Search Results for author: Shuoqing Deng

Found 2 papers, 0 papers with code

On time-consistent equilibrium stopping under aggregation of diverse discount rates

no code implementations15 Feb 2023 Shuoqing Deng, Xiang Yu, Jiacheng Zhang

When the sufficient condition of the attitude function is violated, we can illustrate by various examples that the characterization of the optimal equilibrium may differ significantly from some existing results for an individual agent.

Decision Making

Optimal Consumption with Reference to Past Spending Maximum

no code implementations12 Jun 2020 Shuoqing Deng, Xun Li, Huyen Pham, Xiang Yu

This paper studies the infinite-horizon optimal consumption with a path-dependent reference under exponential utility.

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