Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency (Q1229798): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0022-0531(76)90012-0 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2037819986 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4070950 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4091866 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5588318 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Temporary competitive equilibrium and the existence of self-fulfilling expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4131980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Competitive Equilibrium Under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Production and Allocation Under Uncertainty / rank
 
Normal rank

Latest revision as of 19:37, 12 June 2024

scientific article
Language Label Description Also known as
English
Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency
scientific article

    Statements