Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting

We prove existence of time consistent equilibria in a class dynamic models with recursive payoffs and generalized discounting involving both behavioral normative applications. Our Bellman equation method identifies separates both: strategic aspects the equilibrium problem allows to determine sufficient assumptions on preferences stochastic transition establish existence. In particular we show minimal state space stationary Markov (a time-consistent equilibrium) deterministic model consumption-saving beta-delta its versions non-additive payoffs, general form certainty equivalents, as well semi-hyperbolic hyperbolic (over possibly unbounded above reward space). also provide an approximation for model.