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 Kreps, David M.
 New York : Norton, c2004.
 Description
 Book — xi, 364 p. : ill ; 28 cm.
 Summary

Supplements the textbook Microeconomics for Managers.
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HB172 .K752 2004  Unknown 
 Kreps, David M.
 New York : Norton, 2004.
 Description
 Book — 364 p. : ill. ; 28 cm
 Summary

Supplements the textbook Microeconomics for Managers.
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 Kreps, David M., author.
 Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2019
 Description
 Book — xi, 203 pages : illustrations (black and white) ; 24 cm
 Summary

 1. Introduction
 2. Finitely many states and dates
 3. Countinuous time and the BlackScholesMerton (BSM) Model
 4. BSM as an idealization of binomialrandomwalk economies
 5. Random walks that are not binomial
 6. Barlow's example
 7. The PoetzelbergerSchlumprecht example and asymptotic arbitrage
 8. Concluding remarks, Part I: how robust an idealization is BSM?
 9. Concluding remarks, Part II: continuoustime models as idealizations of discrete time Appendix.
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4. Microeconomics for managers [2019]
 Kreps, David M.
 Second edition.  Princeton, New Jersey : Princeton University Press, [2019]
 Description
 Book — xvi, 498 pages : illustrations (some color) ; 27 cm
 Summary

A thoroughly revised new edition of a leading textbook that equips MBA students with the powerful tools of economics This is a thoroughly revised and substantially streamlined new edition of a leading textbook that shows MBA students how understanding economics can help them make smarter and betterinformed realworld management decisions. David Kreps, one of the world's most influential economists, has developed and refined Microeconomics for Managers over decades of teaching at Stanford's Graduate School of Business. Stressing game theory and strategic thinking and driven by indepth, integrated case studies, the book shows future managers how economics can provide practical answers to critical business problems. Focuses on case studies and real companies, such as Amazon, Microsoft, General Motors, United Airlines, and Xerox Covers essential topics for future managersincluding price discrimination, Porter's five forces, risk sharing and spreading, signaling and screening, credibility and reputation, and economics and organizational behavior Features an online supplement for students that provides solutions to the problems in the book, longer caselike exercises, review problems, a calculus review, and more.
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 Kreps, David M., author.
 First Edition.  New York : W. W. Norton & Company, [2018]
 Description
 Book — viii, 277 pages : illustrations ; 22 cm
 Summary

 Acknowledgments
 Mastering employee motivation
 Pay for performance : the economic theory of incentives
 Is pay for performance always "the answer?"
 The economics of employment relationships
 The psychology of employment relationships
 Psychological theories of motivation
 Motivation and teams
 Motivation and your organization
 Appendix: The wisdom of crowds : what do managers believe?
 Notes
 Index.
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 Kreps, David M., author.
 New York : W. W. Norton & Company, Independent Publishers Since 1923, [2018]
 Description
 Sound recording — 1 sound file : digital Digital: audio file.
 Summary

 Acknowledgments
 Mastering employee motivation
 Pay for performance : the economic theory of incentives
 Is pay for performance always "the answer?"
 The economics of employment relationships
 The psychology of employment relationships
 Psychological theories of motivation
 Motivation and teams
 Motivation and your organization
 Appendix: The wisdom of crowds : what do managers believe?
 Notes
 Index.
 Online

 Overdrive Access limited to one user.
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7. Microeconomic foundations [2013  ]
 Kreps, David M.
 Princeton : Princeton University Press, c2013
 Description
 Book — v. : ill. ; 27 cm.
 Summary

