Robust bilateral trade with discrete types

DOI10.1007/s13675-018-0106-xzbMath1409.90108OpenAlexW2895817455MaRDI QIDQ1731822

Mustafa Çelebi Pinar, Kamyar Kargar, Halil Ibrahim Bayrak

Publication date: 14 March 2019

Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/49823

zbMATH Keywords

robustnessambiguitymechanism design\(\phi \)-divergence

Mathematics Subject Classification ID

Linear programming (90C05) Auctions, bargaining, bidding and selling, and other market models (91B26)

Uses Software

• Ipopt

Cites Work

• Unnamed Item
• Implementable and ex-post IR rules in bilateral trading with discrete values
• Robust screening under ambiguity
• Efficient mechanisms for bilateral trading
• Optimization and mechanism design
• Robust trading mechanisms
• Maxmin expected utility with non-unique prior
• On incentive compatible, individually rational, and ex post efficient mechanisms for bilateral trading
• Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility
• Robust trading mechanisms over 0/1 polytopes
• Generalized second price auction is optimal for discrete types
• Robust auction design under multiple priors by linear and integer programming
• A polyhedral branch-and-cut approach to global optimization
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• A Soft Robust Model for Optimization Under Ambiguity
• Optimal allocation with costly inspection and discrete types under ambiguity