Search Results - subject:"consistent planning"

Timing decisions under model uncertainty

Auster, Sarah; Kellner, Christian - 2023

We study the effect of ambiguity on timing decisions. An agent faces a stopping problem with an uncertain stopping payoff and a stochastic time limit. The agent is unsure about the correct model quantifying the uncertainty and seeks to maximize her payoff guarantee over a set of plausible...

Persistent link: https://www.econbiz.de/10014364260

Timing decisions under model uncertainty

Auster, Sarah; Kellner, Christian - 2023

Persistent link: https://www.econbiz.de/10014374788

Time-inconsistent contract theory

Hernández, Camilo; Possamaï, Dylan - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 1022-1085

Persistent link: https://www.econbiz.de/10014565289

Timing decisions under model uncertainty

Auster, Sarah; Kellner, Christian - 2023

Persistent link: https://www.econbiz.de/10014365399

Robust bidding and revenue in descending price auctions

Auster, Sarah; Kellner, Christian - 2019

Persistent link: https://www.econbiz.de/10012055052

Robust bidding and revenue in descending price auctions

Auster, Sarah; Kellner, Christian - In: Journal of economic theory 199 (2022), pp. 1-31

Persistent link: https://www.econbiz.de/10013193308

Ambiguity and the centipede game : strategic uncertainty in multi-stage games

Eichberger, Jürgen; Grant, Simon; Kelsey, David - 2017

assume individuals take account of possible changes in their preferences by using consistent planning. We show that if there … is ambiguity in the centipede game it is possible to sustain 'cooperation' for many periods as part of a consistent-planning …

Persistent link: https://www.econbiz.de/10011745370