Myopic Economic Agents

From MaRDI portal
Publication:3898288

DOI10.2307/1913315zbMath0451.90024OpenAlexW2122981731MaRDI QIDQ3898288

Donald J. Brown, Lucinda M. Lewis

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913315




Related Items (52)

Does backwards induction imply subgame perfection?About delay aversionMyopic topologies on general commodity spacesImplicitly additive utility and the nature of optimal economic growthRawlsian equity and generalised utilitarianism with an infinite populationAn example of the Peleg and Yaari economyA Yosida-Hewitt decomposition for totally monotone games.Order preserving functions on ordered topological vector spacesTime and riskA not so myopic axiomatization of discountingEquilibrium in economies with infinitely many consumers and infinitely many commoditiesPareto optimality and existence of quasi-equilibrium in exchange economies with an indefinite futureExistence of equilibria with infinitely many consumers and infinitely many commodities. A theorem based on models of commodity differentiationMyopic utility functions on sequential economiesEquilibria in exchange economies with a countable number of agentsFundamental utilitarianism and intergenerational equity with extinction discountingA topological approach to delay aversionEquilibrium analysis of the infinite horizon model with smooth discounted utility functionsAdditive valuations of streams of payoffs that satisfy the time value of money principle: A characterization and robust optimizationHyperopic topologies on \(l^{\infty}\)An \(\alpha\)-maxmin utility representation for close and distant future preferences with temporal biasesEquitable intergenerational preferences on restricted domainsImpatience implication of weakly Paretian orders: existence and genericityCharges as equilibrium prices and asset bubblesIntergenerational social choice without the Pareto principleIntergenerational equity and an explicit construction of welfare criteriaCompetitive equilibria and the grand coalitionEquilibria in markets with a Riesz space of commoditiesDynamic theory of preferences: habit formation and taste for varietyComparative impatienceOptimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agentsPlanning for the long run: programming with patient, Pareto responsive preferencesSome characterizations of non-additive multi-period modelsGeneral equilibrium, wariness and efficient bubblesConstructive utility functions on Banach spacesEdgeworth equilibria, fuzzy core, and equilibria of a production economy without ordered preferencesRecursive utility and the Ramsey problemDept constraints and equilibrium in infinite horizon economies with incomplete marketsA macroscopic portfolio model: from rational agents to bounded rationalityEndogenous discounting, wariness, and efficient capital taxationOn a class of variational problems arising in mathematical economicsIntertemporal objective functions: strong Pareto versus anonymityThe topology of fearBlocking efficacy of small coalitions in myopic economiesLocally convex infinitesimal calculus. 2. Computations on Mackey \((\ell^{\infty})\)On the existence of equilibria in economies with an infinite dimensional commodity spaceINCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES1No equilibrium in infinite economies: Two examplesFinitely optimal allocation in countably large-square exchange economiesImpossibility theorems and infinite horizon planningInfinite Chichilnisky rulesExtension of Monotonic Functions and Representation of Preferences




This page was built for publication: Myopic Economic Agents