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Characterizing Properties of Stochastic Objective Functions

Author

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.

Suggested Citation

  • Athey, S., 1996. "Characterizing Properties of Stochastic Objective Functions," Working papers 96-1, Massachusetts Institute of Technology (MIT), Department of Economics.
    • Handle: RePEc:mit:worpap:96-1
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    Cited by:

    1. Felipe Balmaceda, 2020. "Contracting with moral hazard, adverse selection and risk neutrality: when does one size fit all?," International Journal of Game Theory, Springer;Game Theory Society, vol. 49(2), pages 601-637, June.
    2. Schmutzler, Armin & Bühler, Stefan & Borek, Thomas, 2003. "Weddings with Uncertain Prospects - Mergers under Asymmetric Information," CEPR Discussion Papers 3839, C.E.P.R. Discussion Papers.
    3. Athey, Susan & Levin, Jonathan, 2018. "The value of information in monotone decision problems," Research in Economics, Elsevier, vol. 72(1), pages 101-116.
    4. Eugenio J. Miravete, 2001. "Screening Through Bundling," Penn CARESS Working Papers 3b8e0b3847b08b90e8570987c, Penn Economics Department.
    5. Susan Athey & Armin Schmutzler, 1999. "Innovation and the Emergence of Market Dominance," Working papers 99-18, Massachusetts Institute of Technology (MIT), Department of Economics.
    6. Van Zandt, Timothy & Vives, Xavier, 2007. "Monotone equilibria in Bayesian games of strategic complementarities," Journal of Economic Theory, Elsevier, vol. 134(1), pages 339-360, May.
    7. 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.
    8. Alan Beggs, 2015. "Learning in Monotone Bayesian Games," Economics Series Working Papers 737, University of Oxford, Department of Economics.
    9. Gollier Christian & Schlee Edward E, 2006. "Increased Risk-Bearing with Background Risk," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-29, March.
    10. Eric Friedman, 1997. "Paths in Additive Cost Sharing," Departmental Working Papers 199706, Rutgers University, Department of Economics.
    11. Beggs, A.W., 2015. "Regularity and robustness in monotone Bayesian games," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 145-158.
    12. Alan Beggs & A.W. Beggs, 2011. "Regularity and Stability in Monotone Bayesian Games," Economics Series Working Papers 587, University of Oxford, Department of Economics.
    13. Volker Grossmann, 2003. "Contest for Attention in a Quality-Ladder Model of Endogenous Growth," CESifo Working Paper Series 1003, CESifo.
    14. 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.
    15. Ghossoub, Mario, 2010. "Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model"," MPRA Paper 37717, University Library of Munich, Germany, revised 22 Mar 2012.

    More about this item

    Keywords

    MATHEMATICS; STATISTICS; ECONOMETRICS;
    All these keywords.

    JEL classification:

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

    Statistics

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