A Model of Random Sales
Matematičeskie zametki, Tome 103 (2018) no. 3, pp. 445-459.

Voir la notice de l'article provenant de la source Math-Net.Ru

It is shown by using a model that even a minor change in prices made by the seller is sufficient to coordinate the actions of independent purchasers so that they act as a single economic agent pursuing the aim of maximizing the effective utility function.
Keywords: utility, trade, jump Markov process, asymptotics of frequent sales.
Mots-clés : Bellman equation
@article{MZM_2018_103_3_a9,
     author = {I. G. Pospelov},
     title = {A {Model} of {Random} {Sales}},
     journal = {Matemati\v{c}eskie zametki},
     pages = {445--459},
     publisher = {mathdoc},
     volume = {103},
     number = {3},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_2018_103_3_a9/}
}
TY  - JOUR
AU  - I. G. Pospelov
TI  - A Model of Random Sales
JO  - Matematičeskie zametki
PY  - 2018
SP  - 445
EP  - 459
VL  - 103
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MZM_2018_103_3_a9/
LA  - ru
ID  - MZM_2018_103_3_a9
ER  - 
%0 Journal Article
%A I. G. Pospelov
%T A Model of Random Sales
%J Matematičeskie zametki
%D 2018
%P 445-459
%V 103
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MZM_2018_103_3_a9/
%G ru
%F MZM_2018_103_3_a9
I. G. Pospelov. A Model of Random Sales. Matematičeskie zametki, Tome 103 (2018) no. 3, pp. 445-459. http://geodesic.mathdoc.fr/item/MZM_2018_103_3_a9/

[1] S. N. Afriat, “Whom or What Does the Representative Individual Represent?”, J. Economic Perspectives, 6:2 (1992), 117–136 | DOI

[2] E. Slutsky, “On the theory of the budget of the consumer”, Readings in Price Theory, eds. K. Boulding, G. Stigler, Homewood, IL, Irwin, 1952, 27–56

[3] P. A. Samuelson, “The problem of integrability in utility theory”, Economica N.S., 17:68 (1950), 355–385 | DOI | MR

[4] S. N. Afriat, “The construction of utility functions from expenditure data”, Internat. Economic Review, 8:1 (1967), 67–77 | DOI | Zbl

[5] A. A. Shananin, “Neparametricheskie metody analiza struktury potrebitelskogo sprosa”, Matem. modelirovanie, 5:9 (1993), 3–17 | MR | Zbl

[6] L. Ya. Pospelova, A. A. Shananin, Analiz torgovoi statistiki Niderlandov 1951–1977 gg. s pomoschyu obobschennogo neparametricheskogo metoda, VTs RAN, M., 1998

[7] I. A. Kondrakov, L. Ya. Pospelova, D. A. Usanov, A. A. Shananin, Tekhnologii analiza rynkov na osnove obobschennogo neparametricheskogo metoda, VTs RAN, M., 2010

[8] I. G. Pospelov, “Dinamicheskaya model rynka”, Ekonomika i matem. metody, 24:3 (1988), 497–508 | MR | Zbl

[9] Yu. V. Prokhorov, Yu. A. Rozanov, Teoriya veroyatnostei. Osnovnye ponyatiya. Predelnye teoremy. Sluchainye protsessy, Nauka, M., 1967 | MR

[10] E. S. Polovinkin, M. V. Balashov, Elementy vypuklogo i silno vypuklogo analiza, Fizmatlit, M., 2007 | Zbl

[11] M. V. Fedoryuk, “Eiri funktsii”, Matematicheskaya entsiklopediya, Sovetskaya entsiklopediya, M., 1985

[12] Dzh. Khedli, T. Uaitin, Analiz sistem upravleniya zapasami, Nauka, M., 1969