Numerical solutions of asymmetric, first-price, independent private values auctions
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Publication:1020527
DOI10.1007/s10614-008-9125-7zbMath1161.91369OpenAlexW2084925094MaRDI QIDQ1020527
Wayne-Roy Gayle, Jean-Francois Richard
Publication date: 29 May 2009
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-008-9125-7
auctionsnumerical solutioncollusionindependent private valuesoptimal reserveasymmetric first priceex-ante heterogeneityexpected revenues
Related Items (11)
Shapley-Folkman-Lyapunov theorem and asymmetric first price auctions ⋮ Bidder collusion at first-price auctions ⋮ Numerical simulations of asymmetric first-price auctions ⋮ Ranking asymmetric auctions: filling the gap between a distributional shift and stretch ⋮ Ranking asymmetric auctions ⋮ Revenue Equivalence of Large Asymmetric Auctions ⋮ Asymmetric first price auctions ⋮ Competitive bidding in asymmetric multidimensional public procurement ⋮ Learning in Repeated Auctions ⋮ Revenue Comparison in Asymmetric Auctions with Discrete Valuations ⋮ Adversarial Risk Analysis for Auctions Using Mirror Equilibrium and Bayes Nash Equilibrium
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- Equilibrium in Sealed High Bid Auctions
- Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
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