Continuous time contests with private information

DOI10.1287/MOOR.2015.0769MaRDI QIDQ3186545zbMATH OpenOpenAlexFDO

Authors Christian Seel, Philipp Strack

Publication date 10 August 2016

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://cris.maastrichtuniversity.nl/ws/files/12430579/1525969.pdf

zbMATH Keywords

all-pay contestscontestssilent timing games

Mathematics Subject Classification ID

(n)-person games, (n>2) (91A06) Noncooperative games (91A10) Games of timing (91A55) Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• Gambling in contests
• Gambling in contests with random initial law
• Gambling in contests modelled with diffusions
• All-Pay Contests
• Unique equilibrium in contests with incomplete information

Cites work

• All-Pay Contests
• An analysis of the war of attrition and the all-pay auction
• Asymmetric all-pay auctions with incomplete information: The two-player case
• Continuous-Time Dynkin Games with Mixed Strategies
• Continuous-time games of timing
• Equilibrium in two-player non-zero-sum Dynkin games in continuous time
• Equilibrium Price Dispersion
• Gambling in contests
• Gambling in contests with random initial law
• Gambling in contests with regret
• scientific article; zbMATH DE number 5016447 (Why is no real title available?)
• scientific article; zbMATH DE number 3530736 (Why is no real title available?)
• Preemption Games with Private Information
• Racing with Uncertainty
• SKOROKHOD EMBEDDINGS IN BOUNDED TIME
• Stochastic Processes in Science, Engineering and Finance
• Temps d'arret optimal, quasi-temps d'arret et retournement du temps
• Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
• The all-pay auction with complete information
• The Skorokhod embedding problem and its offspring
• Two-player nonzero-sum stopping games in discrete time.

Cited in

(18)

• An approximate solution to rent-seeking contests with private information
• The absence of attrition in a war of attrition under complete information
• Gambling in contests modelled with diffusions
• Contests with small noise and the robustness of the all-pay auction
• Sequential all-pay auctions with noisy outputs
• Deadlines in stochastic contests
• Gambling in contests with random initial law
• Multiplicative output form and its applications to problems in the homogenous innovation contest model
• SKOROKHOD EMBEDDINGS IN BOUNDED TIME
• Gambling in contests
• Reward design in risk-taking contests
• A Mean Field Competition
• Innovation contests with risk‐averse participants
• Submission costs in risk-taking contests
• The role of correlation in diffusion control ranking games
• Portfolio selection in contests
• A Dynkin game with independent processes and private information
• Grab it before it's gone: testing uncertain rewards under a stochastic deadline

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