-
Previous Article
On the Euler equation approach to discrete--time nonstationary optimal control problems
- JDG Home
- This Issue
-
Next Article
Collective attention and ranking methods
Tail probabilities for triangular arrays
1. | Department of Economics, Harvard University, Littauer Center, 1805 Cambridge Street, Cambridge, MA 02138, United States |
2. | Department of Economics, Washington University in St. Louis, 1 Brookings Dr., St. Louis MO 63130-4899, United States |
References:
[1] |
W. Feller, "An Introduction to Probability Theory and Its Applications," Volume II, Second edition, John Wiley & Sons, Inc., New York-London-Sydney, 1971. |
[2] |
D. Fudenberg and D. K. Levine, Continuous time limits of repeated games with imperfect public monitoring, Review of Economic Dynamics, 10 (2007), 173-192. |
[3] |
D. Fudenberg and D. K. Levine, Repeated games with frequent signals, Quarterly Journal of Economics, 124 (2009), 233-265. |
[4] |
J. A. Mirlees, Notes on welfare economics, information and uncertainty, in "Essays on Economic Behavior Under Uncertainty" (eds. M. Balch, D. McFadden and S.-Y. Wu), North Holland, Amsterdam, 1974. |
[5] |
Y. Sannikov, Games with imperfectly observed actions in continuous time, Econometrica, 75 (2007), 1285-1329.
doi: 10.1111/j.1468-0262.2007.00795.x. |
[6] |
Y. Sannikov and A. Skrzypacz, Impossibility of collusion under imperfect monitoring with flexible production, American Economic Review, 97 (2007), 1794-1823. |
[7] |
T. Sadzik and E. Stacchetti, Agency Models with Frequent Actions: A Quadratic Approximation Method, in "Workshop on Macroeconomic Applications of Dynamic Games and Contracts" (Stonybrook), (2012). |
show all references
References:
[1] |
W. Feller, "An Introduction to Probability Theory and Its Applications," Volume II, Second edition, John Wiley & Sons, Inc., New York-London-Sydney, 1971. |
[2] |
D. Fudenberg and D. K. Levine, Continuous time limits of repeated games with imperfect public monitoring, Review of Economic Dynamics, 10 (2007), 173-192. |
[3] |
D. Fudenberg and D. K. Levine, Repeated games with frequent signals, Quarterly Journal of Economics, 124 (2009), 233-265. |
[4] |
J. A. Mirlees, Notes on welfare economics, information and uncertainty, in "Essays on Economic Behavior Under Uncertainty" (eds. M. Balch, D. McFadden and S.-Y. Wu), North Holland, Amsterdam, 1974. |
[5] |
Y. Sannikov, Games with imperfectly observed actions in continuous time, Econometrica, 75 (2007), 1285-1329.
doi: 10.1111/j.1468-0262.2007.00795.x. |
[6] |
Y. Sannikov and A. Skrzypacz, Impossibility of collusion under imperfect monitoring with flexible production, American Economic Review, 97 (2007), 1794-1823. |
[7] |
T. Sadzik and E. Stacchetti, Agency Models with Frequent Actions: A Quadratic Approximation Method, in "Workshop on Macroeconomic Applications of Dynamic Games and Contracts" (Stonybrook), (2012). |
[1] |
Wenpin Tang, Xun Yu Zhou. Tail probability estimates of continuous-time simulated annealing processes. Numerical Algebra, Control and Optimization, 2022 doi: 10.3934/naco.2022015 |
[2] |
Joon Kwon, Panayotis Mertikopoulos. A continuous-time approach to online optimization. Journal of Dynamics and Games, 2017, 4 (2) : 125-148. doi: 10.3934/jdg.2017008 |
[3] |
Hanqing Jin, Xun Yu Zhou. Continuous-time portfolio selection under ambiguity. Mathematical Control and Related Fields, 2015, 5 (3) : 475-488. doi: 10.3934/mcrf.2015.5.475 |
[4] |
Fritz Colonius, Guilherme Mazanti. Decay rates for stabilization of linear continuous-time systems with random switching. Mathematical Control and Related Fields, 2019, 9 (1) : 39-58. doi: 10.3934/mcrf.2019002 |
