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Center for Mathematical Economics Working Papers

From Center for Mathematical Economics, Bielefeld University
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670: Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty Downloads
Hanwu Li, Frank Riedel and Shuzhen Yang
669: Efficient Allocations under Ambiguous Model Uncertainty Downloads
Chiaki Hara, Sujoy Mukerji, Frank Riedel and Jean-Marc Tallon
668: The Shapley NTU-Value via Surface Measures Downloads
Joachim Rosenmüller
667: Optimal Vaccination in a SIRS Epidemic Model Downloads
Salvatore Federico, Giorgio Ferrari and Maria-Laura Torrente
666: Fairness-based Altruism Downloads
Yves Breitmoser and Pauline Vorjohann
664: The Texas Shoot-Out under Knightian Uncertainty Downloads
Gerrit Bauch and Frank Riedel
663: Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return Downloads
Felix Dammann and Giorgio Ferrari
662: Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence Downloads
Jonas Blessing, Robert Denk, Michael Kupper and Max Nendel
661: A Unifying Framework for Submodular Mean Field Games Downloads
Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel
660: Ambiguous Social Choice Functions Downloads
Ghislain-Herman Demeze-Jouatsa
659: Network games with heterogeneous players Downloads
Olena Orlova
658: Bargaining Solutions via Surface Measures Downloads
Joachim Rosenmüller
657: Optimal Dividends under Markov-Modulated Bankruptcy Level Downloads
Giorgio Ferrari, Patrick Schuhmann and Shihao Zhu
655: Effects of Noise on the Grammar of Languages Downloads
Gerrit Bauch
654: Farsighted Rationality in Hedonic Games Downloads
Ghislain-Herman Demeze-Jouatsa and Dominik Karos
653: A Free and Fair Economy: A Game of Justice and Inclusion Downloads
Ghislain-Herman Demeze-Jouatsa, Roland Pongou and Jean-Baptiste Tondji
652: Inequity Aversion and Limited Foresight in the Repeated Prisoner’s Dilemma Downloads
Teresa Backhaus and Yves Breitmoser
651: Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control Downloads
Alessandro Calvia and Giorgio Ferrari
650: Stationary Discounted and Ergodic Mean Field Games of Singular Control Downloads
Haoyang Cao, Jodi Dianetti and Giorgio Ferrari
649: Wasserstein Perturbations of Markovian Transition Semigroups Downloads
Sven Fuhrmann, Michael Kupper and Max Nendel
648: Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model Downloads
Julia Eisenberg, Lukas Fabrykowski and Maren Diane Schmeck
647: Socio-legal Systems and Implementation of the Nash Solution in Debreu-Hurwicz Equilibrium Downloads
Claus-Jochen Haake and Walter Trockel
646: On an Irreversible Investment Problem with Two-Factor Uncertainty Downloads
Felix Dammann and Giorgio Ferrari
645: Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls Downloads
Jodi Dianetti and Giorgio Ferrari
644: From prejudice to racial profiling and back. A naἴve intuitive statistician's curse Downloads
Manuel Förster and Dominik Karos
643: Two-Sided Singular Control of an Inventory with Unknown Demand Trend Downloads
Salvatore Federico, Giorgio Ferrari and Neofytos Rodosthenous
642: Optimal Switch from a Fossil-Fueled to an Electric Vehicle Downloads
Paolo Falbo, Giorgio Ferrari, Giorgio Rizzini and Maren Diane Schmeck
641: Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty Downloads
Giorgio Ferrari, Hanwu Li and Frank Riedel
640: Approximating Convex Bodies by Cephoids Downloads
Joachim Rosenmüller
639: Taming the Spread of an Epidemic by Lockdown Policies Downloads
Salvatore Federico and Giorgio Ferrari
638: A Decompostion of General Premium Principles into Risk and Deviation Downloads
Max Nendel, Maren Diane Schmeck and Frank Riedel
637: Singular Control of the Drift of a Brownian System Downloads
Salvatore Federico, Giorgio Ferrari and Patrick Schuhmann
636: Optimal Dividend Payout under Stochastic Discounting Downloads
Elena Bandini, Tiziano de Angelis, Giorgio Ferrari and Fausto Gozzi
635: The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets Downloads
Annika Kemper, Maren Diane Schmeck and Anna Khripunova Balci
634: A Knightian Irreversible Investment Problem Downloads
Giorgio Ferrari, Hanwu Li and Frank Riedel
633: Pricing Interest Rate Derivatives under Volatility Uncertainty Downloads
Julian Hölzermann
632: Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria Downloads
Papatya Duman and Walter Trockel
631: Personal preferences in networks Downloads
Olena Orlova
630: Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information Downloads
Lubomir Banas, Giorgio Ferrari and Tsiry Avisoa Randrianasolo
629: Cephoids. Minkowski Sums of DeGua Simplices. Theory and Applications Downloads
Joachim Rosenmüller
628: On Nonlinear Expectations and Markov Chains under Model Uncertainty Downloads
Max Nendel
627: Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem Downloads
Torben Koch and Tiziano Vargiolu
626: Did Partisan Voters Spoil the Country? A Randomized-thought Experiment Downloads
Victoria Barham, Ghislain-Herman Demeze-Jouatsa and Roland Pongou
625: Capturing the power options smile by an additive two-factor model for overlapping futures prices Downloads
Marco Piccirilli, Maren Diane Schmeck and Tiziano Vargiolu
624: A Model for the Optimal Management of Inflation Downloads
Salvatore Federico, Giorgio Ferrari and Patrick Schuhmann
623: A Note on Stochastic Dominance and Compactness Downloads
Max Nendel
622: Convex Semigroups on Banach Lattices Downloads
Robert Denk, Michael Kupper and Max Nendel
621: Submodular Mean Field Games. Existence and Approximation of Solutions Downloads
Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel
620: Duality for General TU-games Redefined Downloads
Fatma Aslan, Papatya Duman and Walter Trockel
619: Game Options under Knightian Uncertainty in Discrete Time Downloads
Bodo Rubbenstroth
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