Accessibility of Pareto optima by Walrasian exchange processes

DOI10.1016/0304-4068(94)90014-0zbMath0822.90017OpenAlexW2056002801MaRDI QIDQ1804382

Jean-Marc Bottazzi

Publication date: 14 May 1995

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(94)90014-0

zbMATH Keywords

individually rational Pareto optimumWalrasian exchange process

Mathematics Subject Classification ID

Economic growth models (91B62) General equilibrium theory (91B50)

Related Items

Continuous adjustments and Smale's non-tâtonnement processes, On the uniqueness of local equilibria, Discrete Walrasian exchange process, Unnamed Item, Continuity and uniqueness of equilibria for linear exchange economies, Nominal uniqueness and money non-neutrality in the limit-price exchange process

Cites Work

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• Surplus-Sharing Local Games in Dynamic Exchange Processes
• Multivalued Differential Equations and Ordinary Differential Equations