Efficient performance in two agent bargaining
From MaRDI portal
Publication:1092778
DOI10.1016/0022-0531(87)90010-XzbMath0627.90010MaRDI QIDQ1092778
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)90010-x
Related Items
Optimal trading mechanisms with ex ante unidentified traders, Asymmetric common-value auctions with applications to private-value auctions with resale, Information percolation in segmented markets, Bilateral trading with naive traders, Stochastic stability in a double auction, Ex ante efficient, ex post individually rational trade, Reprint of: ``Information percolation in segmented markets, A direct mechanism characterization of sequential bargaining with one- sided incomplete information, Equilibrium in the two-player, \(k\)-double auction with affiliated private values, Bilateral trade with the sealed bid k-double auction: Existence and efficiency, The rate at which a simple market converges to efficiency as the number of traders increases: An asymptotic result for optimal trading mechanisms, Pre-play communication in two-person sealed-bid double auctions, Efficient trading mechanisms with pre-play communication, Ex ante incentive efficient trading mechanisms without the private valuation restriction, A note on the Seller's optimal mechanism in bilateral trade with two-sided incomplete information, Efficient mechanisms for level-\(k\) bilateral trading, Cheap talk, efficiency and egalitarian cost sharing in joint projects, Bilateral \(k+1\)-price auctions with asymmetric shares and values, The efficiency of linear equilibria of sealed-bid double auctions, (Almost) efficient mechanisms for bilateral trading
Cites Work
