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The strong sequential core in a dynamic exchange economy

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Author Info

  • Arkadi Predtetchinski

    ()

  • P. Herings

    ()

  • Hans Peters

    ()

Abstract

Dynamic exchange economies with uncertainty are considered where the information is released over infinite time. The strong sequential core of such an economy consists of those consumption streams that can be improved upon by no coalition at no moment of time. Non-emptiness of the strong sequential core is established given a high enough discount factor. Moreover, sufficient conditions are given under which the strong sequential core contains only time and history independent consumption streams. Copyright Springer-Verlag Berlin/Heidelberg 2004

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File URL: http://hdl.handle.net/10.1007/s00199-003-0404-1
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Bibliographic Info

Article provided by Springer in its journal Economic Theory.

Volume (Year): 24 (2004)
Issue (Month): 1 (07)
Pages: 147-162

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Handle: RePEc:spr:joecth:v:24:y:2004:i:1:p:147-162

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Related research

Keywords: Core; Stationary economies; Uncertainty.;

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Cited by:
  1. Hellman, Ziv, 2008. "Bargaining Set Solution Concepts in Dynamic Cooperative Games," MPRA Paper 8798, University Library of Munich, Germany.
  2. Predtetchinski, Arkadi, 2007. "The strong sequential core for stationary cooperative games," Games and Economic Behavior, Elsevier, vol. 61(1), pages 50-66, October.
  3. Ehud Lehrer & Marco Scarsini, 2013. "On the Core of Dynamic Cooperative Games," Dynamic Games and Applications, Springer, vol. 3(3), pages 359-373, September.
  4. Ziv Hellman, 2009. "Bargaining Set Solution Concepts in Repeated Cooperative Games," Discussion Paper Series dp523, The Center for the Study of Rationality, Hebrew University, Jerusalem.

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