A parametric family of two ranked objects auctions: equilibria and associated risk

DOI10.1007/S10479-012-1297-9MaRDI QIDQ2348766zbMATH OpenOpenAlexFDO

Authors Estrella Alonso, J. Sánchez-Soriano, Juan Tejada

Publication date 15 June 2015

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-012-1297-9

zbMATH Keywords

Bayesian Nash equilibriumexpected revenuemulti-object auctionsvalue at risk

Mathematics Subject Classification ID

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

Recommendations

• Ranking auctions with risk adverse bidders
• Large auctions with risk-averse bidders
• Simultaneous vs. sequential auctions with risk averse bidders
• On bidding with securities: risk aversion and positive dependence
• Payoff equivalence in sealed bid auctions and the dual theory of choice under risk

Cites work

• A measure of the variability of revenue in auctions: A look at the revenue equivalence theorem
• An auction model arising from an internet search service provider
• Games with Incomplete Information Played by ‘Bayesian’ Players, Part III. The Basic Probability Distribution of the Game
• Games with Incomplete Information Played by “Bayesian” Players Part II. Bayesian Equilibrium Points
• Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
• Optimal Auction Design

Cited in

(1)

• Allocating revenues in a Smart TV ecosystem

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