 Preface xiii Chapter One. Choice, Preference, and Utility 1 1.1. Consumer Choice: The Basics 1 1.2. Proving Most of Proposition 1.2, and More 5 1.3. The NoBetterThan Sets and Utility Representations 7 1.4. Strict Preference and Indifference 9 1.5. Infinite Sets and Utility Representations 10 1.6. Choice from Infinite Sets 15 1.7. Equivalent Utility Representations 17 1.8. Commentary 18 Bibliographic Notes 23 Problems 23 Chapter Two. Structural Properties of Preferences and Utility Functions 30 2.1. Monotonicity 31 2.2. Convexity 32 2.3. Continuity 35 2.4. Indifference Curve Diagrams 38 2.5. Weak and Additive Separability 39 2.6. Quasilinearity 43 2.7. Homotheticity 44 Bibliographic Notes 45 Problems 45 Chapter Three. Basics of Consumer Demand 50 3.1. The Consumer's Problem 50 3.2. Basic Facts about the CP 52 3.3. The Marshallian Demand Correspondence and Indirect Utility Function 54 3.4. Solving the CP with Calculus 56 Bibliographic Notes 63 Problems 64 Chapter Four. Revealed Preference and Afriat's Theorem 67 4.1. An Example and Basic Ideas 67 4.2. GARP and Afriat's Theorem 70 4.3. Comparative Statics and the OwnPrice Effect 74 Bibliographic Notes 77 Problems 78 Chapter Five. Choice under Uncertainty 79 5.1. Two Models and Three Representations 79 5.2. The MixtureSpace Theorem 89 5.3. States of Nature and Subjective Expected Utility 101 5.4. Subjective and Objective Probability and the Harsanyi Doctrine 108 5.5. Empirical and Theoretical Critiques 110 Bibliographic Notes 116 Problems 116 Chapter Six. Utility for Money 123 6.1. Properties of Utility Functions for Money 123 6.2. Induced Preferences for Income 134 6.3. Demand for Insurance and Risky Assets 138 Bibliographic Notes 140 Problems 140 Chapter Seven. Dynamic Choice 148 7.1. The Standard Strategic Approach 149 7.2. Dynamic Programming 152 7.3. Testable Restrictions of the Standard Model 153 7.4. Three Alternatives to the Standard Model 156 Bibliographic Notes 161 Problems 161 Chapter Eight. Social Choice and Efficiency 166 8.1. Arrow's Theorem 166 8.2. What Do We Give Up? 172 8.3. Efficiency 175 8.4. Identifying the Pareto Frontier: Utility Imputations and Bergsonian Social Utility Functionals 176 8.5. Syndicate Theory and Efficient Risk Sharing: Applying Proposition 8.10 184 8.6. Efficiency? 192 Bibliographic Notes 194 Problems 194 Chapter Nine. Competitive and ProfitMaximizing Firms 197 9.1. The ProductionPossibility Set 198 9.2. Profit Maximization 199 9.3. Basics of the Firm's ProfitMaximization Problem 201 9.4. Afriat's Theorem for Firms 207 9.5. From Profit Functions to ProductionPossibility Sets 211 9.6. How Many ProductionPossibility Sets Give the Same Profit Function? 213 9.7. What Is Going On Here, Mathematically? 216 9.8. Differentiability of the Profit Function 219 9.9. Cost Minimization and InputRequirement Sets 222 9.10. Why DoWe Care? 228 Bibilographic Notes 229 Problems 229 Chapter Ten. The ExpenditureMinimization Problem 233 10.1. Defining the EMP 233 10.2. Basic Analysis of the EMP 235 10.3. Hicksian Demand and the Expenditure Function 236 10.4. Properties of the Expenditure Function 238 10.5. How Many Continuous Utility Functions Give the Same Expenditure Function? 240 10.6. Recovering Continuous Utility Functions from Expenditure Functions 247 10.7. Is an Alleged Expenditure Function Really an Expenditure Function? 