Engine shutting off

[Alex001]

Here's the problem: when I start the car from cold, it first revs at about 1400, then drops to about 800 for a bit before finally settling at just under 1000 (as it should do). When it's cold outside (well relatively speaking - this is Bay Area), however, it sometimes shuts off. The problem only occurs if the revs 'drop' (when changing gears, for instance) from 2000 or above. When I let the revs decrease slowly, letting go of the accelerator gradually, it doesn't happen. What could it be?

Cheers