Concepedia

Time-consistent Optimization

Time-Consistent Optimization is a dynamic optimization framework characterized by the property that optimal policies derived at any point in time remain optimal under subsequent reevaluation, ensuring consistency across decision stages without incentive for revision.

69

Publications

3.5K

Citations

121

Authors

84

Institutions

Publications per year

2017–2026

26

Parents

Publications

69

On the Time Consistency of Optimal Policy in a Monetary Economy

Guillermo A. Calvo · Econometrica · 1978 · 818 citations

, , +13

Optimal time-consistent investment and reinsurance policies for mean-variance insurers

Yan Zeng, Zhongfei Li · Insurance Mathematics and Economics · 2011 · 222 citations

, , +16

Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model

Zhongfei Li, Yan Zeng, Yongzeng Lai · Insurance Mathematics and Economics · 2011 · 157 citations

, , +15

Time-inconsistentoptimal control problems and the equilibrium HJB equation

Jiongmin Yong · Mathematical Control and Related Fields · 2012 · 156 citations · Full text

, , +17

The golden rule when preferences are time inconsistent

Ivar Ekeland, Ali Lazrak · Mathematics and Financial Economics · 2010 · 147 citations

, , +14

1–5 of 69

Authors

121

  1. DA
    David A. Goldberg

    Georgia Institute of Technology, United States

    4 publications · 71 citations

    4

    h-index

  2. JY
    Jiongmin Yong

    University of Central Florida, United States

    4 publications · 297 citations

    4

    h-index

  3. LX
    Linwei Xin

    University of Chicago, United States

    3 publications · 52 citations

    3

    h-index

  4. ZL
    Zhongfei Li

    Sun Yat-sen University, China

    3 publications · 453 citations

    3

    h-index

  5. HX
    Helu Xiao

    Hunan University, China

    3 publications · 51 citations

    3

    h-index

1–5 of 121

Institutions

84

  1. University of Chicago

    Chicago, United States

    4 h-index

    4 publications

    157 citations

  2. Hunan University

    Changsha, China

    3 h-index

    10 publications

    178 citations

  3. Cornell University

    Ithaca, United States

    3 h-index

    3 publications

    58 citations

  4. Sun Yat-sen University

    Guangzhou, China

    3 h-index

    5 publications

    832 citations

  5. University of Central Florida

    Orlando, United States

    2 h-index

    2 publications

    118 citations

  6. National Institute of Economic and Social Research

    London, United Kingdom

    2 h-index

    2 publications

    61 citations

  7. London Business School

    London, United Kingdom

    2 h-index

    3 publications

    115 citations

  8. Delft University of Technology

    Delft, The Netherlands

    2 h-index

    4 publications

    72 citations

1–8 of 84

Venues

  1. Insurance Mathematics and Economics

    8 publications · 638 citations

    8

    h-index

  2. arXiv (Cornell University)

    Repository · 4 publications · 67 citations

    4

    h-index

  3. SIAM Journal on Control and Optimization

    4 publications · 111 citations

    4

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 4 publications · 96 citations

    4

    h-index

  5. European Journal of Operational Research

    3 publications · 157 citations

    3

    h-index

1–5