Questions tagged [economics]

For mathematical problems arising from economics, the social science studying the production, distribution, and consumption of goods and services.

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• 270
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Cooperation in asymmetric Prisoners Dilemma

There are 2 players, each can choose 2 actions, a or b. The payoffs in each case are given by rules Actions (a,a) -> payoffs (3,4) Actions (a,b) -> payoffs (0,5) Actions (b,a) -> payoffs (4,0) ...
• 743
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Zero lambda, zero constraint in the complementary slackness condition of the Kuhn-Tucker problem

Complementary slackness condition in the KKT theorem states that: $\lambda_i^*\geq0; \lambda_i^*h_i(x^*)=0$ The usual reasoning goes like this: either constraint is clack $h_i(x^*)>0$ and then ...
• 71
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Kalman filters and stock price prediction

Could someone be so kind as to direct me to a good source that would explain time series (more specifically) stock price prediction using Kalman filters, Extended kalman filters or particle filters. ...
• 51
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A particular Lie algebra $L_{n}$ and (various) lie groups whose Lie algebra is isomorphic to $L_{n}$

Edit: According to the comment by @LSpice we realise the existing link to the main motivation of the question is not available. Then we search for the paper we found the following version: https://www....
• 270
2k views

What are Reinert's reproaches to the Ricardo theory?

Economists accuse me in vulgarization of their science, so I'll edit the text from the very beginning to remove the inaccuracies. Main question I have just read the book by a norwegian economist, ...
• 7,266
242 views

Maximizing Expected Utility

I am currently trying to solve a maximization problem given by $\max_{f(x)} \int_0^1 \int_\mathbb{R} (c-y\cdot f(x)-d\cdot (x+f(x)-b)^2) \ h(x) \ dx \ dy$. Or in other words, I have a utility ...