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Markov perfect industry dynamics with many firms

Weintraub, Gabriel; Benkard, C. Lanier; Van Roy, Benjamin - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 6, pp. 1375-1411

Persistent link: https://www.econbiz.de/10003797072

Markov perfect industry dynamics with many firms

Weintraub, Gabriel (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003416246

Managing the quality of a resource with stock and flow controls

Keohane, Nathaniel O.; Van Roy, Benjamin; Zeckhauser, … - In: Journal of public economics 91 (2007) 3/4, pp. 541-569

Persistent link: https://www.econbiz.de/10003428517

Industry dynamics : foundations for models with an infinite number of firms

Weintraub, Gabriel; Benkard, C. Lanier; Van Roy, Benjamin - 2010

"This paper explores the connection between three important threads of economic research offering different approaches to studying the dynamics of an industry with heterogeneous firms. Finite models of the form pioneered by Ericson and Pakes (1995) capture the dynamics of a finite number of...

Persistent link: https://www.econbiz.de/10008648862

Control of diffusions via linear programming

Han, Jiarui; Van Roy, Benjamin - In: Stochastic programming : the state of the art ; in …, (pp. 329-353). 2011

Persistent link: https://www.econbiz.de/10008798646

Computational methods for oblivious equilibrium

Weintraub, Gabriel (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003527680

Resource allocation via message passing

Moallemi, Ciamac C.; Van Roy, Benjamin - In: INFORMS journal on computing : JOC 23 (2011) 2, pp. 205-219

Persistent link: https://www.econbiz.de/10009156497

Portfolio selection with qualitative input

Chiarawongse, Anant; Kiatsupaibul, Seksan; Tirapat, Sunti; … - In: Journal of banking & finance 36 (2012) 2, pp. 489-496

Persistent link: https://www.econbiz.de/10009511303

Industry dynamics : foundations for models with an infinite number of firms

Weintraub, Gabriel; Benkard, C. Lanier; Van Roy, Benjamin - In: Journal of economic theory 146 (2011) 5, pp. 1965-1994

Persistent link: https://www.econbiz.de/10009308128

Adaptive execution : exploration and learning of price impact

Park, Beomsoo; Van Roy, Benjamin - In: Operations research 63 (2015) 5, pp. 1058-1076

Persistent link: https://www.econbiz.de/10011397801