Stochastic mean values, rational expectations, and price movements

DOI10.1016/S0165-1765(98)00196-7zbMath0913.90084OpenAlexW2038443725WikidataQ126531586 ScholiaQ126531586MaRDI QIDQ1274420

Sjur Didrik Flåm, Charles D. Horvath

Publication date: 12 January 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(98)00196-7

zbMATH Keywords

fixed pointstochastic approximationrational expectation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Special types of economic equilibria (91B52) Fixed-point and coincidence theorems (topological aspects) (54H25)

Cites Work

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• Averaged predictions and the learning of equilibrium play
• On the behaviour of continuous real functions in the neighbourhood of a fixed point
• A Dynamical System Approach to Stochastic Approximations
• A Theorem on Mean-Value Iterations
• Mean Value Methods in Iteration
• Set-valued analysis

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