A short paper I've been wrestling with, providing a perspective on how do intertemporal equilibria relate to the information that economic agents need to make decisions?
Fortnow, Killian & Pennock (2006), Betting Boolean-style: A Framework for Trading in Securities based on Logical Formulas, provides a characterisation of what a market-maker must do, information-theoretically, in order to provide a coherent pricing if they offer what the authors call Arrow-Debreu secuirties, which are bets about future prices. The authors admit in their conclusions that they don't know whether equilibria in their model matches the Arrow-Debreu notion of equilibria.
The reswitching problem that was a central focus in the Cambridge Capital Controversy (CCC) led the anti-neoclassicals to claim that paradoxes in the valuation of assets with varying interest rates meant that there was no unitary notion of value of goods used in production, and hence "capital" was an incoherent notion in mainstream economics. The mathematics of basic reswitching examples is pleasingly simple, if the interpretation is not: Vienneau (2005) On Garegni is 2006) A Model For Exploring Manifestations of Capital-Theoretic ‘Paradoxes’ in Temporary Equilibria introduces a good introductiontwo-goods, three-processes reswitching example, and shows how the model has no single long-term equilibrium due to capital reversing. Bearing this material in mind should focus The author briefly mentions the mind on what's at stake defences of general equilibrium models in the Arrow-Debreu model. CCC of Debreu and Samuelsonhas written several papers trying , and doesn't reach any conclusions, except to reconcile argue that he has provided a useful model for looking at the effect of reswitching with equilibrium modelsand capital reversing on the dynamics of equilibria.