Stopping with anticipated regret

DOI10.1016/J.JMATECO.2009.03.011zbMath1166.91011OpenAlexW1970825879MaRDI QIDQ1030173

Takashi Hayashi

Publication date: 1 July 2009

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2009.03.011

zbMATH Keywords

minimax regretstoppingbackward inductiondynamic inconsistency

Mathematics Subject Classification ID

Decision theory (91B06) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (4)

Minimizing regret in dynamic decision problems ⋮ Optimal stopping with behaviorally biased agents: the role of loss aversion and changing reference points ⋮ Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret ⋮ Axioms for minimax regret choice correspondences

Cites Work

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• Axioms for minimax regret choice correspondences
• Maxmin expected utility with non-unique prior
• Recursive multiple-priors.
• Regret aversion and opportunity dependence
• Dynamic choice under ambiguity
• Golden Eggs and Hyperbolic Discounting
• The Theory of Statistical Decision

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