Nonlinear pricing with finite information

DOI10.1016/J.GEB.2021.08.004MaRDI QIDQ2667239zbMATH OpenOpenAlexFDO

Authors Dirk Bergemann, Edmund M. Yeh, Jinkun Zhang

Publication date 24 November 2021

Published in Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL https://cowles.yale.edu/sites/default/files/files/pub/d19/d1981.pdf

zbMATH Keywords

nonlinear pricingmechanism design

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Mechanism design theory (91B03)

Recommendations

• Multiproduct Nonlinear Pricing
• Non-linear pricing by convex duality
• Complexity of solution structures in nonlinear pricing
• Nonlinear pricing with budget constraint
• Optimal non-linear pricing with indirect prior beliefs

Cites work

• scientific article; zbMATH DE number 5547873 (Why is no real title available?)
• A lower bound on the average error of vector quantizers (Corresp.)
• Asymptotic performance of vector quantizers with a perceptual distortion measure
• Asymptotic quantization error of continuous signals and the quantization dimension
• Coarse Matching
• Coarse matching with incomplete information
• Communication and efficiency in auctions
• Efficient and Competitive Rationing
• Incentive Compatibility and the Bargaining Problem
• Information structures in optimal auctions
• Ironing, Sweeping, and Multidimensional Screening
• Least squares quantization in PCM
• Monopoly and product quality
• Multiproduct Nonlinear Pricing
• Sellers with misspecified models
• Sufficient conditions for uniqueness of a locally optimal quantizer for a class of convex error weighting functions
• The high resolution vector quantization problem with Orlicz norm distortion

Cited in

(8)

• Function Evaluation Via Linear Programming in the Priced Information Model
• An adjustment scheme for nonlinear pricing problem with two buyers
• Nonlinear Pricing with Random Participation
• Nonlinear pricing of information goods
• Estimating price sensitivity of economic agents using discontinuity in nonlinear contracts
• Complexity of solution structures in nonlinear pricing
• Non-linear pricing by convex duality
• The optimality of upgrade pricing

This page was built for publication: Nonlinear pricing with finite information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2667239)