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- Ashok P. Maitra, William D. Sudderth
- Int. J. Game Theory
- 1998

Consider a process X(·) = {X(t), 0 ≤ t <∞} with values in the interval I = (0, 1), absorption at the boundary-points of I, and dynamics dX(t) = β(t)dt+ σ(t)dW (t), X(0) = x. The values (β(t), σ(t)) are selected by a controller from a subset of <× (0,∞) that depends on the current position X(t), for every t ≥ 0. At any stopping rule τ of his choice, a second… (More)

- Victor C. Pestien, William D. Sudderth
- Math. Oper. Res.
- 1985

- Piercesare Secchi, William D. Sudderth
- Int. J. Game Theory
- 2002

- Ioannis Karatzas, Martin Shubik, William D. Sudderth
- Math. Oper. Res.
- 1994

- Lester E. Dubins, William D. Sudderth
- Math. Oper. Res.
- 1977

- William D. Sudderth, Ananda Weerasinghe
- Math. Oper. Res.
- 1989

We construct stationary Markov equilibria for an economy with fiat money, one nondurable commodity, countably-many time periods, and a continuum of agents. The total production of commodity remains constant, but individual agents’ endowments fluctuate in a random fashion from period to period. In order to hedge against these random fluctuations, agents find… (More)

We prove a limit theorem connected to graphs, which when the graph is a cycle reduces to Szego's theorem for the trace of a product of Toeplitz matrices. The main tool used is a Holder type inequality for multiple integrals of functions which are applied to variables satisfying linear dependency relations.

- Roger A. Purves, William D. Sudderth
- Math. Oper. Res.
- 2011

Flesch et al [3] showed that, if the payoff functions are bounded and lower semicontinuous, then such a game always has a pure, subgame perfect -equilibrium for > 0. Here we prove the same result for bounded, upper semicontinuous payoffs. Moreover, Example 3 in Solan and Vieille [7] shows that if one player has a lower semicontinuous payoff and another… (More)