Strategic market games: an introduction.
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Publication:1401104
DOI10.1016/S0304-4068(03)00049-1zbMath1042.91502MaRDI QIDQ1401104
Publication date: 17 August 2003
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Noncooperative games (91A10) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (25)
Decentralized pricing and the equivalence between Nash and Walrasian equilibrium ⋮ On preferences and taxation mechanisms in strategic bilateral exchange ⋮ A market game with symmetric limit orders ⋮ Debt-deflation versus the liquidity trap: the dilemma of nonconventional monetary policy ⋮ Noncooperative oligopoly in markets with a continuum of traders and a strongly connected set of commodities ⋮ Market games and Walrasian equilibria ⋮ Atomic Leontievian Cournotian traders are always Walrasian ⋮ Atomic Cournotian traders may be Walrasian ⋮ No-arbitrage, state prices and trade in thin financial markets ⋮ Nash-implementation of competitive equilibria via a bounded mechanism ⋮ Bilateral oligopoly and quantity competition ⋮ A strategic market game approach for the private provision of public goods ⋮ Stochastic stability in the Scarf economy ⋮ On Shapley-Shubik equilibria with financial markets ⋮ Nash implementation with partially honest individuals ⋮ MARKET PRICE MECHANISMS AND STACKELBERG GENERAL EQUILIBRIA: AN EXAMPLE ⋮ A NECESSARY AND SUFFICIENT CONDITION FOR CONVERGENCE OF STATISTICAL TO STRATEGIC EQUILIBRIA OF MARKET GAMES ⋮ Incentive compatible self-fulfilling mechanisms and rational expectations ⋮ A simple market-like allocation mechanism for public goods ⋮ Strategic behavior in financial markets ⋮ Existence and optimality of Cournot-Nash equilibria in a bilateral oligopoly with atoms and an atomless part ⋮ Nominal uniqueness and money non-neutrality in the limit-price exchange process ⋮ The strategic Marshallian cross ⋮ An introduction to perfect and imperfect competition via bilateral oligopoly ⋮ Instrumental variables: an econometrician's perspective
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