Repeated games simulating exchange auction and recursive sequences

DOI10.1134/S1064230709040145MaRDI QIDQ2017538zbMATH OpenOpenAlexFDO

Authors Victoria L. Kreps

Publication date 23 March 2015

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064230709040145

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) Multistage and repeated games (91A20)

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Cites work

• On the strategic origin of Brownian motion in finance
• Repeated games with asymmetric information and random price fluctuations at finance markets
• Repeated games with incomplete information. With the collaboration of Richard E. Stearns

Cited in

(7)

• In memory of Victoria Kreps (3 September 1945--3 March 2021)
• Bidding models and repeated games with incomplete information: a survey
• A multistage exchange trading model with asymmetric information and elements of bargaining
• Repeated bidding games with incomplete information and bounded values: on the exponential speed of convergence
• On a modification of a multistage bidding model with an insider
• Repeated games with asymmetric information modeling financial markets with two risky assets
• Repeated game behavior between bidder and regulatory agency of construction engineering with intertemporal choice

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