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Stability of Radner equilibria with respect to small frictions.

Martin HerdegenJohannes Muhle-Karbe
Published in: Finance Stochastics (2018)
Keyphrases
  • small number
  • game theory
  • optimal solution
  • fixed point
  • game theoretic
  • small size
  • real time
  • real world
  • machine learning
  • database systems
  • bayesian networks
  • information technology