to probability distortion. Mathematical Finance
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E. Bayraktar, J. Zhang and Z. Zhou (2021): Equilibrium concepts for time-inconsistent stopping problems in continuous time. Mathematical Finance
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Y.-J. Huang and X. Yu (2021): Optimal stopping under model ambiguity: A time-consistent equilibrium approach. Mathematical Finance
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M. Talbi, N. Touzi and J. Zhang (2023): Dynamic programming equation for the mean field optimal stopping problem. SIAM Journal on Control and Optimization
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A. E. Attema, H. Bleichrodt, K. I. M. Rohde and P. P. Wakker (2010): Time-tradeoff sequences for analyzing discounting and time inconsistency. Management Science
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