Results 31 to 40 of about 144 (106)
Dynamic economics with quantile preferences
Theoretical Economics, Volume 20, Issue 1, Page 353-425, January 2025.This paper studies a dynamic quantile model for intertemporal decisions under uncertainty, in which the decision maker maximizes the τ‐quantile of the stream of future utilities, for τ ∈ (0,1). We present two sets of contributions. First, we generalize existing results in directions that are important for applications.
Luciano de Castro +2 more
wiley +1 more source
Vectorial exceptional families of elements
, 2010 Vector complementarity problems, Exceptional families of elements, Hemicontinuity, Pseudomonotone multivalued mappings, 49J40, 90C33,
Y. Chiang
core +1 more source
RAZOR‐THIN MASS ELECTIONS WITH HIGH TURNOUT
International Economic Review, Volume 65, Issue 4, Page 1607-1624, November 2024.Abstract We argue that traditional voting models fail to fully explain the frequency of very close mass elections with high turnout. Instead, we model elections as a competition between incentive schemes to mobilize voters. We elucidate conditions under which parties might prefer close elections, as the potential to be pivotal motivates voters instead ...
David K. Levine, Cesar Martinelli
wiley +1 more source
On continuity of incomplete preferences
, 2013 A weak (strict) preference relation is continuous if it has a closed (open) graph; it is hemicontinuous if its upper and lower contour sets are closed (open). If preferences are complete these four conditions are equivalent.
Gerasimou, Georgios
core +1 more source
Fighting terrorism: How to position rapid response teams?
Naval Research Logistics (NRL), Volume 71, Issue 5, Page 709-727, August 2024.Abstract In light of recent terrorist attacks, we introduce and study a Stackelberg game between a government and a terrorist. In this game, the government positions a number of heavily‐armed rapid response teams on a line segment (e.g., a long boulevard or shopping avenue) and then the terrorist attacks a location with the highest potential impact of ...
Lotte van Aken +3 more
wiley +1 more source
Generalized vector variational inequality and fuzzy extension
, 1993 A generalized vector variational inequality (GVVI) is considered. We establish the existence theorem for (GVVI) under assumptions of C-pseudomonotonicity and V-hemicontinuity.
Lee, Byung Soo +7 more
core +1 more source
On well-posedness associated with a class of controlled variational inequalities
, 2021 In this paper, by using the new concepts of monotonicity, pseudomonotonicity and hemicontinuity associated with the considered curvilinear integral functional, we investigate the well-posedness and well-posedness in generalized sense for a class of ...
Savin Treanţă, Shalini Jha
core +1 more source
Dynamics of market making algorithms in dealer markets: Learning and tacit collusion
Mathematical Finance, Volume 34, Issue 2, Page 467-521, April 2024.Abstract The widespread use of market‐making algorithms in electronic over‐the‐counter markets may give rise to unexpected effects resulting from the autonomous learning dynamics of these algorithms. In particular the possibility of “tacit collusion” among market makers has increasingly received regulatory scrutiny.
Rama Cont, Wei Xiong
wiley +1 more source
Optimal delegation and information transmission under limited awareness
Theoretical Economics, Volume 19, Issue 1, Page 245-284, January 2024.We study the delegation problem between a principal and an agent, who not only has better information about the performance of the available actions but also superior awareness of the set of actions that are actually feasible. We provide conditions under which the agent finds it optimal to leave the principal unaware of relevant options.
Sarah Auster, Nicola Pavoni
wiley +1 more source
Penalty methods for a system of constrained variational inequalities
, 2012 International audienceIn this paper, using the penalty method in conjunction with graph-convergence, we study the existence of solutions for a class of generalized variational inequalities with variational problem constraints. Our results extend, improve
Moudafi, Abdellatif
core +1 more source