Behaviorally consistent optimal stopping rules

DOI10.1016/0022-0531(90)90024-EzbMath0725.90009WikidataQ57925858 ScholiaQ57925858MaRDI QIDQ2277349

Zvi Safra, Edi Karni

Publication date: 1990

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

behaviorally consistent optimal stopping rulesbounded sequential searchreservation level property

Mathematics Subject Classification ID

Utility theory (91B16) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items

Unbounded behaviorally consistent stopping rules, Dynamic consistency in incomplete information games under ambiguity, Investment behavior under ambiguity: the case of pessimistic decision makers, On the nonexistence of Blackwell's theorem-type results with general preference relations, Dynamic consistency and ambiguity: a reappraisal, Cautious stochastic choice, optimal stopping and deliberate randomization, Flexibility of choice versus reduction of ambiguity, A decision-theoretic model of asset-price underreaction and overreaction to dividend news, Existence and dynamic consistency of Nash equilibrium with non-expected utility preferences

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