Strong Core Theorems with Nonconvex Preferences
From MaRDI portal
Publication:3718447
DOI10.2307/1913208zbMath0589.90016OpenAlexW2165499466MaRDI QIDQ3718447
Publication date: 1985
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d05/d0590.pdf
core allocationssuccessive samplingagents' bundlesdemand setslarge economies with strongly convex preferences
Related Items
STRATEGIC EQUILIBRIA WITH PARTIALLY CONSUMABLE WITHHOLDINGS ⋮ The coalitional approach to core theory ⋮ Gap-minimizing prices and quadratic core convergence ⋮ Market games and Walrasian equilibria ⋮ On the core of normal form games with a continuum of players ⋮ Loeb extension and Loeb equivalence II ⋮ Modeling large societies: why countable additivity is necessary ⋮ A Nonstandard Approach to Option Pricing ⋮ Core convergence without monotone preferences and free disposal ⋮ The weak-core of a game in normal form with a continuum of players ⋮ Core allocations and small income transfers ⋮ Clubs and the market: Large finite economies ⋮ Walrasian analysis via two-player games ⋮ The core and the hedonic core: Equivalence and comparative statics ⋮ Loeb extension and Loeb equivalence
