Characterizing Properties of Stochastic Objective Functions

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Characterizing Properties of Stochastic Objective Functions

Author Info

Athey, S.

Additional information is available for the following registered author(s):

Susan Athey

Abstract

This paper studies properties of stochastic objective functions, that is, objective functions which can be written as the expected value of a payoff function.

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Publisher Info
Paper provided by Massachusetts Institute of Technology (MIT), Department of Economics in its series Working papers with number 96-1.

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Length: 57 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:mit:worpap:96-1

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C00 - Mathematical and Quantitative Methods - - General - - - General

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Borek, Thomas & Bühler, Stefan & Schmutzler, Armin, 2003. "Weddings with Uncertain Prospects - Mergers under Asymmetric Information," CEPR Discussion Papers 3839, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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Edward Schlee & Christian Gollier, . "Increased Risk-Bearing with Background Risk," Working Papers 2132848, Department of Economics, W. P. Carey School of Business, Arizona State University. [Downloadable!]
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- Christian Gollier & Edward Schlee, 2006. "Increased Risk-Bearing with Background Risk," Topics in Theoretical Economics, Berkeley Electronic Press, vol. 6(1), pages 1249-1249. [Downloadable!] (restricted)
Van Zandt, Timothy & Vives, Xavier, 2003. "Monotone Equilibria in Bayesian Games of Strategic Complementarities," CEPR Discussion Papers 4103, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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Hennessy, David A. & Lapan, Harvey E., 2006. "On the Nature of Certainty Equivalent Functionals," Staff General Research Papers 12552, Iowa State University, Department of Economics.
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- Hennessy, David A. & Lapan, Harvey E., 2006. "On the nature of certainty equivalent functionals," Journal of Mathematical Economics, Elsevier, vol. 43(1), pages 1-10, December. [Downloadable!] (restricted)
Jonathan Levin & Susan Athey, 2001. "The Value of Information in Monotone Decision Problems," Working Papers 01003, Stanford University, Department of Economics. [Downloadable!]
Other versions:
- Susan Athey & Jonathan Levin, 1998. "The Value of Information In Monotone Decision Problems," Working papers 98-24, Massachusetts Institute of Technology (MIT), Department of Economics.
Aija Leiponen, 2005. "Core complementarities of the corporation: organization of an innovating firm," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 26(6), pages 351-365. [Downloadable!]
Eugenio J. Miravete, 2001. "Screening Through Bundling," Penn CARESS Working Papers 3b8e0b3847b08b90e8570987c, Penn Economics Department. [Downloadable!]
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- Susan Athey & Armin Schmutzler, 2000. "Innovation and the Emergence of Market Dominance," Econometric Society World Congress 2000 Contributed Papers 1881, Econometric Society. [Downloadable!]

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