248 10.8. Connecting the CP and the EMP 254 Bibliographic Notes 255 Problems 255 Chapter Eleven. Classic Demand Theory 258 11.1. Roy's Identity and the Slutsky Equation 258 11.2. Differentiability of Indirect Utility 262 11.3. Duality of Utility and Indirect Utility 269 11.4. Differentiability of Marshallian Demand 274 11.5. Integrability 279 11.6. Complements and Substitutes 283 11.7. Integrability and Revealed Preference 284 Bibliographic Notes 286 Problems 287 Chapter Twelve. Producer and Consumer Surplus 289 12.1. Producer Surplus 289 12.2. Consumer Surplus 296 Bibliographic Notes 304 Problems 304 Chapter Thirteen. Aggregating Firms and Consumers 306 13.1. Aggregating Firms 307 13.2. Aggregating Consumers 310 13.3. Convexification through Aggregation 318 Bibliographic Notes 326 Problems 326 Chapter Fourteen. General Equilibrium 329 14.1. Definitions 329 14.2. Basic Properties ofWalrasian Equilibrium 333 14.3. The Edgeworth Box 335 14.4. Existence ofWalrasian Equilibria 338 14.5. The Set of Equilibria for a Fixed Economy 351 14.6. The Equilibrium Correspondence 354 Bibliographic Notes 354 Problems 355 Chapter Fifteen. General Equilibrium, Efficiency, and the Core 358 15.1. The First Theorem ofWelfare Economics 359 15.2. The Second Theorem ofWelfare Economics 362 15.3. Walrasian Equilibria Are in the Core 366 15.4. In a Large Enough Economy, Every Core Allocation Is a WalrasianEquilibrium Allocation 370 15.5. Externalities and Lindahl Equilibrium 380 Bibliographic Notes 383 Problems 383 Chapter Sixteen. General Equilibrium, Time, and Uncertainty 386 16.1. A Framework for Time and Uncertainty 386 16.2. General Equilibrium with Time and Uncertainty 389 16.3. Equilibria of Plans, Prices, and Price Expectations: I. Pure Exchange with Contingent Claims 392 16.4. EPPPE: II. Complex Financial Securities and Complete Markets 402 16.5. EPPPE: III. Complex Securities with Real Dividends and Complete Markets 418 16.6. Incomplete Markets 419 16.7. Firms 424 Bibliographic Notes 431 Problems 432 About the Appendices 437 Appendix One: Mathematical Induction 439 Appendix Two: Some Simple Real Analysis 441 A2.1. The Setting 441 A2.2. Distance, Neighborhoods, and Open and Closed Sets 441 A2.3. Sequences and Limits 445 A2.4. Boundedness, (Completeness), and Compactness 446 A2.5. Continuous Functions 447 A2.6. Simply Connected Sets and the IntermediateValue Theorem 448 A2.7. Suprema and Infima Maxes and Mins 448 A2.8. The Maximum of a Continuous Function on a Compact Set 449 A2.9. Lims Sup and Inf 450 A2.10. Upper and Lower Semicontinuous Functions 451 Appendix Three: Convexity 452 A3.1. Convex Sets 452 A3.2. The Separating and SupportingHyperplane Theorems 457 A3.3. The SupportFunction Theorem 459 A3.4. Concave and Convex Functions 461 A3.5. Quasiconcavity and Quasiconvexity 463 A3.6. Supergradients and Subgradients 466 A3.7. Concave and Convex Functions and Calculus 468 Appendix Four: Correspondences 469 A4.1. Functions and Correspondences 470 A4.2. Continuity of Correspondences 471 A4.3. SingletonValued Correspondences and Continuity 474 A4.4. Parametric Constrained Optimization Problems and Berge's Theorem 475 A4.5. Why this Terminology? 477 Appendix Five: Constrained Optimization 479 Appendix Six: Dynamic Programming 485 A6.1. Several Examples 485 A6.2. A General Formulation 489 A6.3. Bellman's Equation 494 A6.4. Conserving and Unimprovable Strategies 496 A6.5. Additive Rewards 501 A6.6. States of the System 504 A6.7. Solving FiniteHorizon Problems 506 A6.8. InfiniteHorizon Problems and Stationarity 509 A6.9. Solving InfiniteHorizon (Stationary) Problems with Unimprovability 512 A6.10. Policy Iteration (and Transience) 516 A6.11. Value Iteration 518 A6.12. Examples 521 A6.13. Things Not Covered Here: Other Optimality Criteria Continuous Time and Control Theory 527 A6.14. Multiarmed Bandits and Complexity 528 A6.15. Four More Problems You Can Solve 530 Appendix Seven: The Implicit Function Theorem 534 Appendix Eight: FixedPoint Theory 535 References 543 Index 551.
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8. Microeconomic foundations [2013  ]
 Kreps, David M.
 Princeton : Princeton University Press, c2013
 Description
 Book — xvii, 563 p. : : ill. ; 27 cm.
 Summary

