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  • Search: subject:"hidden state"
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Year of publication
Subject
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folk theorem 6 hidden state 6 Contagion 5 Stochastic game 5 Folk theorem 4 Folk-Theorem 4 Game theory 4 Spieltheorie 4 Stochastisches Spiel 4 random blocks 4 uniform connectedness 4 Asset Allocation 3 Hidden State 3 Hidden state 3 Markov chain 3 Markov-Kette 3 Nonlinear Filtering 3 Selfexciting Processes 3 Stochastic process 3 Stochastischer Prozess 3 robust connectedness 3 stochastic game 3 Ansteckungseffekt 2 Asset allocation 2 Contagion effect 2 Nonlinear filtering 2 Portfolio selection 2 Portfolio-Management 2 Self-exciting processes 2 Theorie 2 Theory 2 Agribusiness 1 Agricultural Finance 1 Climate change 1 Discounting 1 France and Italy 1 Francji i we Włoszech oraz ocena skutków i zakresu tego ukrytego wsparcia. 1 International Relations/Trade 1 Long term 1 Repeated games 1
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Online availability
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Free 7 Undetermined 2
Type of publication
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Book / Working Paper 7 Article 6
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
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Language
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English 8 Undetermined 5
Author
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Yamamoto, Yuichi 6 Branger, Nicole 5 Kraft, Holger 5 Meinerding, Christoph 5 Budlewska, Renata 1 Dziemianowicz, Ryta 1 Weitzman, Martin 1
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Institution
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Department of Economics, University of Pennsylvania 1 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 1
Published in...
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Working papers / Penn Institute for Economic Research 3 SAFE Working Paper 2 Environmental & Resource Economics 1 Journal of Economic Dynamics and Control 1 Journal of economic dynamics & control 1 PIER Working Paper Archive 1 Problems of World Agriculture / Problemy Rolnictwa Światowego 1 SAFE Working Paper Series 1 SAFE working paper 1 Theoretical Economics 1 Theoretical economics : TE ; an open access journal in economic theory 1
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Source
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ECONIS (ZBW) 6 RePEc 5 EconStor 2
Showing 1 - 10 of 13
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Stochastic games with hidden states
Yamamoto, Yuichi - In: Theoretical Economics 14 (2019) 3, pp. 1115-1167
about a hidden state each period. We find that, very generally, the feasible and individually rational payoff set is …
Persistent link: https://www.econbiz.de/10012215319
Saved in:
Cover Image
Stochastic games with hidden states
Yamamoto, Yuichi - In: Theoretical economics : TE ; an open access journal in … 14 (2019) 3, pp. 1115-1167
about a hidden state each period. We find that, very generally, the feasible and individually rational payoff set is …
Persistent link: https://www.econbiz.de/10012104607
Saved in:
Cover Image
Stochastic games with hidden states
Yamamoto, Yuichi - 2018 - This version: May 19, 2018
Persistent link: https://www.econbiz.de/10012001062
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Preferencje podatkowe jako instrument polityki rolnej – na przykładzie wybranych państw Unii Europejskiej
Dziemianowicz, Ryta; Budlewska, Renata - In: Problems of World Agriculture / Problemy Rolnictwa … 14 (2014) 29
Persistent link: https://www.econbiz.de/10011095989
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Cover Image
Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - 2013
This paper compares two classes of models that allow for additional channels of correlation between asset returns: regime switching models with jumps and models with contagious jumps. Both classes of models involve a hidden Markov chain that captures good and bad economic states. The distinctive...
Persistent link: https://www.econbiz.de/10010327819
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Cover Image
Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - 2013 - This version: April 18, 2013
This paper compares two classes of models that allow for additional channels of correlation between asset returns: regime switching models with jumps and models with contagious jumps. Both classes of models involve a hidden Markov chain that captures good and bad economic states. The distinctive...
Persistent link: https://www.econbiz.de/10010226651
Saved in:
Cover Image
Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - Research Center SAFE (Sustainable Architecture for … - 2013
This paper compares two classes of models that allow for additional channels of correlation between asset returns: regime switching models with jumps and models with contagious jumps. Both classes of models involve a hidden Markov chain that captures good and bad economic states. The distinctive...
Persistent link: https://www.econbiz.de/10010955139
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We can cooperate even when the monitoring structure will never be known
Yamamoto, Yuichi - 2017 - This version: April 8, 2017
Persistent link: https://www.econbiz.de/10011705443
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Stochastic games with hidden states
Yamamoto, Yuichi - 2016 - This version: April 26, 2016
Persistent link: https://www.econbiz.de/10011565946
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Stochastic Games with Hidden States
Yamamoto, Yuichi - Department of Economics, University of Pennsylvania - 2015
This paper studies infinite-horizon stochastic games in which players observe noisy public information about a hidden … state each period. We find that if the game is connected, the limit feasible payoff set exists and is invariant to the …
Persistent link: https://www.econbiz.de/10011165806
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