Robust trading mechanisms

DOI10.1016/0022-0531(87)90104-9MaRDI QIDQ1087124zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

private informationdominant strategyposted-price mechanismssingle buyer and sellertrading institution

Mathematics Subject Classification ID

Trade models (91B60)

Recommendations

• Robust trading mechanisms over 0/1 polytopes
• Robust bilateral trade with discrete types
• Optimal robust bilateral trade: risk neutrality
• Optimal trading mechanisms with ex ante unidentified traders
• The possibility of efficient mechanisms for trading an indivisible object

Cites work

• scientific article; zbMATH DE number 3671967 (Why is no real title available?)
• Bargaining under Incomplete Information
• Efficient and Durable Decision Rules with Incomplete Information
• Efficient mechanisms for bilateral trading
• Incentive Compatibility and the Bargaining Problem
• Incentive Efficiency of Double Auctions
• Optimal Auction Design
• The rate at which a simple market converges to efficiency as the number of traders increases: An asymptotic result for optimal trading mechanisms

Cited in

(41)

• Optimal private good allocation: the case for a balanced budget
• Combinatorial reallocation mechanisms
• Optimal robust bilateral trade: risk neutrality
• Bilateral trading with naive traders
• Optimal trading mechanisms with ex ante unidentified traders
• Mechanism design with level-k types: theory and an application to bilateral trade
• Limited observability as a constraint in contract design
• Robust trading mechanisms over 0/1 polytopes
• Bounded depths of rationality and implementation with complete information
• Non fixed-price trading rules in single-crossing classical exchange economies
• Learning equilibrium in bilateral bargaining games
• Joint misrepresentation with bribes
• Efficient mechanisms for level-\(k\) bilateral trading
• A nonparametric, efficient public good decision mechanism: Undominated Bayesian implementation
• Asymptotically optimal prior-free clock auctions
• Mechanism design with two alternatives in quasi-linear environments
• Optimal allocation of an indivisible good
• Robust bilateral trade with discrete types
• House allocation with transfers
• The rate at which a simple market converges to efficiency as the number of traders increases: An asymptotic result for optimal trading mechanisms
• Optimal budget-balanced ranking mechanisms to assign identical objects
• The robustness of robust implementation
• Multidimensional bargaining and posted prices
• Dominant strategy implementation of Bayesian incentive compatible allocation rules
• On robust constitution design
• The modified Vickrey double auction
• The efficiency of linear equilibria of sealed-bid double auctions
• (Almost) efficient mechanisms for bilateral trading
• On public good provision mechanisms with dominant strategies and balanced budget
• Improved approximation ratios of fixed-price mechanisms in bilateral trades
• On the optimal fixed-price mechanism in bilateral trade
• Collusion-proof mechanisms for multi-unit procurement
• Implementable and ex-post IR rules in bilateral trading with discrete values
• Merger negotiations and ex-post regret
• An \(\alpha \)-regret analysis of adversarial bilateral trade
• Reordering an existing queue
• A theory of simplicity in games and mechanism design
• The participatory Vickrey-Clarke-Groves mechanism
• Optimal trading mechanisms for an informed seller
• Shuttle diplomacy
• Taking turns

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