 Preface xiii Chapter One. Choice, Preference, and Utility 1 1.1. Consumer Choice: The Basics 1 1.2. Proving Most of Proposition 1.2, and More 5 1.3. The NoBetterThan Sets and Utility Representations 7 1.4. Strict Preference and Indifference 9 1.5. Infinite Sets and Utility Representations 10 1.6. Choice from Infinite Sets 15 1.7. Equivalent Utility Representations 17 1.8. Commentary 18 Bibliographic Notes 23 Problems 23 Chapter Two. Structural Properties of Preferences and Utility Functions 30 2.1. Monotonicity 31 2.2. Convexity 32 2.3. Continuity 35 2.4. Indifference Curve Diagrams 38 2.5. Weak and Additive Separability 39 2.6. Quasilinearity 43 2.7. Homotheticity 44 Bibliographic Notes 45 Problems 45 Chapter Three. Basics of Consumer Demand 50 3.1. The Consumer's Problem 50 3.2. Basic Facts about the CP 52 3.3. The Marshallian Demand Correspondence and Indirect Utility Function 54 3.4. Solving the CP with Calculus 56 Bibliographic Notes 63 Problems 64 Chapter Four. Revealed Preference and Afriat's Theorem 67 4.1. An Example and Basic Ideas 67 4.2. GARP and Afriat's Theorem 70 4.3. Comparative Statics and the OwnPrice Effect 74 Bibliographic Notes 77 Problems 78 Chapter Five. Choice under Uncertainty 79 5.1. Two Models and Three Representations 79 5.2. The MixtureSpace Theorem 89 5.3. States of Nature and Subjective Expected Utility 101 5.4. Subjective and Objective Probability and the Harsanyi Doctrine 108 5.5. Empirical and Theoretical Critiques 110 Bibliographic Notes 116 Problems 116 Chapter Six. Utility for Money 123 6.1. Properties of Utility Functions for Money 123 6.2. Induced Preferences for Income 134 6.3. Demand for Insurance and Risky Assets 138 Bibliographic Notes 140 Problems 140 Chapter Seven. Dynamic Choice 148 7.1. The Standard Strategic Approach 149 7.2. Dynamic Programming 152 7.3. Testable Restrictions of the Standard Model 153 7.4. Three Alternatives to the Standard Model 156 Bibliographic Notes 161 Problems 161 Chapter Eight. Social Choice and Efficiency 166 8.1. Arrow's Theorem 166 8.2. What Do We Give Up? 172 8.3. Efficiency 175 8.4. Identifying the Pareto Frontier: Utility Imputations and Bergsonian Social Utility Functionals 176 8.5. Syndicate Theory and Efficient Risk Sharing: Applying Proposition 8.10 184 8.6. Efficiency? 192 Bibliographic Notes 194 Problems 194 Chapter Nine. Competitive and ProfitMaximizing Firms 197 9.1. The ProductionPossibility Set 198 9.2. Profit Maximization 199 9.3. Basics of the Firm's ProfitMaximization Problem 201 9.4. Afriat's Theorem for Firms 207 9.5. From Profit Functions to ProductionPossibility Sets 211 9.6. How Many ProductionPossibility Sets Give the Same Profit Function? 213 9.7. What Is Going On Here, Mathematically? 216 9.8. Differentiability of the Profit Function 219 9.9. Cost Minimization and InputRequirement Sets 222 9.10. Why DoWe Care? 228 Bibilographic Notes 229 Problems 229 Chapter Ten. The ExpenditureMinimization Problem 233 10.1. Defining the EMP 233 10.2. Basic Analysis of the EMP 235 10.3. Hicksian Demand and the Expenditure Function 236 10.4. Properties of the Expenditure Function 238 10.5. How Many Continuous Utility Functions Give the Same Expenditure Function? 240 10.6. Recovering Continuous Utility Functions from Expenditure Functions 247 10.7. Is an Alleged Expenditure Function Really an Expenditure Function? 