Correlation-robust auction design

DOI10.1016/J.JET.2021.105403MaRDI QIDQ2123186zbMATH OpenOpenAlexFDO

Authors Wei He, Jiangtao Li

Publication date 8 April 2022

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://ink.library.smu.edu.sg/soe_research/2409

zbMATH Keywords

correlationduality approachlow reserve priceoptimal transportrobust mechanism designsecond-price auction

Mathematics Subject Classification ID

Mechanism design theory (91B03) Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

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Cites work

• Correlation-robust analysis of single item auction
• First-Price Auctions With General Information Structures: Implications for Bidding and Revenue
• Foundations of Dominant-Strategy Mechanisms
• Full Extraction of the Surplus in Bayesian and Dominant Strategy Auctions
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• Increasing interdependence of multivariate distributions
• Informational robustness in intertemporal pricing
• Optimal Auction Design
• Optimal Auction Design With Common Values: An Informationally Robust Approach
• Optimal selling mechanisms under moment conditions
• Revisiting the foundations of dominant-strategy mechanisms
• Robust Mechanism Design
• Robust Mechanisms Under Common Valuation
• Robustness and separation in multidimensional screening
• Strategically simple mechanisms
• The effectiveness of English auctions.

Cited in

(20)

• Robust auction design under multiple priors by linear and integer programming
• Approximately optimal auctions for correlated bidders
• Distributionally robust pricing in independent private value auctions
• Quasi-robust multiagent contracts
• Limitations of Deterministic Auction Design for Correlated Bidders
• Incentive-compatible learning of reserve prices for repeated auctions
• Mechanism design for correlated valuations: efficient methods for revenue maximization
• Correlation-robust analysis of single item auction
• Optimal design for multi-item auctions: a robust optimization approach
• scientific article; zbMATH DE number 6783427 (Why is no real title available?)
• Correlation robust stochastic optimization
• Lookahead auctions with pooling
• Separation in distributionally robust monopolist problem
• Auction design with endogenously correlated buyer types
• Robust product design and pricing
• Robust contracting under distributional uncertainty
• Information design in allocation with costly verification
• Robustly optimal mechanisms for selling multiple goods
• On the structure of informationally robust optimal mechanisms
• Robustly optimal voting rule

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