Buscar
Mostrando ítems 1-10 de 4446
Approximate recursive equilibrium with minimal state space
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2013-02-26)
This paper shows existence of approximate recursive equilibrium with minimal state space in an environment of incomplete markets. We prove that the approximate recursive equilibrium implements an approximate sequential ...
On equilibrium existence with endogenous restricted financial participation
(Elsevier, 2011)
Without requiring either financial survival assumptions or linear spanning conditions over financial
spaces, we prove equilibrium existence in an abstract incomplete market economy with endogenous
restricted financial ...
On the solution of mathematical programming problems with equilibrium constraints
(2002-02-01)
Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. ...
On the solution of mathematical programming problems with equilibrium constraints
(2002-02-01)
Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. ...
Computing The Strong Nash Equilibrium For Markov Chains Games
(Applied Mathematics and Computation, 2015-05-21)
In this paper we present a novel method for finding the strong Nash equilibrium. The approach consists on determining a scalar x* and the corresponding strategies d* ( x*) fixing specific bounds (min and max) that ...
Recursive equilibrium with Price Perfect Foresight and a minimal state space
(Springer, 2016-01)
This paper analyzes general equilibrium models with finite heterogeneous agents who anticipate future prices through a price expectation function with or without accuracy. I show the existence of a recursive equilibrium ...
Recession methods for generalized vector equilibrium problems
(Springer, 2015)
Recession methods for generalized vector equilibrium problems
(Springer, 2015)
CONDITIONS FOR THERMODYNAMIC EQUILIBRIUM: THE FUNCTION AVAILABILITY.
(Soc Brasileira QuimicaSao PauloBrasil, 2011)