A model of random sales

DOI10.1134/S0001434618030112zbMATH Open1406.91133OpenAlexW2800386452MaRDI QIDQ722155FDOQ722155

Authors: I. G. Pospelov 

Publication date: 23 July 2018

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0001434618030112

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zbMATH Keywords

utilitytradejump Markov processBellman equationasymptotics of frequent sales

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Utility theory (91B16)

Cites Work

• Elements of convex and strongly convex analysis
• The Construction of Utility Functions from Expenditure Data
• Nonparametric methods for analysis of consumer demand structure
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Cited In (2)

• Entanglement between demand and supply in markets with bandwagon goods
• A model of sales with differentiated and homogeneous goods

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