In-Koo Cho

1990 …2018
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Research Output 1990 2018

  • 32 Article
  • 3 Review article
  • 1 Conference contribution
  • 1 Conference article
2018

SEARCH, ADVERSE SELECTION, AND MARKET CLEARING

Cho, I-K. & Matsui, A., Aug 1 2018, In : International Economic Review. 59, 3, p. 1437-1467 31 p.

Research output: Contribution to journalArticle

Adverse selection
Market clearing
Buyers
Seller
Long-term relationships
2017

Contemplation vs. intuition: a reinforcement learning perspective

Cho, I-K. & Rubinchik, A., Nov 1 2017, In : EURO Journal on Decision Processes. 5, 1-4, p. 141-167 27 p.

Research output: Contribution to journalArticle

Reinforcement learning
Reinforcement Learning
Data storage equipment
Chemical elements
Decision making

Foundation of competitive equilibrium with non-transferable utility

Cho, I-K. & Matsui, A., Jul 1 2017, In : Journal of Economic Theory. 170, p. 227-265 39 p.

Research output: Contribution to journalArticle

Long-term relationships
Non-transferable utility
Competitive equilibrium
Buyers
Seller

Gresham’s Law of model averaging

Cho, I-K. & Kasa, K., Nov 1 2017, In : American Economic Review. 107, 11, p. 3589-3616 28 p.

Research output: Contribution to journalReview article

Model averaging
Asset pricing models
Rational expectations equilibrium
Reduced-form model
Parameter instability

Model averaging and persistent disagreement

Cho, I-K. & Kasa, K., Jan 1 2017, In : Federal Reserve Bank of St. Louis Review. 99, 3, p. 279-294 16 p.

Research output: Contribution to journalArticle

Model averaging
Politicians
Model misspecification
Deviation
Rational expectations equilibrium
2014

An escape time interpretation of robust control

Cho, I-K. & Kasa, K., Jan 1 2014, In : Journal of Economic Dynamics and Control. 42, p. 1-12 12 p.

Research output: Contribution to journalArticle

Robust control
Robust Control
Robustness
Critical Threshold
Critical region
2013

Assessing welfare impact of entry into power market

Cho, I-K. & Kim, H., Oct 1 2013, In : Energy Policy. 61, p. 1046-1054 9 p.

Research output: Contribution to journalArticle

welfare impact
market
cost
Costs
power generation

Search theory, competitive equilibrium, and the Nash bargaining solution

Cho, I-K. & Matsui, A., Jul 1 2013, In : Journal of Economic Theory. 148, 4, p. 1659-1688 30 p.

Research output: Contribution to journalArticle

Competitive equilibrium
Search theory
Nash bargaining solution
Breakdown
Friction
2012
Term
Pareto
Choose
Two-person Games
Terminate

A Dynamic Foundation of the Rawlsian Maxmin Criterion

Cho, I-K. & Matsui, A., 2012, In : Dynamic Games and Applications. 2, 1, p. 51-70 20 p.

Research output: Contribution to journalArticle

Term
Pareto
Choose
Two-person Games
Terminate
2010

Efficiency and marginal cost pricing in dynamic competitive markets with friction

Cho, I-K. & Meyn, S. P., May 1 2010, In : Theoretical Economics. 5, 2, p. 215-239 25 p.

Research output: Contribution to journalArticle

Marginal cost pricing
Competitive market
Friction
Production cost
Market price
2008

Learning dynamics and endogenous currency crises

Cho, I-K. & Kasa, K., Apr 1 2008, In : Macroeconomic Dynamics. 12, 2, p. 257-285 29 p.

Research output: Contribution to journalArticle

Currency crises
Learning dynamics
Adaptive learning
Exchange rates
Learning model
2007

Efficiency and marginal cost pricing in dynamic competitive markets with friction

Cho, I-K. & Meyn, S., Dec 1 2007, Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC. p. 771-778 8 p. 4434521. (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Pricing
Friction
Market Model
Costs
Competitive Equilibrium
Electric power transmission networks
Tungsten
Costs
Power markets
Electricity market

Market power and network constraint in a deregulated electricity market

Cho, I-K. & Kim, H., Jan 1 2007, Energy Journal, 28, 2, p. 1-34 34 p.

Research output: Contribution to specialist publicationArticle

Electric power transmission networks
Tungsten
Costs
Power markets
Electricity market
2006

Reliability by design in distributed power transmission networks

Chen, M., Cho, I-K. & Meyn, S. P., Aug 1 2006, In : Automatica. 42, 8, p. 1267-1281 15 p.

Research output: Contribution to journalArticle

Electric power transmission networks
Power transmission
Costs
2005

Escapist policy rules

Bullard, J. & Cho, I-K., Nov 1 2005, In : Journal of Economic Dynamics and Control. 29, 11, p. 1841-1865 25 p.

Research output: Contribution to journalArticle

Stabilization
Large Deviation Theory
Liquidity
Macroeconomics
Interest Rates

Introduction to learning and bounded rationality

Cho, I-K., Jan 1 2005, In : Journal of Economic Theory. 124, 2, p. 127-128 2 p.

Research output: Contribution to journalArticle

Bounded rationality

Learning aspiration in repeated games

Cho, I-K. & Matsui, A., Oct 1 2005, In : Journal of Economic Theory. 124, 2, p. 171-201 31 p.

