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Subject
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Mathematical programming 3 Mathematische Optimierung 3 Theorie 3 Theory 3 Polynomial equations 2 Algebraic numbers 1 Algebraic variety 1 All-solution homotopies 1 Ambiguous equicorrelation 1 Economic model 1 Equilibrium model 1 Erwartungsnutzen 1 Expected utility 1 Expected utility maximization 1 G-expectation 1 Gleichgewichtsmodell 1 Gröbner bases 1 Gröbner basis polynomial equations 1 Hamilton-Jacobi-Bellman-Isaacs equation 1 Markov-perfect equilibria 1 Mathematics 1 Mathematik 1 Multiple equilibria 1 Nutzen 1 Ordered field property 1 Portfolio selection 1 Portfolio-Management 1 Stochastic game 1 Stochastic games 1 Stochastisches Spiel 1 System of polynomial equations 1 Utility 1 Wirtschaftsmodell 1 Worst-case optimization 1 dynamic games 1 multiple equilibria 1 static games 1
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Undetermined 3 Free 1
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Article 3 Book / Working Paper 1
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 3 Undetermined 1
Author
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Avrachenkov, Konstantin 1 Ejov, V. 1 Filar, Jerzy A. 1 JUDD, Kenneth L. 1 Kubler, Felix 1 Moghaddam, A. 1 Pun, Chi Seng 1 RENNER, Philipp 1 Renner, Philipp 1 SCHMEDDERS, Karl 1 Schmedders, Karl 1
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Published in...
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Dynamic games and applications : DGA 1 Handbook of computational economics : volume 3 1 Quantitative finance 1 Swiss Finance Institute Research Paper Series 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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G-expected utility maximization with ambiguous equicorrelation
Pun, Chi Seng - In: Quantitative finance 21 (2021) 3, pp. 403-419
Persistent link: https://www.econbiz.de/10012483830
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Zero-sum stochastic games over the field of real algebraic numbers
Avrachenkov, Konstantin; Ejov, V.; Filar, Jerzy A.; … - In: Dynamic games and applications : DGA 9 (2019) 4, pp. 1026-1041
Persistent link: https://www.econbiz.de/10012226183
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Chapter 11. Computing All Solutions to Polynomial Equations in Economics
Kubler, Felix; Renner, Philipp; Schmedders, Karl - In: Handbook of computational economics : volume 3, (pp. 599-652). 2014
to a system of polynomial equations since there are powerful solution methods for finding all solutions to such … polynomial systems. In many economic applications, equilibria can indeed be characterized as solutions to a system of polynomial … equations. This handbook article provides a hands-on introduction to two solution methods for finding all solutions to …
Persistent link: https://www.econbiz.de/10014025711
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Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies
JUDD, Kenneth L.; RENNER, Philipp; SCHMEDDERS, Karl
found many applications in economics. In many games equilibria can be described as solutions of polynomial equations. In …
Persistent link: https://www.econbiz.de/10008922930
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