Envelope Theorems for Arbitrary Choice Sets
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Cited in
(only showing first 100 items - show all)- Substitute goods, auctions, and equilibrium
- Optimal sale across venues and auctions with a buy-now option
- A general principal-agent setting with non-differentiable mechanisms: Some examples
- Walrasian equilibrium in an exchange economy with indivisibilities.
- Asymmetric information about rivals' types in standard auctions.
- Hierarchical experimentation
- Optimality of sequential screening with multiple units and ex post participation constraints
- A note on the envelope theorem
- Dynamic price discrimination with customer recognition
- Stackelberg equilibrium with multiple firms and setup costs
- Almost budget balanced mechanisms with scalar bids for allocation of a divisible good
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs
- Fundamental limits of symmetric low-rank matrix estimation
- Optimal profit sharing mechanisms with type-dependent outside options
- On the (non-)differentiability of the optimal value function when the optimal solution is unique
- Efficiency of electronic service allocation with privately known quality
- Generalized envelope theorems: applications to dynamic programming
- Multidimensional auctions for long-term procurement contracts with early-exit options: the case of conservation contracts
- Exit dynamics of start-up firms: structural estimation using indirect inference
- Derivatives trading for insurers
- On the implementability of contracts without quasilinear utility
- Non-concave dynamic programming
- Mechanism design for arbitrary type spaces
- Conditions for incentive compatibility in models with multidimensional allocation functions and one-dimensional types
- Interim bribery in auctions
- Strategic analysis of influence peddling
- Efficiency and equilibria in games of optimal derivative design
- A version of the Euler equation in discounted Markov decision processes
- Wealth effects and agency costs
- Auctions for social lending: a theoretical analysis
- Limited liability and non-responsiveness in agency models
- Opinion fitness and convergence to consensus in homogeneous and heterogeneous populations
- Bayesian learning with variable prior
- Robust bidding and revenue in descending price auctions
- Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages
- Envelope theorems for static optimization and calculus of variations
- Optimal control of diffusion processes with terminal constraint in law
- Whittle indexability in egalitarian processor sharing systems
- Effects of changes in preferences in moral hazard problems
- Price skimming: commitment and delay in bargaining with outside option
- Efficient combinatorial allocations: individual rationality versus stability
- On the economic value of signals
- Identification and welfare evaluation in sequential sampling models
- Optimal contracts with random monitoring
- Optimal equity auction with interdependent valuations
- A necessary optimality condition in two-dimensional screening
- Ramsey rule with forward/backward utility for long-term yield curves modeling
- Bid signaling in first-price royalty auction
- Reverse calculus and nested optimization
- Money burning in the theory of delegation
- Simple explicit formula for near-optimal stochastic lifestyling
- Continuity and incentive compatibility in cardinal mechanisms
- Posterior distribution of nondifferentiable functions
- Strictly strategy-proof auctions
- Shifting supports in Esö and Szentes (2007)
- Selling mechanisms for a financially constrained buyer
- Rational inattention and the monotone likelihood ratio property
- The envelope theorem, Euler and Bellman equations, without differentiability
- Multidimensional bargaining and posted prices
- Sequential auctions with ambiguity
- Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem
- The broker-optimal bilateral trading mechanisms with linear contracts
- Bilateral matching and bargaining with private information
- On the uniqueness of Groves mechanisms and the payoff equivalence principle
- The spatial model with non-policy factors: a theory of policy-motivated candidates
- Mediation, arbitration and negotiation
- Monetary equilibrium and the differentiability of the value function
- Side-communication yields efficiency of ascending auctions: The two-items case
- Coordination contract design for the newsvendor model
- Optimal policy for inventory systems with capacity commitment and fixed ordering costs
- Risk sharing contracts with private information and one-sided commitment
- On the equivalence of Bayesian and dominant strategy implementation for environments with nonlinear utilities
- Fitting monotone polynomials in mixed effects models
- Strategy-proof characterizations of the pivotal mechanisms on restricted domains
- Optimal design of scoring auctions with multidimensional quality
- Monotonicity and revenue equivalence domains by monotonic transformations in differences
- Optimal search auctions
- Optimal bunching without optimal control
- Optimal combinatorial mechanism design
- Characterizing implementable allocation rules in multi-dimensional environments
- Delegation and nonmonetary incentives
- Axioms for parametric continuity of utility when the topology is coarse
- Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
- Collateral premia and risk sharing under limited commitment
- A monetary theory with non-degenerate distributions
- Sequential negotiations with costly information acquisition
- Incentive compatibility in non-quasilinear environments
- Matching through position auctions
- Implementation in an interdependent value framework
- Uniqueness in symmetric first-price auctions with affiliation
- Selling options
- Expected consumer's surplus as an approximate welfare measure
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance
- An envelope theorem and some applications to discounted Markov decision processes
- An actor-critic algorithm for constrained Markov decision processes
- Relational incentive contracts with productivity shocks
- Optimal stopping for absolute maximum of homogeneous diffusion
- Pricing in position auctions and online advertising
- The envelope theorem for multiobjective convex programming via contingent derivatives
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