Research output: Contribution to journalArticle

Repeated games
Aspiration
Simple rules
Stochastic approximation
Prisoner's dilemma game

Monotonicity and rationalizability in a large first price auction

Cho, I-K., Oct 1 2005, In : Review of Economic Studies. 72, 4, p. 1031-1055 25 p.

Research output: Contribution to journalArticle

Rationalizability
Monotonicity
Bidding strategy
First-price auction
Nash equilibrium

Time consistency in alternating-move policy games

Cho, I-K. & Matsui, A., Sep 1 2005, In : Japanese Economic Review. 56, 3, p. 273-294 22 p.

Research output: Contribution to journalArticle

Time consistency
Government
Policy games
Time-consistent policy
Nash equilibrium
2003

Competitive equilibrium in a radial network

Cho, I-K., Jan 1 2003, In : RAND Journal of Economics. 34, 3, p. 438-460 23 p.

Research output: Contribution to journalArticle

Competitive equilibrium
Efficient allocation
Competitive market

Dynamics of Ancillary Service Prices In Power Distribution Systems

Cho, I-K. & Meyn, S. P., Dec 1 2003, In : Proceedings of the IEEE Conference on Decision and Control. 3, p. 2094-2099 6 p.

Research output: Contribution to journalConference article

Power Distribution
Distribution System
Power System
Distributed Control Problems
Market Equilibrium
2002

A simple model of coalitional bidding

Cho, I-K., Jewell, K. & Vohra, R., Apr 1 2002, In : Economic Theory. 19, 3, p. 435-457 23 p.

Research output: Contribution to journalArticle

Bidding
Coalition structure
Seller
Revenue
Finance

Escaping nash inflation

Cho, I-K., Williams, N. & Sargent, T. J., Jan 1 2002, In : Review of Economic Studies. 69, 1, p. 1-40 40 p.

Research output: Contribution to journalArticle

Inflation
Self-confirming equilibrium
Government
Differential equations
Inflation rate
2001

Convergence of least squares learning in self-referential discontinuous stochastic models

Cho, I-K., Jan 1 2001, In : Journal of Economic Theory. 101, 1, p. 78-114 37 p.

Research output: Contribution to journalArticle

Least squares learning
Stochastic model
Value function
Rational expectations
Rational expectations equilibrium
1999

How complex are networks playing repeated games?

Cho, I-K. & Li, H., Jan 1 1999, In : Economic Theory. 13, 1, p. 93-123 31 p.

Research output: Contribution to journalArticle

Repeated games
Classifier
Costs
Perturbation
Implementing strategy
1996

Chapter 9 Neural networks for encoding and adapting in dynamic economies

Cho, I-K. & Sargent, T. J., Dec 1 1996, In : Handbook of Computational Economics. 1, p. 441-470 30 p.

Research output: Contribution to journalReview article

Neural networks

On the complexity of repeated principal agent games

Cho, I-K., Jan 1 1996, In : Economic Theory. 7, 1, p. 1-17 17 p.

Research output: Contribution to journalArticle

Folk theorem
Strategic decisions
Simplicity
Discounting
Nash equilibrium

Perceptrons play repeated games with imperfect monitoring

Cho, I-K., Jan 1 1996, In : Games and Economic Behavior. 16, 1, p. 22-53 32 p.

Research output: Contribution to journalArticle

Repeated games
Imperfect monitoring
Classifier
Folk theorem
Least squares estimator
1995

Induction and the Ramsey policy

Cho, I-K. & Matsui, A., Jan 1 1995, In : Journal of Economic Dynamics and Control. 19, 5-7, p. 1113-1140 28 p.

Research output: Contribution to journalArticle

Forecasting
Proof by induction
Sector
Discount
Discount Factor

Perceptrons play the repeated prisoner’s dilemma

Cho, I-K., Jan 1 1995, In : Journal of Economic Theory. 67, 1, p. 266-284 19 p.

Research output: Contribution to journalArticle

Repeated prisoner's dilemma
Repeated games
Economics
Fictitious play
Folk theorem
1994

Bounded rationality, neural network and folk theorem in repeated games with discounting

Cho, I-K., Nov 1 1994, In : Economic Theory. 4, 6, p. 935-957 23 p.

Research output: Contribution to journalArticle

Repeated games
Folk theorem
Bounded rationality
Discounting
Neural networks

Stationarity, rationalizability and bargaining

Cho, I-K., Jan 1 1994, In : Review of Economic Studies. 61, 2, p. 357-374 18 p.

Research output: Contribution to journalArticle

Stationarity
Rationalizability
Buyers
Acceptance
Seller
1993
Nash equilibrium

Strategic stability in repeated signaling games

Cho, I-K., Jun 1 1993, In : International Journal of Game Theory. 22, 2, p. 107-121 15 p.

Research output: Contribution to journalArticle

Backward Induction
induction
Game
Private Information
Selection Rules
1990

Strategic stability and uniqueness in signaling games

Cho, I-K. & Sobel, J., Jan 1 1990, In : Journal of Economic Theory. 50, 2, p. 381-413 33 p.

Research output: Contribution to journalArticle

Guarantee
Strategic stability
Monotonicity
Signaling games
Uniqueness