The economics tag has no wiki summary.

**17**

votes

**9**answers

3k views

### General Equilibrium for Mathematicians

I've been reading up a lot on the recent financial crisis, and central to the story is the existence of general equilibrium models in economics, say, as proven by Arrow and Debreu (and MacKenzie?). ...

**12**

votes

**3**answers

2k views

### Zero-knowledge proof of positivity

If I have committed to a number x by revealing g^x mod p, can I prove that 0 < x mod (p-1) < (p-1)/2, i.e. that x is positive, without leaking any more information about x?
My bounty is ending ...

**10**

votes

**2**answers

786 views

### Is there an equivalent of Heisenberg's uncertainty principle in the decision sciences ?

From memories of a quantum mechanics class and Wikipedia:
In quantum mechanics, the uncertainty principle is any of a variety of mathematical inequalities asserting a fundamental limit to the ...

**8**

votes

**3**answers

948 views

### Weighted Regular Graphs

The following graph theoretic notion appeared in an economics paper entitled: "Prize competition under limited comparability, by Michele Piccione and Ran Spiegler which studies models of economics ...

**4**

votes

**2**answers

3k views

### Something like mathoverflow in other sciences [closed]

Are the sites similar to mathoverflow in other sciences related to mathematics? statistics, computer science, physics, economics, etc?
Let me explain what I mean by "similar": those are sites devoted ...

**4**

votes

**1**answer

1k views

### Examples of separable ordinary differential equations in economics

I'm currently teaching an integral calculus course for business students, and we're just about to discuss differential equations. They've worked hard, and I'd like to reward them with some economic ...

**2**

votes

**1**answer

163 views

### Optimal auction for risk-averse seller

Consider an auction of a single unit of indivisible good. There are $n$ buyers whose values of the object is drawn independently from the uniform distribution on $[0,1]$. The buyers have interim ...

**2**

votes

**0**answers

59 views

### A categorical analogue of Debreu's independent factors theorem

Background
A major question in Decision Theory is that of the cardinal meaning of a utility function. That is, given a set $X$, a utility function $u:X\rightarrow \mathbb{R}$ represents the choices ...

**1**

vote

**1**answer

194 views

### Market-clearing price vector in an “aggregate demand system”

I suppose this is really an economics question, but I'm posting here for want of a more appropriate forum. My question concerns an aggregate demand system in which we have $n$ variants of a product, ...

**0**

votes

**2**answers

295 views

### What does Arrow's theorem say about Kaldor-Hicks social welfare functions with von Neumann-Morgenstern utility? [closed]

Let $A$ be the set of all possible states of the world, let $G(A)$ be the set of all "lotteries" or "gambles", i.e. the set of all probability distributions over $A$. Now consider an individual with ...

**0**

votes

**1**answer

138 views

### concept of efficiency in auction theory

I have some confusions about the concept of "efficiency" in auction theory.
One interpretation is that an auction is efficient if it maximizes the social-welfare. But social-welfare is not well ...

**0**

votes

**1**answer

142 views

### Applications of linear fractional relationship

This may be the wrong forum, but are there any natural contexts (physics, economics, etc.) in which one might observe the relationship $y = ax/(bx+c)$ between a pair of variables $x$ and $y$? General ...

**0**

votes

**0**answers

28 views

### Utility representation on uniform spaces

I have been looking into conditions under which a binary relation can be represented by a utility function. Most papers in know of consider restrictions on the space ( almost always a ordered ...

**-1**

votes

**2**answers

352 views

### Continuous optimization

I'm interested in the solution to the following problem:
I have initial capital $C$ which I can invest into $M$ classes of
resources, each unit of a class $m_i$ matures at time $t_i$, has a
return of ...

**-2**

votes

**1**answer

106 views

### A kind of economic objective function in assignment

I recently thought about a concept that seems like it should come up in economics, but I don't know if there's a name for it and where people would have encountered it elsewhere: Suppose we have a ...