Bidding models and repeated games with incomplete information: a survey

DOI10.1134/S0005117919020139zbMath1431.91170OpenAlexW2941882005WikidataQ128025866 ScholiaQ128025866MaRDI QIDQ2290314

Victoria L. Kreps

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

zbMATH Keywords

asymptotic behaviorasymmetric informationrepeated gamesrandom walkoptimal strategiesbidding

Mathematics Subject Classification ID

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)

In memory of Victoria Kreps (3 September 1945--3 March 2021)

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
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