Almost sure Nash equilibrium strategies in evolutionary models of asset markets
Bahsoun, W., Evstigneev, I. V., Xu, L.
Published in Mathematical methods of operations research (Heidelberg, Germany) (01.04.2011)
Published in Mathematical methods of operations research (Heidelberg, Germany) (01.04.2011)
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Journal Article
Survival strategies in an evolutionary finance model with endogenous asset payoffs
Evstigneev, I. V., Tokaeva, A. A., Vanaei, M. J., Zhitlukhin, M. V.
Published in Annals of operations research (27.11.2023)
Published in Annals of operations research (27.11.2023)
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Journal Article
Log-optimal and rapid paths in von Neumann-Gale dynamical systems
Babaei, E., Evstigneev, I.V., Schenk-Hoppé, K.R.
Published in Journal of mathematical analysis and applications (15.01.2020)
Published in Journal of mathematical analysis and applications (15.01.2020)
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Journal Article
Globally evolutionarily stable portfolio rules
Evstigneev, Igor V., Hens, Thorsten, Schenk-Hoppé, Klaus Reiner
Published in Journal of economic theory (01.05.2008)
Published in Journal of economic theory (01.05.2008)
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Journal Article
Metonymy and cross-section demand
Evstigneev, I.V., Hildenbrand, W., Jerison, M.
Published in Journal of mathematical economics (01.11.1997)
Published in Journal of mathematical economics (01.11.1997)
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Journal Article
A stochastic contraction principle
Evstigneev, I. V., Pirogov, S. A.
Published in Random operators and stochastic equations (01.07.2007)
Published in Random operators and stochastic equations (01.07.2007)
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Journal Article