Robust trading mechanisms
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Publication:1087124
DOI10.1016/0022-0531(87)90104-9zbMath0609.90015OpenAlexW2067800745MaRDI QIDQ1087124
Kathleen M. Hagerty, William P. Rogerson
Publication date: 1987
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(87)90104-9
private informationdominant strategyposted-price mechanismssingle buyer and sellertrading institution
Related Items (35)
On public good provision mechanisms with dominant strategies and balanced budget ⋮ Optimal robust bilateral trade: risk neutrality ⋮ Robust trading mechanisms over 0/1 polytopes ⋮ Limited observability as a constraint in contract design ⋮ Mechanism design with level-k types: theory and an application to bilateral trade ⋮ Bounded depths of rationality and implementation with complete information ⋮ The modified Vickrey double auction ⋮ Joint misrepresentation with bribes ⋮ The efficiency of linear equilibria of sealed-bid double auctions ⋮ The rate at which a simple market converges to efficiency as the number of traders increases: An asymptotic result for optimal trading mechanisms ⋮ Asymptotically optimal prior-free clock auctions ⋮ (Almost) efficient mechanisms for bilateral trading ⋮ On robust constitution design ⋮ Optimal private good allocation: the case for a balanced budget ⋮ Learning equilibrium in bilateral bargaining games ⋮ Shuttle diplomacy ⋮ Combinatorial reallocation mechanisms ⋮ Collusion-proof mechanisms for multi-unit procurement ⋮ Reordering an existing queue ⋮ Optimal budget-balanced ranking mechanisms to assign identical objects ⋮ The robustness of robust implementation ⋮ Robust bilateral trade with discrete types ⋮ Multidimensional bargaining and posted prices ⋮ Implementable and ex-post IR rules in bilateral trading with discrete values ⋮ Dominant strategy implementation of Bayesian incentive compatible allocation rules ⋮ Optimal allocation of an indivisible good ⋮ Taking turns ⋮ The participatory Vickrey-Clarke-Groves mechanism ⋮ Bilateral trading with naive traders ⋮ Merger negotiations and ex-post regret ⋮ Efficient mechanisms for level-\(k\) bilateral trading ⋮ House allocation with transfers ⋮ A nonparametric, efficient public good decision mechanism: Undominated Bayesian implementation ⋮ Non fixed-price trading rules in single-crossing classical exchange economies ⋮ Mechanism design with two alternatives in quasi-linear environments
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
- Bargaining under Incomplete Information
- Efficient and Durable Decision Rules with Incomplete Information
- Incentive Efficiency of Double Auctions
- Optimal Auction Design
- Incentive Compatibility and the Bargaining Problem
- Unnamed Item
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