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You searched for subject:(comparative statics). Showing records 1 – 3 of 3 total matches.

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University of Exeter

1. Hartmann, L. Perceived ambiguity, ambiguity attitude and strategic ambiguity in games.

Degree: PhD, 2019, University of Exeter

This thesis contributes to the theoretical work on decision and game theory when decision makers or players perceive ambiguity. The first article introduces a new axiomatic framework for ambiguity aversion and provides axiomatic characterizations for important preference classes that thus far had lacked characterizations. The second article introduces a new axiom called Weak Monotonicity which is shown to play a crucial role in the multiple prior model. It is shown that for many important preference classes, the assumption of monotonic preferences is a consequence of the other axioms and does not have to be assumed. The third article introduces an intuitive definition of perceived ambiguity in the multiple prior model. It is shown that the approach allows an application to games where players perceive strategic ambiguity. A very general equilibrium existence result is given. The modelling capabilities of the approach are highlighted through the analysis of examples. The fourth article applies the model from the previous article to a specific class of games with a lattice-structure. We perform comparative statics on perceived ambiguity and ambiguity attitude. We show that more optimism does not necessarily lead to higher equilibria when players have Alpha-Maxmin preferences. We present necessary and sufficient conditions on the structure of the prior sets for this comparative statics result to hold. The introductory chapter provides the basis of the four articles in this thesis. An overview of axiomatic decision theory, decision-making under ambiguity and ambiguous games is given. It introduces and discusses the most relevant results from the literature.

Subjects/Keywords: 330; Choquet Expected Utility; Balanced Capacities; Exact Capacities; Multiple Priors; Monotonicity; Weak Monotonicity; Maxmin Expected Utility; Subjective Expected Utility; Perceived Ambiguity; Ambiguity Attitude; Ambiguous Games; Alpha-Maxmin Preferences; Comparative Statics

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APA (6th Edition):

Hartmann, L. (2019). Perceived ambiguity, ambiguity attitude and strategic ambiguity in games. (Doctoral Dissertation). University of Exeter. Retrieved from http://hdl.handle.net/10871/35581

Chicago Manual of Style (16th Edition):

Hartmann, L. “Perceived ambiguity, ambiguity attitude and strategic ambiguity in games.” 2019. Doctoral Dissertation, University of Exeter. Accessed October 28, 2020. http://hdl.handle.net/10871/35581.

MLA Handbook (7th Edition):

Hartmann, L. “Perceived ambiguity, ambiguity attitude and strategic ambiguity in games.” 2019. Web. 28 Oct 2020.

Vancouver:

Hartmann L. Perceived ambiguity, ambiguity attitude and strategic ambiguity in games. [Internet] [Doctoral dissertation]. University of Exeter; 2019. [cited 2020 Oct 28]. Available from: http://hdl.handle.net/10871/35581.

Council of Science Editors:

Hartmann L. Perceived ambiguity, ambiguity attitude and strategic ambiguity in games. [Doctoral Dissertation]. University of Exeter; 2019. Available from: http://hdl.handle.net/10871/35581

2. Tanaka, Hiroyuki. Essays on Comparative Statics on Non-expected Utility Models .

Degree: 2019, Kyoto University

Subjects/Keywords: Non-expected utility; Monotone comparative statics

Page 1 Page 2 Page 3 Page 4 Page 5

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APA (6th Edition):

Tanaka, H. (2019). Essays on Comparative Statics on Non-expected Utility Models . (Thesis). Kyoto University. Retrieved from http://hdl.handle.net/2433/242455

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tanaka, Hiroyuki. “Essays on Comparative Statics on Non-expected Utility Models .” 2019. Thesis, Kyoto University. Accessed October 28, 2020. http://hdl.handle.net/2433/242455.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tanaka, Hiroyuki. “Essays on Comparative Statics on Non-expected Utility Models .” 2019. Web. 28 Oct 2020.

Vancouver:

Tanaka H. Essays on Comparative Statics on Non-expected Utility Models . [Internet] [Thesis]. Kyoto University; 2019. [cited 2020 Oct 28]. Available from: http://hdl.handle.net/2433/242455.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tanaka H. Essays on Comparative Statics on Non-expected Utility Models . [Thesis]. Kyoto University; 2019. Available from: http://hdl.handle.net/2433/242455

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Vernet, Lucas. Four essays on economic networks : Quatre essais sur les réseaux économiques.

