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The conflict between Pareto optimality and incentive compatibility, that is, the fact that some Pareto optimal (efficient) allocations are not incentive compatible is a fundamental fact in… (More)

Despite their importance, games with incomplete information and dependent types are poorly understood; only special cases have been considered and a general approach is not yet available. In this… (More)

- Rabah Amir, Luciano De Castro
- J. Economic Theory
- 2017

This paper develops a new existence result for pure-strategy Nash equilibrium. In succinct form, for a two-player game with scalar action sets, existence entails that one reaction curve be increasing… (More)

- Luciano De Castro, Nabil I. Al-Najjar
- 2009

De Finetti’s concept of exchangeability provides a way to formalize the intuitive idea of similarity and its role as guide in decision making. His classic representation theorem states that… (More)

- Costis Skiadas, Nabil I. Al-Najjar, +5 authors Todd Sarver
- 2011

Preferences are defined over payoffs that are contingent on a finite number of states representing a horse race (Knightian uncertainty) and a roulette (objective risk). The class of scale-invariant… (More)

- Luciano De Castro, Joisa Dutra
- 2011 49th Annual Allerton Conference on…
- 2011

Smart Grid (SG) technologies may bring substantial advantages to society, but the required investments are also sizable. This paper establishes a framework for examining the issues related to the SG,… (More)

This paper develops a dynamic model of rational behavior under uncertainty, in which the agent maximizes the stream of the future τ-quantile utilities, for τ ∈ (0, 1). That is, the agent has a… (More)

- Nabil I. Al-Najjar, Luciano De Castro
- 2013

This note questions the behavioral content of second-order acts and their use in decision theoretic models. We show that there can be no verification mechanism to determine what the decision maker… (More)

- Rabah Amir, Luciano De Castro, Leonidas C. Koutsougeras
- J. Economic Theory
- 2014

This paper reconsiders the well known comparison of equilibrium entry levels into a Cournot industry under free entry and under the two commonly used socially optimal schemes. Allowing for the… (More)

This paper develops theory for feasible estimation and testing of finite-dimensional parameters identified by general conditional quantile restrictions. This includes instrumental variables nonlinear… (More)