Pages that link to "Item:Q5474973"
From MaRDI portal
The following pages link to Envelope Theorems for Arbitrary Choice Sets (Q5474973):
Displayed 50 items.
- Uniqueness in symmetric first-price auctions with affiliation (Q2455656) (← links)
- Selling options (Q2455665) (← links)
- Expected consumer's surplus as an approximate welfare measure (Q2460227) (← links)
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks (Q2466886) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- An envelope theorem and some applications to discounted Markov decision processes (Q2483011) (← links)
- An actor-critic algorithm for constrained Markov decision processes (Q2504518) (← links)
- Relational incentive contracts with productivity shocks (Q2516234) (← links)
- Pricing in position auctions and online advertising (Q2636854) (← links)
- On the value of information in the presence of moral hazard (Q2644693) (← links)
- Statistical thresholds for tensor PCA (Q2657928) (← links)
- General truthfulness characterizations via convex analysis (Q2667284) (← links)
- Optimal revenue-sharing mechanisms with seller commitment to ex-post effort (Q2667579) (← links)
- Stochastic choice and rational inattention (Q2673163) (← links)
- Optimizing production and maintenance for the service-oriented manufacturing supply chain (Q2675630) (← links)
- Monopolistic Signal Provision (Q2867511) (← links)
- A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM (Q2874280) (← links)
- DYNAMIC CONTRACTS WITH WORKER MOBILITY VIA DIRECTED ON-THE-JOB SEARCH (Q2956904) (← links)
- Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise (Q3387930) (← links)
- OPTIMAL GRADING (Q3459205) (← links)
- Risk-Constrained Reinforcement Learning with Percentile Risk Criteria (Q4558492) (← links)
- Sparse subspace linear discriminant analysis (Q4579984) (← links)
- Pricing and investments in matching markets (Q4585983) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- Mechanism and Network Design with Private Negative Externalities (Q4604896) (← links)
- A complete characterization of equilibria in an intrinsic common agency screening game (Q4612467) (← links)
- The optimal degree of monetary discretion in a new Keynesian model with private information (Q4612471) (← links)
- A tractable model of monetary exchange with ex post heterogeneity (Q4612472) (← links)
- Opinion Formation Models with Heterogeneous Persuasion and Zealotry (Q4684189) (← links)
- Non‐smooth monotonicity constraints in optimal control problems: Some economic applications (Q4911974) (← links)
- Spectral Analysis of Matrix Scaling and Operator Scaling (Q4997323) (← links)
- Envelope Theorems for Multistage Linear Stochastic Optimization (Q5031649) (← links)
- Mean-Field Limit for a Class of Stochastic Ergodic Control Problems (Q5037500) (← links)
- Constant Regret Resolving Heuristics for Price-Based Revenue Management (Q5060522) (← links)
- Robust Risk-Aware Reinforcement Learning (Q5065087) (← links)
- Bayesian Optimization with Expensive Integrands (Q5071110) (← links)
- Optimal Control of a Time-Varying Double-Ended Production Queueing Model (Q5084486) (← links)
- Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes (Q5085150) (← links)
- The existence of horizontal envelopes in the 3D-Heisenberg group (Q5108946) (← links)
- Spatial Pricing in Ride-Sharing Networks (Q5126631) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
- Optimal Distributed Uplink Channel Allocation: A Constrained MDP Formulation (Q5198538) (← links)
- Robust Dynamic Pricing with Strategic Customers (Q5219692) (← links)
- ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE (Q5357403) (← links)
- (Q5381135) (← links)
- Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation (Q5739574) (← links)
- Technical Note—Nonlinear Pricing Competition with Private Capacity Information (Q5740213) (← links)
- Heavy-tailed distributions in a stochastic gene autoregulation model (Q5860317) (← links)
- Learning in Repeated Auctions (Q5863991) (← links)
- Economics of leadership and hierarchy (Q5964691) (← links)