Sequential auctions of stochastically equivalent objects

DOI10.1016/0165-1765(93)00327-KzbMath0800.90333OpenAlexW2051492139MaRDI QIDQ1327895

Richard Engelbrecht-Wiggans

Publication date: 3 July 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)00327-k

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (15)

Equilibrium reserve prices in sequential ascending auctions ⋮ A sequential procurement model for a PPP project pipeline ⋮ Sequential auctions of heterogeneous objects ⋮ On bidding for a fixed number of items in a sequence of auctions ⋮ Sequential auctions for stochastically equivalent complementary objects ⋮ Uninformed bidding in sequential auctions ⋮ On optimal bidding in sequential procurement auctions ⋮ Equilibrium price paths in sequential auctions with stochastic supply ⋮ A note on sequential auctions with multi-unit demand ⋮ Sequential auctions with ambiguity ⋮ First-price equilibrium and revenue equivalence in a sequential procurement auction model ⋮ Option values in sequential auctions with time-varying valuations ⋮ Sequential auctions with randomly arriving buyers ⋮ Declining prices in sequential auctions with complete revelation of bids ⋮ Commitment in sequential auctioning: Advance listings and threshold prices

Cites Work

• Optimal auctions revisited

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