Degree: Docteur es, Sciences économiques, 2019, Paris, Institut d'études politiques

Cette thèse se trouve à l'intersection de deux sujets de recherches en économie qui ont connus des développements récents : d'un côté, la modélisation et l'étude des réseaux économiques, de l'autre, la théorie du transport et ses applications en économie. Les quatre chapitres de cette thèse déclinent plusieurs résultats théoriques en lien avec ces deux sujets, en insistant sur leurs connections. Le premier chapitre modélise des contrats bipartites sur un marché décentralisé comme un problème de flux. Ce travail prouve l’existence d'un équilibre compétitif et discute son efficacité. Nous présentons des interprétations de ce modèle dans le cas où les biens sont indivisibles. Ces spécifications sont utilisées pour proposer un modèle du marché du prêt interbancaire. Dans le second chapitre, co-écrit avec Alfred Galichon et Larry Samuelson, nous prouvons un théorème de statiques comparatives monotones. Nous appliquons ensuite ce résultat à plusieurs modèles économiques classiques (modèles d'appariement, modèles hédoniques et problèmes de flux de coût minimum). Le troisième chapitre, co-écrit avec Alfred Galichon et Arthur Charpentier, présente des outils pour résoudre les problèmes d'appariement sur des réseaux de grandes dimensions avant de les mettre en pratique. Enfin le quatrième chapitre, co-écrit avec Rakesh Vohra, montre comment un assureur monopolistique peut utiliser les externalités entre agents - modélisées comme un réseau - pour maximiser ses revenus. Bien qu’exerçant le niveau d'effort optimal d'un point de vue social, tous les agents préfèrent l'équilibre précédant l'introduction de l'assureur.

This dissertation lies at the intersection of two fields of research in economics that have recently substantially developed: on the one hand, the modeling and study of economic networks, and on the other hand, transport theory and its applications in economics. The four chapters of this dissertation present theoretical results in relation with these two topics and put stress on their connections. The first chapter models bipartite contracts on a decentralized market as an equilibrium flow problem. We prove the existence of a competitive equilibrium outcome and discuss its effciency. We interpret this equilibrium in the case of indivisible commodities. As an illustration, we build a model for the overnight interbank loan market with counterparty risk and collateralization costs. In the second one, written in collaboration with Alfred Galichon and Larry Samuelson, we prove a monotone comparative statics theorem that we then apply to several classical economic models (matching models, min-cost flow problems and hedonic models). The third chapter is a joint work with Alfred Galichon and Arthur Charpentier. It presents tools to solve for matching problems on large geographic networks before applying them to examples. Finally, the fourth chapter, written with Rakesh Vohra, shows how a monopolistic insurer can use externalities between agents - modeled as a network - to maximize his profit. We show that a monopolistic…

Advisors/Committee Members: Galichon, Alfred (thesis director).

Subjects/Keywords: Réseau; Flux; Statiques comparatives monotones; Externalité; Network; Flow; Monotone comparative statics; Externality; 330

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vernet, L. (2019). Four essays on economic networks : Quatre essais sur les réseaux économiques. (Doctoral Dissertation). Paris, Institut d'études politiques. Retrieved from http://www.theses.fr/2019IEPP0006

Chicago Manual of Style (16th Edition):

Vernet, Lucas. “Four essays on economic networks : Quatre essais sur les réseaux économiques.” 2019. Doctoral Dissertation, Paris, Institut d'études politiques. Accessed October 28, 2020. http://www.theses.fr/2019IEPP0006.

MLA Handbook (7th Edition):

Vernet, Lucas. “Four essays on economic networks : Quatre essais sur les réseaux économiques.” 2019. Web. 28 Oct 2020.

Vancouver:

Vernet L. Four essays on economic networks : Quatre essais sur les réseaux économiques. [Internet] [Doctoral dissertation]. Paris, Institut d'études politiques; 2019. [cited 2020 Oct 28]. Available from: http://www.theses.fr/2019IEPP0006.

Council of Science Editors:

Vernet L. Four essays on economic networks : Quatre essais sur les réseaux économiques. [Doctoral Dissertation]. Paris, Institut d'études politiques; 2019. Available from: http://www.theses.fr/2019IEPP0006

.