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Title: Temptation in Continuous Time
Authors: Johnson, Darek
Advisors: Psendorfer, Wolfgang
Department: Operations Research and Financial Engineering
Class Year: 2016
Abstract: In their paper Temptation and Self Control, Gul and Pesendorfer propose a 2-period model for temptation. While this 2-period model can be trivially extended to apply over arbitrarily small time increments, it does not have a trivial continuous time extension. This paper extends their discrete time model to a temptation model that is well defined in a continuous time setting.
Extent: 31 pages
Type of Material: Princeton University Senior Theses
Language: en_US
Appears in Collections:Operations Research and Financial Engineering, 2000-2016

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