Revisiting the foundations of dominant-strategy mechanisms

DOI10.1016/j.jet.2018.10.001zbMath1417.91128OpenAlexW2894551741WikidataQ129091100 ScholiaQ129091100MaRDI QIDQ1622453

Jiangtao Li, Yi-Chun Chen

Publication date: 19 November 2018

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2208

zbMATH Keywords

linear programmingmechanism designrobust mechanism designduality approachdominant-strategy mechanismsmaxmin foundation

Mathematics Subject Classification ID

Linear programming (90C05) Other game-theoretic models (91A40) Social choice (91B14)

Related Items

Correlation-robust auction design ⋮ Asymptotically optimal prior-free clock auctions ⋮ A dominant-strategy asset market mechanism ⋮ No trade and yes trade theorems for heterogeneous priors ⋮ When Walras meets Vickrey ⋮ Asymptotically optimal prior-free asset market mechanisms ⋮ Distributionally robust pricing in independent private value auctions ⋮ Implementation in undominated strategies with applications to auction design, public good provision and matching ⋮ Maxmin implementation ⋮ (No) foundations of dominant-strategy mechanisms: a comment on Chung and Ely (2007)

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