The strong sequential core for two-period economies

DOI10.1016/S0304-4068(02)00078-2zbMath1024.91018OpenAlexW2579942208MaRDI QIDQ1867781

Arkadi Predtetchinski, P. Jean-Jacques Herings, H. J. M. Peters

Publication date: 2 April 2003

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4068(02)00078-2

zbMATH Keywords

uncertaintycoreassets

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (11)

Cooperation with externalities and uncertainty ⋮ Node-consistent core for games played over event trees ⋮ On the core of dynamic cooperative games ⋮ Core concepts for incomplete market economies ⋮ CORE CONCEPTS FOR DYNAMIC TU GAMES ⋮ The strong sequential core for stationary cooperative games ⋮ Dynamic linear programming games with risk-averse players ⋮ Time horizons, lattice structures, and welfare in multi-period matching markets ⋮ The weak sequential core for two-period economies ⋮ Blocking coalitions and fairness in asset markets and asymmetric information economies ⋮ Compensation rules for multi-stage sequencing games

Cites Work

• The core of a monetary economy without trust
• Incomplete information, incentive compatibility, and the core
• A two-stage core with applications to asset market and differential information economies
• The Core of a Cooperative Game Without Side Payments
• The Core of an Economy with Transaction Costs
• Smooth Preferences

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