Efficient allocation with continuous quantities
From MaRDI portal
Publication:1174591
DOI10.1016/0022-0531(91)90142-QzbMATH Open0742.90028OpenAlexW2117779765MaRDI QIDQ1174591FDOQ1174591
Publication date: 25 June 1992
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(91)90142-q
Recommendations
- scientific article; zbMATH DE number 4008097
- Dynamic allocation problems in continuous time
- Optimal allocation of quotas
- Fairly allocating many goods with few queries
- A simple implementation of efficient allocations
- Efficient allocations under ambiguity
- A direct solution of allocation problems
- Efficient resource allocation under multi-unit demand
Cites Work
- Title not available (Why is that?)
- Dissolving a Partnership Efficiently
- Efficient mechanisms for bilateral trading
- Optimal coordination mechanisms in generalized principal-agent problems
- Allocation Mechanisms and the Design of Auctions
- Incentive Efficiency of Double Auctions
- Optimal Allocation of Public Goods: A Solution to the "Free Rider" Problem
- The rate at which a simple market converges to efficiency as the number of traders increases: An asymptotic result for optimal trading mechanisms
- A direct mechanism characterization of sequential bargaining with one- sided incomplete information
- Bargaining and regulation with asymmetric information about demand and supply
Cited In (14)
- Efficient allocations with hidden income and hidden storage
- Optimal trading mechanisms with ex ante unidentified traders
- Amicable divorce: Dissolving a partnership with simple mechanisms
- Efficiency of electronic service allocation with privately known quality
- Two-sided allocation problems, decomposability, and the impossibility of efficient trade
- Mechanism design for land acquisition
- A dominant strategy double auction
- On the interplay of hidden action and hidden information in simple bilateral trading problems
- Partnerships, lemons, and efficient trade.
- Trade of a common value good
- A dominant-strategy asset market mechanism
- On the relationship between absolute prudence and absolute risk aversion
- Mechanism design with side payments: individual rationality and iterative dominance
- The deficit on each trade in a Vickrey double auction is at least as large as the Walrasian price gap
This page was built for publication: Efficient allocation with continuous quantities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1174591)
