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El Uso De Sistemas Dinámicos Estocásticos En La Teoría De Juegos Y La Economía

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  • Roberto Serrano

    ()
    (CEMFI, Centro de Estudios Monetarios y Financieros)

Abstract

Este breve artículo glosa algunas de las aplicaciones recientes de sistemas dinámicos estocásticos de la Teoría de Juegos y la Economía. El modelo que se describe con más detalle demuestra que la única asignación estocásticamente estable de un proceso de intercambio entre coaliciones sujeto a errores en la toma de decisiones es la asociada al equilibrio de mercado. Resultados como éste proveen una nueva fundamentación a un concepto central en la Teoría Económica.

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File URL: http://www.cemfi.es/ftp/wp/0707.pdf
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Bibliographic Info

Paper provided by CEMFI in its series Working Papers with number wp2007_0707.

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Date of creation: Jul 2007
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Handle: RePEc:cmf:wpaper:wp2007_0707

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Related research

Keywords: Riskiness; risk aversion; expected utility; decision making under uncertainty; portfolio choice; Sharpe ratio; value at risk; coherent measures of risk.;

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