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The Black-Scholes-Merton model as an idealization of discrete-time economies
Kreps, David M. - 2019
Persistent link: https://www.econbiz.de/10012107718
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Choosing a good toolkit, I : prior-free heuristics
Francetich, Alejandro; Kreps, David M. - In: Journal of economic dynamics & control 111 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012501360
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Choosing a good toolkit, II : Bayes-rule based heuristics
Francetich, Alejandro; Kreps, David M. - In: Journal of economic dynamics & control 111 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012501362
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On the robustness of equilibrium refinements
Fudenberg, Drew; Kreps, David M.; Levine, David K. - In: Journal of Economic Theory 44 (1988) 2, pp. 354-380
Persistent link: https://www.econbiz.de/10005153917
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Learning in extensive-form games I. Self-confirming equilibria
Fudenberg, Drew; Kreps, David M. - In: Games and Economic Behavior 8 (1995) 1, pp. 20-55
A group of individuals repeatedly plays a fixed extensive-form game, using past play to forecast future actions. Each (asymptotically) maximizes his own immediate expected payoff, believing that others' play corresponds to the historical frequencies of past play. Because players observe only the...
Persistent link: https://www.econbiz.de/10009195061
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Stochastic choice and revealed perturbed utility
Fudenberg, Drew; Iijima, Ryota; Strzalecki, Tomasz - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2371-2409
Persistent link: https://www.econbiz.de/10011431543
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Comment on "imitation processes with small mutations : (j. econ. theory 131 (2006) 251-262)
McAvoy, Alex - In: Journal of economic theory 159 (2015), pp. 66-69
Persistent link: https://www.econbiz.de/10011550406
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Record-keeping and cooperation in large societies
Clark, Daniel; Fudenberg, Drew; Wolitzky, Alexander - In: The review of economic studies : RES 88 (2021) 5, pp. 2179-2209
Persistent link: https://www.econbiz.de/10012621180
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Justified communication equilibrium
Clark, Daniel; Fudenberg, Drew - In: American economic review 111 (2021) 9, pp. 3004-3034
Persistent link: https://www.econbiz.de/10012614348
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Simplicity and probability weighting in choice under risk
Fudenberg, Drew; Puri, Indira - In: AEA papers and proceedings 112 (2022), pp. 421-425
Persistent link: https://www.econbiz.de/10013253526