Characterizing Properties of Stochastic Objective Functions

Susan Athey

Working papers from Massachusetts Institute of Technology (MIT), Department of Economics

Abstract: This paper studies properties of stochastic objective functions, that is, objective functions which can be written as the expected value of a payoff function.

Keywords: MATHEMATICS; STATISTICS; ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C00 (search for similar items in EconPapers)
Pages: 57 pages
Date: 1996
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Citations: View citations in EconPapers (14)

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