Multidimensional signalling

DOI10.1016/0304-4068(85)90003-5zbMath0597.90018OpenAlexW4234332288MaRDI QIDQ1079470

Martine Quinzii, Jean-Charles Rochet

Publication date: 1986

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(85)90003-5

zbMATH Keywords

partial differential equationmarket signallingmultidimensional characteristics

Mathematics Subject Classification ID

Trade models (91B60)

Related Items (11)

A never-a-weak-best-response test in infinite signaling games ⋮ Upper semi-continuity of the separating equilibrium correspondence ⋮ The convergence of equilibrium strategies of approximating signaling games ⋮ The robustness of multidimensional signalling equilibria ⋮ IPO activity and information in secondary market prices ⋮ The price of rapid exit in venture capital-backed IPOs ⋮ JOB MARKET SIGNALLING WITH TWO DIMENSIONS OF PRIVATE INFORMATION ⋮ When is multidimensional screening a convex program? ⋮ Convexity and multi-dimensional screening for spaces with different dimensions ⋮ Separating equilibrium in quasi-linear signaling games ⋮ Nonlinear supporting prices. The superadditive case

Cites Work

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• Asymptotic behavior of some nonlinear heat equations
• Competitive signalling
• Informational Equilibrium
• Regulating a Monopolist with Unknown Costs

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