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quant-econ.bib
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year=2003,
volume={71},
number={4},
pages={1239-1254},
month={07},
keywords={},
doi={},
abstract={ We present a general method for computing the set of supergame equilibria in infinitely repeated games with perfect monitoring and public randomization. We present a three-stage algorithm that constructs a convex set containing the set of equilibrium values, constructs another convex set contained in the set of equilibrium values, and produces strategies that support them. We explore the properties of this algorithm by applying it to familiar games. Copyright The Econometric Society 2003.},
url={https://ideas.repec.org/a/ecm/emetrp/v71y2003i4p1239-1254.html}
}
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title = {Notes on the Theory of Choice},
author = {David M. Kreps},
year = {1988},
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address = {Boulder, Colorado}
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title={Long-Term Risk: An Operator Approach},
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number={1},
pages={177-234},
month={01}
}
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author = {Lars Peter Hansen and Thomas J. Sargent},
year ={2017},
title = {Risk, Uncertainty, and Value},
publisher = {Princeton University Press},
address = {Princeton, New Jersey}
}
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title={Prediction and regulation by linear least-square methods},
author={Whittle, Peter},
publisher={English Univ. Press},
year={1963}
}
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}
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title={Optimum Signal Processing: An Introduction},
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year={1988}
}
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title={Probability, random variables, and stochastic processes},
author={Athanasios, Papoulis and Pillai, S Unnikrishna},
publisher={Mc-Graw Hill},
year={1991}
}
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title={Optimal properties of exponentially weighted forecasts},
author={Muth, John F},
journal={Journal of the american statistical association},
volume={55},
number={290},
pages={299--306},
year={1960},
publisher={Taylor \& Francis}
}
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title={Advanced linear algebra},
author={Roman, Steven},
volume={3},
year={2005},
publisher={Springer}
}
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author={Christopher Phelan and Ennio Stacchetti},
title={Sequential Equilibria in a Ramsey Tax Model},
journal={Econometrica},
year=2001,
volume={69},
number={6},
pages={1491-1518},
month={November}
}
@article{APS1990,
title = {Toward a Theory of Discounted Repeated Games with Imperfect Monitoring},
author = {Abreu, Dilip and David Pearce and Ennio Stacchetti},
journal = {Econometrica},
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