A dominant strategy double clock auction with estimation‐based tâtonnement

DOI10.3982/TE3311zbMath1475.91114OpenAlexW3012270700MaRDI QIDQ5164520

Claudio Mezzetti, Simon Loertscher

Publication date: 11 November 2021

Published in: Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/te3311

zbMATH Keywords

individual rationalityVCG mechanismprivacy preservationmultidimensional typesreserve pricesdominant strategy mechanismsdeficit freedouble clock auctions

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Mechanism design theory (91B03)

Related Items (4)

Asymptotically optimal prior-free clock auctions ⋮ Asymptotically optimal prior-free asset market mechanisms ⋮ Double auctions with no-loss constrained traders ⋮ The deficit on each trade in a Vickrey double auction is at least as large as the Walrasian price gap

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