We investigate the decision process that present biased resource users face when they manage a resource stock that could undergo a reversible regime shift. We focus on renewable resources with some uncertainty in the growth process and evaluate various policy questions in this set-up. To that end we develop a discrete-time model of hyperbolic discounting agents. We introduce uncertainty in a novel way by focusing on the distribution of future stocks rather than on their transition equation and make no special assumptions about functional forms for utility. We show that a Stationary Markov-Nash Equilibrium (SMNE) not only exists but is unique; and further, that the optimal extraction policy is increasing in the resource stock. Finally, we do not find that the resource user should harvest less with regime shifts than without.