Bidding models and repeated games with incomplete information: a survey
From MaRDI portal
Publication:2290314
DOI10.1134/S0005117919020139zbMath1431.91170OpenAlexW2941882005WikidataQ128025866 ScholiaQ128025866MaRDI QIDQ2290314
Publication date: 27 January 2020
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117919020139
Sums of independent random variables; random walks (60G50) Auctions, bargaining, bidding and selling, and other market models (91B26) Multistage and repeated games (91A20)
Related Items (1)
Cites Work
- Price dynamics on a stock market with asymmetric information
- On the strategic origin of Brownian motion in finance
- Symmetric representations of bivariate distributions
- Repeated games simulating exchange auction and recursive sequences
- Repeated games with asymmetric information and random price fluctuations at finance markets
- The Kantorovich metric: the initial history and little-known applications
- On a Modification of the Multistage Bidding Model with Continuous Bids and Asymmetric Information
- Repeated Bidding Games with Incomplete Information and Bounded Values: On the Exponential Speed of Convergence
- Bargaining under Incomplete Information
- Continuous Auctions and Insider Trading
- Repeated games with asymmetric information modeling financial markets with two risky assets
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Bidding models and repeated games with incomplete information: a survey