248 10.8. Connecting the CP and the EMP 254 Bibliographic Notes 255 Problems 255 Chapter Eleven. Classic Demand Theory 258 11.1. Roy's Identity and the Slutsky Equation 258 11.2. Differentiability of Indirect Utility 262 11.3. Duality of Utility and Indirect Utility 269 11.4. Differentiability of Marshallian Demand 274 11.5. Integrability 279 11.6. Complements and Substitutes 283 11.7. Integrability and Revealed Preference 284 Bibliographic Notes 286 Problems 287 Chapter Twelve. Producer and Consumer Surplus 289 12.1. Producer Surplus 289 12.2. Consumer Surplus 296 Bibliographic Notes 304 Problems 304 Chapter Thirteen. Aggregating Firms and Consumers 306 13.1. Aggregating Firms 307 13.2. Aggregating Consumers 310 13.3. Convexification through Aggregation 318 Bibliographic Notes 326 Problems 326 Chapter Fourteen. General Equilibrium 329 14.1. Definitions 329 14.2. Basic Properties ofWalrasian Equilibrium 333 14.3. The Edgeworth Box 335 14.4. Existence ofWalrasian Equilibria 338 14.5. The Set of Equilibria for a Fixed Economy 351 14.6. The Equilibrium Correspondence 354 Bibliographic Notes 354 Problems 355 Chapter Fifteen. General Equilibrium, Efficiency, and the Core 358 15.1. The First Theorem ofWelfare Economics 359 15.2. The Second Theorem ofWelfare Economics 362 15.3. Walrasian Equilibria Are in the Core 366 15.4. In a Large Enough Economy, Every Core Allocation Is a WalrasianEquilibrium Allocation 370 15.5. Externalities and Lindahl Equilibrium 380 Bibliographic Notes 383 Problems 383 Chapter Sixteen. General Equilibrium, Time, and Uncertainty 386 16.1. A Framework for Time and Uncertainty 386 16.2. General Equilibrium with Time and Uncertainty 389 16.3. Equilibria of Plans, Prices, and Price Expectations: I. Pure Exchange with Contingent Claims 392 16.4. EPPPE: II. Complex Financial Securities and Complete Markets 402 16.5. EPPPE: III. Complex Securities with Real Dividends and Complete Markets 418 16.6. Incomplete Markets 419 16.7. Firms 424 Bibliographic Notes 431 Problems 432 About the Appendices 437 Appendix One: Mathematical Induction 439 Appendix Two: Some Simple Real Analysis 441 A2.1. The Setting 441 A2.2. Distance, Neighborhoods, and Open and Closed Sets 441 A2.3. Sequences and Limits 445 A2.4. Boundedness, (Completeness), and Compactness 446 A2.5. Continuous Functions 447 A2.6. Simply Connected Sets and the IntermediateValue Theorem 448 A2.7. Suprema and Infima Maxes and Mins 448 A2.8. The Maximum of a Continuous Function on a Compact Set 449 A2.9. Lims Sup and Inf 450 A2.10. Upper and Lower Semicontinuous Functions 451 Appendix Three: Convexity 452 A3.1. Convex Sets 452 A3.2. The Separating and SupportingHyperplane Theorems 457 A3.3. The SupportFunction Theorem 459 A3.4. Concave and Convex Functions 461 A3.5. Quasiconcavity and Quasiconvexity 463 A3.6. Supergradients and Subgradients 466 A3.7. Concave and Convex Functions and Calculus 468 Appendix Four: Correspondences 469 A4.1. Functions and Correspondences 470 A4.2. Continuity of Correspondences 471 A4.3. SingletonValued Correspondences and Continuity 474 A4.4. Parametric Constrained Optimization Problems and Berge's Theorem 475 A4.5. Why this Terminology? 477 Appendix Five: Constrained Optimization 479 Appendix Six: Dynamic Programming 485 A6.1. Several Examples 485 A6.2. A General Formulation 489 A6.3. Bellman's Equation 494 A6.4. Conserving and Unimprovable Strategies 496 A6.5. Additive Rewards 501 A6.6. States of the System 504 A6.7. Solving FiniteHorizon Problems 506 A6.8. InfiniteHorizon Problems and Stationarity 509 A6.9. Solving InfiniteHorizon (Stationary) Problems with Unimprovability 512 A6.10. Policy Iteration (and Transience) 516 A6.11. Value Iteration 518 A6.12. Examples 521 A6.13. Things Not Covered Here: Other Optimality Criteria Continuous Time and Control Theory 527 A6.14. Multiarmed Bandits and Complexity 528 A6.15. Four More Problems You Can Solve 530 Appendix Seven: The Implicit Function Theorem 534 Appendix Eight: FixedPoint Theory 535 References 543 Index 551.
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 Kreps, David M. speaker.
 [Stanford, California] : [Stanford University, Graduate School of Business], [2010]
 Description
 Video — 1 videocassette (ca. 55 min.) : DVCAM video, sound, color ; 1/4 in.
 Summary

