Reserve prices in repeated auctions
From MaRDI portal
Publication:1742150
DOI10.1007/S00182-017-0587-5zbMath1430.91047OpenAlexW2742457716MaRDI QIDQ1742150
Publication date: 11 April 2018
Published in: International Journal of Game Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00182-017-0587-5
Cites Work
- Unnamed Item
- Efficiency levels in sequential auctions with dynamic arrivals
- Coasian dynamics in repeated English auctions
- Optimal auction design under non-commitment
- Foundations of dynamic monopoly and the Coase conjecture
- Sequentially optimal auctions
- Bid rotation and collusion in repeated auctions.
- Commitment through incomplete information in a simple repeated bargaining game
- The declining price anomaly
- Equilibrium reserve prices in sequential ascending auctions
- Equilibrium price paths in sequential auctions with stochastic supply
- Optimal Dynamic Auctions for Revenue Management
- Research Note—Strategic Bid-Shading and Sequential Auctioning with Learning from Past Prices
- Optimal Price Skimming by a Monopolist Facing Rational Consumers
- Planning under Incomplete Information and the Ratchet Effect
- Sequentially Optimal Mechanisms1
- Contract Renegotiation and Coasian Dynamics
- The Dynamics of Incentive Contracts
- Optimal Auction Design
- Optimal Dynamic Auctions and Simple Index Rules
- Perfect Bayesian Equilibria in Repeated Sales
- Optimal Auction with Resale
This page was built for publication: Reserve prices in repeated auctions