[5] |
Shui-Nee Chow, Xiaojing Ye, Hongyuan Zha, Haomin Zhou. Influence prediction for continuous-time information propagation on networks. Networks and Heterogeneous Media, 2018, 13 (4) : 567-583. doi: 10.3934/nhm.2018026 |
[6] |
J. C. Dallon, Lynnae C. Despain, Emily J. Evans, Christopher P. Grant. A continuous-time stochastic model of cell motion in the presence of a chemoattractant. Discrete and Continuous Dynamical Systems - B, 2020, 25 (12) : 4839-4852. doi: 10.3934/dcdsb.2020129 |
[7] |
Hui Meng, Fei Lung Yuen, Tak Kuen Siu, Hailiang Yang. Optimal portfolio in a continuous-time self-exciting threshold model. Journal of Industrial and Management Optimization, 2013, 9 (2) : 487-504. doi: 10.3934/jimo.2013.9.487 |
[8] |
Andy Hammerlindl, Bernd Krauskopf, Gemma Mason, Hinke M. Osinga. Determining the global manifold structure of a continuous-time heterodimensional cycle. Journal of Computational Dynamics, 2022, 9 (3) : 393-419. doi: 10.3934/jcd.2022008 |
[9] |
Ran Dong, Xuerong Mao. Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations. Mathematical Control and Related Fields, 2020, 10 (4) : 715-734. doi: 10.3934/mcrf.2020017 |
[10] |
Huijuan Li, Junxia Wang. Input-to-state stability of continuous-time systems via finite-time Lyapunov functions. Discrete and Continuous Dynamical Systems - B, 2020, 25 (3) : 841-857. doi: 10.3934/dcdsb.2019192 |
[11] |
Adrian Tudorascu. On absolutely continuous curves of probabilities on the line. Discrete and Continuous Dynamical Systems, 2019, 39 (9) : 5105-5124. doi: 10.3934/dcds.2019207 |
[12] |
Lakhdar Aggoun, Lakdere Benkherouf. A Markov modulated continuous-time capture-recapture population estimation model. Discrete and Continuous Dynamical Systems - B, 2005, 5 (4) : 1057-1075. doi: 10.3934/dcdsb.2005.5.1057 |
[13] |
Ping Chen, Haixiang Yao. Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching. Journal of Industrial and Management Optimization, 2020, 16 (2) : 531-551. doi: 10.3934/jimo.2018166 |
[14] |
Zhigang Zeng, Tingwen Huang. New passivity analysis of continuous-time recurrent neural networks with multiple discrete delays. Journal of Industrial and Management Optimization, 2011, 7 (2) : 283-289. doi: 10.3934/jimo.2011.7.283 |
[15] |
Huai-Nian Zhu, Cheng-Ke Zhang, Zhuo Jin. Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks. Journal of Industrial and Management Optimization, 2020, 16 (2) : 813-834. doi: 10.3934/jimo.2018180 |
[16] |
Willem Mélange, Herwig Bruneel, Bart Steyaert, Dieter Claeys, Joris Walraevens. A continuous-time queueing model with class clustering and global FCFS service discipline. Journal of Industrial and Management Optimization, 2014, 10 (1) : 193-206. doi: 10.3934/jimo.2014.10.193 |
[17] |
Haixiang Yao, Zhongfei Li, Xun Li, Yan Zeng. Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Journal of Industrial and Management Optimization, 2017, 13 (3) : 1273-1290. doi: 10.3934/jimo.2016072 |
[18] |
Qian Zhang, Huaicheng Yan, Jun Cheng, Xisheng Zhan, Kaibo Shi. Fault detection filtering for continuous-time singular systems under a dynamic event-triggered mechanism. Discrete and Continuous Dynamical Systems - S, 2022 doi: 10.3934/dcdss.2022023 |
[19] |
Zheng Dou, Shaoyong Lai. Optimal contracts and asset prices in a continuous-time delegated portfolio management problem. Journal of Industrial and Management Optimization, 2022 doi: 10.3934/jimo.2022083 |
[20] |
Carlos Hervés-Beloso, Emma Moreno-García. Market games and walrasian equilibria. Journal of Dynamics and Games, 2020, 7 (1) : 65-77. doi: 10.3934/jdg.2020004 |
Impact Factor:
Tools
Metrics
Other articles
by authors
[Back to Top]