Award dinner with award winner giving speech to colleagues.
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ARCHIVES VIDEO 999  Inlibrary use 
 Kreps, David M. interviewee.
 [Stanford, California] : [Stanford University, Graduate School of Business], [2008]
 Description
 Video — 1 videodisc (67 min.) : DVD video, sound, color ; 4 3/4 in.
 Summary

Kathy Long, Director of J. Hugh Jackson Library, interviews David Kreps, Senior Associate Dean of Stanford Graduate School of Business, about new curriculum implementation at the Business School.
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11. Microeconomics for managers [2004]
 Kreps, David M.
 1st ed.  New York : Norton, c2004.
 Description
 Book — xviii, 652 p. : ill ; 27 cm.
 Summary

Developed over the course of ten years at the Stanford Business School, Microeconomics for Managers leads the field with a strong game theoretic approach and fullchapter coverage of many modern topics, including Porter's five forces, signaling, transaction costs, and incentives.
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12. Microeconomics for managers [2004]
 Kreps, David M.
 [1st ed.]  New York : Norton, c2004.
 Description
 Book — xviii, 652 p. : ill. ; 27 cm.
 Summary

Developed over the course of ten years at the Stanford Business School, Microeconomics for Managers leads the field with a strong game theoretic approach and fullchapter coverage of many modern topics, including Porter's five forces, signaling, transaction costs, and incentives.
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13. A course in microeconomic theory [1990]
 Kreps, David M.
 Princeton, N.J. : Princeton University Press, c1990.
 Description
 Book — xviii, 839 p. : ill. ; 26 cm.
 Summary

David M. Kreps has developed a text in microeconomics that is both challenging and ??i??userfriendly??i??i??'. The work is designed for the firstyear graduate microeconomic theory course and is accessible to advanced undergraduates as well. Placing unusual emphasis on modern noncooperative game theory, it provides the student and instructor with a unified treatment of modern microeconomic theory  one that stresses the behavior of the individual actor (consumer or firm) in various institutional settings. The author has taken special pains to explore the fundamental assumptions of the theories and techniques studied, pointing out both strengths and weaknesses. This book begins with an exposition of the standard models of choice and the market, with extra attention paid to choice under uncertainty and dynamic choice. General and partial equilibrium approaches are blended, so that the student sees these approaches as points along a continuum. This work then turns to more modern developments. Readers are introduced to noncooperative game theory and shown how to model games and determine solution concepts. Models with incomplete information, the folk theorem and reputation, and bilateral bargaining are covered in depth. Information economics is explored next. A closing discussion concerns firms as organizations and gives readers a taste of transactioncost economics.
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HB172 .K74 1990  Unknown 
HB172 .K74 1990  Unknown 
14. A course in microeconomic theory [1990]
 Kreps, David M.
 Princeton, N.J. : Princeton University, c1990.
 Description
 Book — xviii, 839 p. : ill ; 27 cm.
 Summary

