Optimal revenue guarantees for pricing in large markets
From MaRDI portal
Publication:2670927
DOI10.1007/978-3-030-85947-3_15zbMath1491.91078arXiv2108.04505OpenAlexW3204184088MaRDI QIDQ2670927
José R. Correa, Dana Pizarro, Víctor Verdugo
Publication date: 1 June 2022
Full work available at URL: https://arxiv.org/abs/2108.04505
Cites Work
- Unnamed Item
- Unnamed Item
- The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables
- Comparison of threshold stop rules and maximum for independent nonnegative random variables
- Extremes and related properties of random sequences and processes
- Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
- Comparisons of stop rule and supremum expectations of i.i.d. random variables
- A simple derivation of a complicated prophet region
- Optimal auctions vs. anonymous pricing
- From pricing to prophets, and back!
- Sur la distribution limite du terme maximum d'une série aléatoire
- Multi-parameter mechanism design and sequential posted pricing
- Some Elementary Inequalities Relating to the Gamma and Incomplete Gamma Function
- Optimal Auction Design
- Semiamarts and finite values
- Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals
- Tight Revenue Gaps Among Simple Mechanisms
- Matroid prophet inequalities
- Bayesian Combinatorial Auctions: Expanding Single Buyer Mechanisms to Many Buyers
This page was built for publication: Optimal revenue guarantees for pricing in large markets