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An Econometric Analysis of the Asymmetric Information, Regu lator-Ut lity Interaction
Asymmetric Information Regu lator-Ut lity
2015/7/31
This paper presents procedures for estimating the parameters of a
regulated firm's production function which explicitly model the impact of the private
information possessed by utility in the regu...
Information and Timing in Repeated Partnerships.
Distributional Strategies for Games with Incomplete Information
Distributional Strategies Incomplete Information
2015/7/21
Distributional Strategies for Games with Incomplete Information.
Topologies on Information and Strategies in Normal‑Form Games with Incomplete Information
Topologies on Information Strategies in Normal Games Incomplete Information
2015/7/21
Topologies on Information and Strategies in Normal‑Form Games with Incomplete Information.
Limit Pricing and Entry Under Incomplete Information:An Equilibrium Analysis
Limit Pricing Entry Under Incomplete Information Equilibrium Analysis
2015/7/21
Limit Pricing and Entry Under Incomplete Information:An Equilibrium Analysis.
Competitive Bidding with Proprietary Information
Competitive Bidding Proprietary Information
2015/7/21
Competitive Bidding with Proprietary Information.
A Convergence Theorem for Competitive Bidding with Differential Information
Convergence Theorem Competitive Bidding Differential Information
2015/7/21
A Convergence Theorem for Competitive Bidding with Differential Information.
Rational Expectations,Information Acquisition,and Competitive Bidding
Rational Expectations Information Acquisition Competitive Bidding
2015/7/21
Rational Expectations,Information Acquisition,and Competitive Bidding.
The Value of Information in a Sealed Bid Auction.
Efficiency in Games With Markovian Private Information
Repeated Bayesian games efficiency Markov chains
2014/9/10
We study repeated Bayesian games with communication and observable actions in which the players' privately known payoffs evolve according to an irreducible Markov chain whose transitions are independe...
How Non-linearity will Transform Information Systems
Complexity Nonlinearity Econophysics Rational Expectations Risk Business intelligence corporate performance management
2012/9/17
One “problem” with the 21st century world, particularly the economic and business worlds, is the phenomenal and increasing number of interconnections between economic agents (consumers, firms, banks, ...
Portfolio optimization with insider's initial information and counterparty risk
asymmetric information enlargement of filtrations counterparty risk optimal investment duality dynamic programming.
2012/9/14
We study the gain of an insider having private information which concerns the default risk of a counterparty. More precisely, the default time τ is modelled as the first time a stochastic process hits...
Signal processing with Levy information
Signal processing L磂vy process Esscher transformation nonlinear filtering innovations process information process cybernetics.
2012/9/14
L磂vy processes, which have stationary independent increments, are ideal fo modelling the various types of noise that can arise in communication channel If a L磂vy process admits exponential moments, th...
A Generalization of the Shannon-McMillan-Breiman Theorem and the Kelly Criterion Leading to a Definition of Pragmatic Information
Shannon-McMillan-Breiman Theorem Kelly Criterion Leading Pragmatic Information
2010/10/29
After reviewing the strengthened hypotheses of the Shannon-MacMillan-Breiman Theorem, versus the standard statement of the Noiseless Coding Theorem, we state and prove a similar result for relative in...
An information theoretic approach to statistical dependence: copula information
An information theoretic statistical dependence copula information
2010/11/3
We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and depende...