This paper surveys some recent developments in the literature which studies continuous-time evolutionary dynamics in the context of economic modeling.

This paper attempts to identify, in a framework deliberately stripped of unnecessary technicalities, some of the basic reasons why adaptive learning may or may not lead to stability and convergence to self-fulfilling expectations in large socioeconomic systems where no agent, or collection of...

In this paper we develop a new version of the algortihm proposed in [17] for solving exactly some variants of (un)weighted constrained two-dimensional cutting stock problems. We introduce one-dimensional bounded knapsacks in order to obtain an improved initial lower bound for limitating...

We develop in this paper simple geometrical methods to study local indeterminacy, bifurcations and stochastic (sunspot) equilibria near a steady state, in nonlinear two dimensional economic models. We present in particular a simple geometrical characterization of the support of stochastic...

A major source of difficulty in the construction of dynamic econometric models is the specification of the timing interval of the relationship between economic variables. The econometric modelling has to use the available data, so it is common practice that when only annual data are available...

We introduce a new method, called "customer oriented finite perturbation analysis" (CFPA), for sensitivity estimation for discrete event dynamic systems (DEDS). We discuss the CFPA algorithm and applying a new proof technique we obtain necessary conditions for CFPA to yield an unbiased estimator...