English
Related papers

Related papers: Rational hyperbolic discounting

200 papers

The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are…

Probability · Mathematics 2023-04-04 George Yanev

This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…

Probability · Mathematics 2023-05-12 Aurélien Velleret

Suppose you have one unit of stock, currently worth 1, which you must sell before time $T$. The Optional Sampling Theorem tells us that whatever stopping time we choose to sell, the expected discounted value we get when we sell will be 1.…

Probability · Mathematics 2016-07-22 Philip Ernst , L. C. G. Rogers , Quan Zhou

A sender persuades a strategically naive decisionmaker (DM) by committing privately to an experiment. Sender's choice of experiment is unknown to the DM, who must form her posterior beliefs nonparametrically by applying some learning rule…

Theoretical Economics · Economics 2025-11-10 Arnav Sood , James Best

This paper extends the core results of discrete time infinite horizon dynamic programming to the case of state-dependent discounting. We obtain a condition on the discount factor process under which all of the standard optimality results…

General Economics · Economics 2020-10-15 John Stachurski , Junnan Zhang

The condition for adiabatic approximation are of basic importance for the applications of the adiabatic theorem. The traditional quantitative condition was found to be necessary but not sufficient, but we do not know its physical meaning…

Quantum Physics · Physics 2011-02-02 Qian-Heng Duan , Ping-Xing Chen , Wei Wu

We study the problem of selling a good to a group of bidders with interdependent values in a prior-free setting. Each bidder has a signal that can take one of $k$ different values, and her value for the good is a weakly increasing function…

Computer Science and Game Theory · Computer Science 2021-07-21 Vasilis Gkatzelis , Rishi Patel , Emmanouil Pountourakis , Daniel Schoepflin

Multi-item mechanisms can be very complex offering many different bundles to the buyer that could even be randomized. Such complexity is thought to be necessary as the revenue gaps between randomized and deterministic mechanisms, or…

Computer Science and Game Theory · Computer Science 2019-07-03 Shuchi Chawla , Yifeng Teng , Christos Tzamos

This work suggests modifications to a previously introduced class of heterogeneous agent models that allow for the inclusion of different types of agent motivations and behaviours in a unified way. The agents operate within a highly…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 H. Lamba , T. Seaman

Intentions are crucial for our practical reasoning. The rational intention obeys some simple logical principles, such as agglomeration and consistency, among others, motivating the search for a proper logic of intention. However, such a…

Logic in Computer Science · Computer Science 2025-12-01 Daniil Khaitovich , Aybüke Özgün

Imagine you and a friend purchase identical items at a store, yet only your friend received a discount. Would your friend's discount make you feel unfairly treated by the store? And would you be less willing to purchase from that store…

Computer Science and Game Theory · Computer Science 2025-06-04 Patrick Jaillet , Chara Podimata , Zijie Zhou

A seller sells an object over time but is uncertain how the buyer learns their willingness-to-pay. We consider informational robustness under \textit{limited commitment}, where the seller offers a price \textit{each period} to maximize…

Theoretical Economics · Economics 2025-09-10 Zihao Li , Jonathan Libgober , Xiaosheng Mu

We revisit the problem of fairly allocating a sequence of time slots when agents may have different levels of patience (Mackenzie and Komornik 2023). For each number of agents, we provide a lower threshold and an upper threshold on the…

Theoretical Economics · Economics 2025-02-04 Florian Brandl , Andrew Mackenzie

We consider groups defined by cyclic presentations where the defining word has length three and the cyclic presentation satisfies the T(6) small cancellation condition. We classify when these groups are hyperbolic. When combined with known…

Group Theory · Mathematics 2021-10-22 Ihechukwu Chinyere , Gerald Williams

We study a \emph{financial} version of the classic online problem of scheduling weighted packets with deadlines. The main novelty is that, while previous works assume packets have \emph{fixed} weights throughout their lifetime, this work…

Computer Science and Game Theory · Computer Science 2025-02-21 Yotam Gafni , Aviv Yaish

A buyer and a seller bargain over the price of an object. Both players can build reputations for being obstinate by offering the same price over time. Before players bargain, the seller decides whether to adopt a new technology that can…

Theoretical Economics · Economics 2025-03-17 Harry Pei , Maren Vairo

We show that quasiparticle excitations with irrational charge and irrational exchange statistics exist in tight-biding systems described, in the continuum approximation, by the Dirac equation in (2+1)-dimensional space and time. These…

Strongly Correlated Electrons · Physics 2008-11-26 Claudio Chamon , Chang-Yu Hou , Roman Jackiw , Christopher Mudry , So-Young Pi , Andreas P. Schnyder

Using theory and experiments, this paper shows that the difficulty of making tradeoffs offers a parsimonious explanation for a wide range of behavioral phenomena. We develop a model of imprecise comparisons applicable to multiattribute,…

General Economics · Economics 2026-04-01 Cassidy Shubatt , Jeffrey Yang

We are concerned with the problem of introducing credibility type information into reasoning systems. The concept of credibility allows us to discount information provided by agents. An important characteristic of this kind of procedure is…

Artificial Intelligence · Computer Science 2013-04-05 Ronald R. Yager

The necessary and sufficient conditions for a hyperbolic semi-discrete equation to have five dimensional characteristic {\it x}-ring are derived. For any given chain, the derived conditions are easily verifiable by straightforward…

Exactly Solvable and Integrable Systems · Physics 2016-04-04 Kostyantyn Zheltukhin , Natalya Zheltukhina