Robust trading mechanisms over 0/1 polytopes
From MaRDI portal
Publication:1631642
DOI10.1007/s10878-017-0177-2zbMath1421.90090OpenAlexW2760589570MaRDI QIDQ1631642
Publication date: 6 December 2018
Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/50505
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Optimal robust bilateral trade: risk neutrality
- Ambiguous beliefs and mechanism design
- Knightian uncertainty and moral hazard
- Efficient mechanisms for bilateral trading
- Robust monopoly pricing
- Optimization and mechanism design
- Optimal private good allocation: the case for a balanced budget
- Robust trading mechanisms
- Maxmin expected utility with non-unique prior
- Robust solutions of uncertain linear programs
- The effectiveness of English auctions.
- Robust Convex Optimization
- Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
- Mechanism design with maxmin agents: Theory and an application to bilateral trade
- Optimal Design for Multi-Item Auctions: A Robust Optimization Approach
- Robust Mechanism Design
This page was built for publication: Robust trading mechanisms over 0/1 polytopes