Geanakoplos, John; Karatzas, Ioannis; Shubik, Martin; Sudderth, William D. Inflationary equilibrium in a stochastic economy with independent agents. (English) Zbl 1297.91114 J. Math. Econ. 52, 1-11 (2014). MSC: 91B64 90C39 PDFBibTeX XMLCite \textit{J. Geanakoplos} et al., J. Math. Econ. 52, 1--11 (2014; Zbl 1297.91114) Full Text: DOI Link
Karatzas, Ioannis; Sudderth, William D. Two characterizations of optimality in dynamic programming. (English) Zbl 1196.49023 Appl. Math. Optim. 61, No. 3, 421-434 (2010). MSC: 49L20 49K10 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{W. D. Sudderth}, Appl. Math. Optim. 61, No. 3, 421--434 (2010; Zbl 1196.49023) Full Text: DOI
Karatzas, Ioannis; Sudderth, William Stochastic games of control stopping for a linear diffusion. (English) Zbl 1153.91347 Hsiung, Agnes Chao (ed.) et al., Random walk, sequential analysis and related topics. A Festschrift in honor of Yuan-Shih Chow. Papers presented at the international conference, Shanghai, China, July 18–19, 2004. Hackensack, NJ: World Scientific (ISBN 981-270-355-1/hbk). 100-117 (2006). MSC: 91A23 91A15 60J60 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{W. Sudderth}, in: Random walk, sequential analysis and related topics. A Festschrift in honor of Yuan-Shih Chow. Papers presented at the international conference, Shanghai, China, July 18--19, 2004. Hackensack, NJ: World Scientific. 100--117 (2006; Zbl 1153.91347)
Karatzas, I.; Shubik, M.; Sudderth, W. D. Production, interest, and saving in deterministic economies with additive endowments. (English) Zbl 1109.91043 Econ. Theory 29, No. 3, 525-548 (2006). Reviewer: Nikita E. Ratanov (Bogotá) MSC: 91B54 PDFBibTeX XMLCite \textit{I. Karatzas} et al., Econ. Theory 29, No. 3, 525--548 (2006; Zbl 1109.91043) Full Text: DOI
Karatzas, Ioannis; Shubik, Martin; Sudderth, William D.; Geanakoplos, John The inflationary bias of real uncertainty and the harmonic Fisher equation. (English) Zbl 1099.91063 Econ. Theory 28, No. 3, 481-512 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B28 PDFBibTeX XMLCite \textit{I. Karatzas} et al., Econ. Theory 28, No. 3, 481--512 (2006; Zbl 1099.91063) Full Text: DOI
Karatzas, Ioannis; Shubik, Martin; Sudderth, William D. Information and the existence of stationary Markovian equilibrium. (English) Zbl 1123.91036 Nowak, Andrzej S. (ed.) et al., Advances in dynamic games. Applications to economics, finance, optimization and stochastic control. Boston, MA: Birkhäuser (ISBN 0-8176-4362-1/hbk). Annals of the International Society of Dynamic Games 7, 3-20 (2005). MSC: 91B54 91B52 91A07 91A15 PDFBibTeX XMLCite \textit{I. Karatzas} et al., Ann. Int. Soc. Dyn. Games 7, 3--20 (2005; Zbl 1123.91036)
Karatzas, I.; Shubik, M.; Sudderth, W. A stochastic overlapping generations economy with inheritance. (English) Zbl 1051.91063 J. Econ. 77, No. 3, 207-240 (2002). MSC: 91B54 91B52 PDFBibTeX XMLCite \textit{I. Karatzas} et al., J. Econ. 77, No. 3, 207--240 (2002; Zbl 1051.91063) Full Text: DOI Link
Karatzas, Ioannis; Sudderth, William D. The controller-and-stopper game for a linear diffusion. (English) Zbl 1039.60043 Ann. Probab. 29, No. 3, 1111-1127 (2001). Reviewer: Yoshio Ohtsubo (Kochi) MSC: 60G40 93E20 62L15 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{W. D. Sudderth}, Ann. Probab. 29, No. 3, 1111--1127 (2001; Zbl 1039.60043) Full Text: DOI
Geanakoplos, J.; Karatzas, I.; Shubik, M.; Sudderth, W. A strategic market game with active bankruptcy. (English) Zbl 0971.91013 J. Math. Econ. 34, No. 3, 359-396 (2000). Reviewer: E.Ya.Gorelova (Samara) MSC: 91A80 91A07 91A10 90C39 91B64 PDFBibTeX XMLCite \textit{J. Geanakoplos} et al., J. Math. Econ. 34, No. 3, 359--396 (2000; Zbl 0971.91013) Full Text: DOI
Karatzas, Ioannis; Sudderth, William D. Control and stopping of a diffusion process on an interval. (English) Zbl 0938.93067 Ann. Appl. Probab. 9, No. 1, 188-196 (1999). Reviewer: K.Wickwire (Bedford) MSC: 93E20 62L15 60G40 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{W. D. Sudderth}, Ann. Appl. Probab. 9, No. 1, 188--196 (1999; Zbl 0938.93067) Full Text: DOI
Karatzas, Ioannis; Shubik, Martin; Sudderth, William D. A strategic market game with secured lending. (English) Zbl 0887.90014 J. Math. Econ. 28, No. 2, 207-247 (1997). MSC: 91B28 91B62 PDFBibTeX XMLCite \textit{I. Karatzas} et al., J. Math. Econ. 28, No. 2, 207--247 (1997; Zbl 0887.90014) Full Text: DOI
Karatzas, Ioannis; Shubik, Martin; Sudderth, William D. Construction of stationary Markov equilibria in a strategic market game. (English) Zbl 0822.90145 Math. Oper. Res. 19, No. 4, 975-1006 (1994). MSC: 91A15 91B60 90C40 PDFBibTeX XMLCite \textit{I. Karatzas} et al., Math. Oper. Res. 19, No. 4, 975--1006 (1994; Zbl 0822.90145) Full Text: DOI Link