On industry equilibrium under uncertainty

Jacques H. Drèze*, Eytan Sheshinski

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

The paper considers an industry consisting of numerous firms that produce a homogeneous output, the demand for which is a random variable. Each firm belongs to one of K possible types, and each type is characterized by a U-shaped average cost curve. It is shown that: (i) the first-order necessary conditions for efficient investment and output are sufficient; accordingly, the set of competitive equilibria is non-empty and coincides with the set of efficient allocations; (ii) a dynamic process of free entry and exit of firms, guided by expected profits, is quasistable and every limit point is a competitive equilibrium. The paper also defines a sufficient condition for uniqueness of the competitive equilibrium, in which case it is stable.

Original languageEnglish
Pages (from-to)88-97
Number of pages10
JournalJournal of Economic Theory
Volume33
Issue number1
DOIs
StatePublished - Jun 1984

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