January 19, 2021, Video: "Many economic-theoretic models incorporate finiteness assumptions that, while introduced for simplicity, play a real role in the analysis. Such assumptions introduce a conceptual problem, as results that rely on finiteness are often implicitly nonrobust; for example, they may depend upon edge effects or artificial boundary conditions. Here, we present a unified method that enables us to remove finiteness assumptions, such as those on market sizes, time horizons, and datasets. We then apply our approach to a variety of matching, exchange economy, and revealed preference settings."
Non-HKS Author Website - Scott Duke Kominers