David M. Kreps has developed a text in microeconomics that is both challenging and ??i??userfriendly??i??i??'. The work is designed for the firstyear graduate microeconomic theory course and is accessible to advanced undergraduates as well. Placing unusual emphasis on modern noncooperative game theory, it provides the student and instructor with a unified treatment of modern microeconomic theory  one that stresses the behavior of the individual actor (consumer or firm) in various institutional settings. The author has taken special pains to explore the fundamental assumptions of the theories and techniques studied, pointing out both strengths and weaknesses. This book begins with an exposition of the standard models of choice and the market, with extra attention paid to choice under uncertainty and dynamic choice. General and partial equilibrium approaches are blended, so that the student sees these approaches as points along a continuum. This work then turns to more modern developments. Readers are introduced to noncooperative game theory and shown how to model games and determine solution concepts. Models with incomplete information, the folk theorem and reputation, and bilateral bargaining are covered in depth. Information economics is explored next. A closing discussion concerns firms as organizations and gives readers a taste of transactioncost economics.
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15. Game theory and economic modelling [1990]
 Kreps, David M.
 Oxford : Clarendon Press ; New York : Oxford Univ. Press, ©1990.
 Description
 Book — 1 online resource (viii, 195 pages) : illustrations
 Summary

 The standard Basic notions of noncooperative game theory: Strategic form games Extensive form games Extensive and strategic form games Dominance Nash equilibrium The successes of game theory: Taxonomy based on the strategic form Dynamics and extensive form games Incredble threats and incredible promises Credible threats and promises: cooperation and reputation The importance of what players know about others The problems of game theory: Bilateral bargaining and precise protocols Too many equilibria and no way to choose choosing among equilibria with refinements The rules of the game Bounded rationality and retrospection.
 (source: Nielsen Book Data)
 Introduction
 1. The standard
 2. Basic notions of noncooperative game theory
 3. The successes of game theory
 4. The problems of game theory
 5. Bounded rationality and retrospection
 Bibliography
 Index.
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Over the past two decades, academic economics has undergone a mild revolution in methodology. The language, concepts and techniques of noncooperative game theory have become central to the discipline. This book provides the reader with some basic concepts from noncooperative theory, and then goes on to explore the strengths, weaknesses, and future of the theory as a tool of economic modelling and analysis. The central theses are that noncooperative game theory has been a remarkably popular tool in economics over the past decade because it allows analysts to capture essential features of dynamic competition and competition where some parties have proprietary information. The theory is weakest in providing a sense of when it  and equilibrium analysis in particular  can be applied and what to do when equilibrium analysis is inappropriate. Many of these weaknesses can be addressed by the consideration of individuals who are boundedly rational and learn imperfectly from the past. Written in a nontechnical style and working by analogy, the book, first given as part of the Clarendon Lectures in Economics, is readily accessible to a broad audience and will be of interest to economists and students alike. Knowledge of game theory is not required as the concepts are developed as the book progresses.
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16. Game theory and economic modelling [1990]
 Kreps, David M.
 Oxford : Clarendon Press ; New York : Oxford University Press, 1990.
 Description
 Book — viii, 195 p. : ill ; 23 cm.
 Summary

 The standard Basic notions of noncooperative game theory: Strategic form games Extensive form games Extensive and strategic form games Dominance Nash equilibrium The successes of game theory: Taxonomy based on the strategic form Dynamics and extensive form games Incredble threats and incredible promises Credible threats and promises: cooperation and reputation The importance of what players know about others The problems of game theory: Bilateral bargaining and precise protocols Too many equilibria and no way to choose choosing among equilibria with refinements The rules of the game Bounded rationality and retrospection.
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HB144 .K73 1990  Unknown 
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17. Game theory and economic modelling [1990]
 Kreps, David M.
 Oxford : Clarendon Press ; New York : Oxford University Press, 1990.
 Description
 Book — viii, 195 pages : illustrations ; 23 cm
 Summary

