Trading with a common agent under complete information: A characterization of Nash equilibria
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Publication:1001828
DOI10.1016/j.jet.2008.05.005zbMath1154.91544OpenAlexW1971124418MaRDI QIDQ1001828
Gabriella Chiesa, Vincenzo Denicolò
Publication date: 19 February 2009
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2008.05.005
Related Items (6)
Identification of efficient equilibria in multiproduct trading with indivisibilities and non-monotonicity ⋮ Competition in non-linear pricing, market concentration and mergers ⋮ A complete characterization of equilibria in an intrinsic common agency screening game ⋮ Multiproduct trading with a common agent under complete information: existence and characterization of Nash equilibrium ⋮ Selecting equilibria in common agency games ⋮ Competition with nonexclusive contracts: tackling the hold-up problem
Cites Work
- Erratum to ``Negotiation and take it or leave it in common agency: [Journal of economic theory 111 (2003) 88--109]
- Selecting equilibria in common agency games
- On coalition-proof Nash equilibria in common agency games
- Dynamic common agency.
- From private to public common agency.
- Allocating multiple units
- Menu Auctions, Resource Allocation, and Economic Influence
- Product Selection, Fixed Costs, and Monopolistic Competition
- Robust Predictions for Bilateral Contracting with Externalities
- The Revelation and Delegation Principles in Common Agency Games
- Conflict and cooperation. The structure of equilibrium payoffs in common agency
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