An options-based solution to the sequential auction problem

DOI10.1016/j.artint.2009.01.002zbMath1188.91081OpenAlexW2100610798MaRDI QIDQ835835

David C. Parkes, Adam I. Juda

Publication date: 31 August 2009

Published in: Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: http://nrs.harvard.edu/urn-3:HUL.InstRepos:3967323

zbMATH Keywords

optionspreferencesproxy agentsstrategyproofnesscoordination problemsdynamic auctionselectronic markets

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (4)

Optimal bidding in auctions from a game theory perspective ⋮ Preference-based English reverse auctions ⋮ On the choice of obtaining and disclosing the common value in auctions ⋮ Prior-free online mechanisms for queueing with arrivals

Cites Work

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