 Introduction
 1. The standard
 2. Basic notions of noncooperative game theory
 3. The successes of game theory
 4. The problems of game theory
 5. Bounded rationality and retrospection Bibliography Index.
 (source: Nielsen Book Data)
 The standard Basic notions of noncooperative game theory: Strategic form games Extensive form games Extensive and strategic form games Dominance Nash equilibrium The successes of game theory: Taxonomy based on the strategic form Dynamics and extensive form games Incredble threats and incredible promises Credible threats and promises: cooperation and reputation The importance of what players know about others The problems of game theory: Bilateral bargaining and precise protocols Too many equilibria and no way to choose choosing among equilibria with refinements The rules of the game Bounded rationality and retrospection.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
Over the past two decades, academic economics has undergone a mild revolution in methodology. The language, concepts and techniques of noncooperative game theory have become central to the discipline. This book provides the reader with some basic concepts from noncooperative theory, and then goes on to explore the strengths, weaknesses, and future of the theory as a tool of economic modelling and analysis. The central theses are that noncooperative game theory has been a remarkably popular tool in economics over the past decade because it allows analysts to capture essential features of dynamic competition and competition where some parties have proprietary information. The theory is weakest in providing a sense of when it  and equilibrium analysis in particular  can be applied and what to do when equilibrium analysis is inappropriate. Many of these weaknesses can be addressed by the consideration of individuals who are boundedly rational and learn imperfectly from the past. Written in a nontechnical style and working by analogy, the book, first given as part of the Clarendon Lectures in Economics, is readily accessible to a broad audience and will be of interest to economists and students alike. Knowledge of game theory is not required as the concepts are developed as the book progresses.
(source: Nielsen Book Data)
Green Library
Green Library  Status 

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HB144 .K73 1990  Unknown 
HB144 .K73 1990  Unknown 
HB144 .K73 1990  Unknown 
HB144 .K73 1990  Unknown 
HB144 .K73 1990  Unknown 
 Kreps, David M.
 Oxford : Clarendon Press ; New York : Oxford University Press, 1990.
 Description
 Book — viii, 195 p. : ill.
 Summary

 The standard Basic notions of noncooperative game theory: Strategic form games Extensive form games Extensive and strategic form games Dominance Nash equilibrium The successes of game theory: Taxonomy based on the strategic form Dynamics and extensive form games Incredble threats and incredible promises Credible threats and promises: cooperation and reputation The importance of what players know about others The problems of game theory: Bilateral bargaining and precise protocols Too many equilibria and no way to choose choosing among equilibria with refinements The rules of the game Bounded rationality and retrospection.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
19. Notes on the theory of choice [1988]
 Kreps, David M.
 Boulder : Westview Press, 1988.
 Description
 Book — xv, 207 p. : ill. ; 22 cm.
 Summary

 * Introduction * Preference Relations and Revealed Preference * Ordinal Utility * Choice Under Uncertainty: Formulations and Representations * Von NewmannMorgenstern Expected Utility * Utility Functions for Money * Horse Race Lotteries and Roulette Wheels * Subjective Probability * Savages Theory of Choice Under Uncertainty * Conditional Preference, Conditional Probability, and Contingent Choice * Independence, Exchangeability, and de Finettis Theorem * Normative Uses of These Models on SubprobleMs. Dynamic Choice Theory and the Choice of Opportunity Sets * The Experimental Evidence.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Green Library
Green Library  Status 

Find it Stacks  Request (opens in new tab) 
HB801 .K73 1988  Unknown 
HB801 .K73 1988  Unknown 
20. Notes on the theory of choice [1988]
 Kreps, David M.
 Boulder : Westview Press, 1988.
 Description
 Book — xv, 207 p. : ill ; 23 cm.
 Summary

 * Introduction * Preference Relations and Revealed Preference * Ordinal Utility * Choice Under Uncertainty: Formulations and Representations * Von NewmannMorgenstern Expected Utility * Utility Functions for Money * Horse Race Lotteries and Roulette Wheels * Subjective Probability * Savages Theory of Choice Under Uncertainty * Conditional Preference, Conditional Probability, and Contingent Choice * Independence, Exchangeability, and de Finettis Theorem * Normative Uses of These Models on SubprobleMs. Dynamic Choice Theory and the Choice of Opportunity Sets * The Experimental Evidence.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Business Library
Business Library  Status 

Stacks  Request (opens in new tab) 
HB801 .K73 1988  Unknown 
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