Efficient trading with nonlinear utility

DOI10.1016/J.JMATECO.2010.05.002zbMath1232.91490OpenAlexW2070011961MaRDI QIDQ990297

Hu Lu, Yuntong Wang

Publication date: 6 September 2010

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.05.002

zbMATH Keywords

mechanism designnonlinear utilityefficient trading

Mathematics Subject Classification ID

Utility theory (91B16) Trade models (91B60) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

The river sharing problem with incomplete information

Cites Work

• Efficient mechanisms for bilateral trading
• The rate at which a simple market converges to efficiency as the number of traders increases: An asymptotic result for optimal trading mechanisms
• A general characterization of interim efficient mechanisms for independent linear environments
• Dissolving a Partnership Efficiently
• Optimal Auction Design
• Incentive Compatibility and the Bargaining Problem
• Optimal trading mechanisms with ex ante unidentified traders

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