Trading with a common agent under complete information: A characterization of Nash equilibria

DOI10.1016/J.JET.2008.05.005MaRDI QIDQ1001828zbMATH OpenOpenAlexFDO

Authors Gabriella Chiesa, Vincenzo Denicolò

Publication date 19 February 2009

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2008.05.005

zbMATH Keywords

common agencyminimum rent equilibriumsupply schedulestruthful equilibrium

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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Cites work

• Allocating multiple units
• Conflict and cooperation. The structure of equilibrium payoffs in common agency
• Dynamic common agency.
• Erratum to ``Negotiation and take it or leave it in common agency: [Journal of economic theory 111 (2003) 88--109]
• From private to public common agency.
• Menu Auctions, Resource Allocation, and Economic Influence
• On coalition-proof Nash equilibria in common agency games
• Product Selection, Fixed Costs, and Monopolistic Competition
• Robust Predictions for Bilateral Contracting with Externalities
• Selecting equilibria in common agency games
• The Revelation and Delegation Principles in Common Agency Games

Cited in

(9)

• Selecting equilibria in common agency games
• Dynamic common agency.
• Identification of efficient equilibria in multiproduct trading with indivisibilities and non-monotonicity
• Representing equilibrium aggregates in aggregate games with applications to common agency
• Competition in non-linear pricing, market concentration and mergers
• Competition with nonexclusive contracts: tackling the hold-up problem
• A complete characterization of equilibria in an intrinsic common agency screening game
• Multiproduct trading with a common agent under complete information: existence and characterization of Nash equilibrium
• Games Played Through Agents

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