Nonlinear pricing with finite information
From MaRDI portal
Publication:2667239
DOI10.1016/J.GEB.2021.08.004zbMATH Open1479.91133OpenAlexW3193411298MaRDI QIDQ2667239FDOQ2667239
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
Recommendations
Cites Work
- Least squares quantization in PCM
- Ironing, Sweeping, and Multidimensional Screening
- Monopoly and product quality
- Incentive Compatibility and the Bargaining Problem
- A lower bound on the average error of vector quantizers (Corresp.)
- Asymptotic quantization error of continuous signals and the quantization dimension
- Multiproduct Nonlinear Pricing
- Information structures in optimal auctions
- Coarse matching with incomplete information
- The high resolution vector quantization problem with Orlicz norm distortion
- Title not available (Why is that?)
- Efficient and Competitive Rationing
- Communication and efficiency in auctions
- Coarse Matching
- Sufficient conditions for uniqueness of a locally optimal quantizer for a class of convex error weighting functions
- Sellers with Misspecified Models
- Asymptotic performance of vector quantizers with a perceptual distortion measure
Cited In (7)
- The optimality of upgrade pricing
- Function Evaluation Via Linear Programming in the Priced Information Model
- Complexity of solution structures in nonlinear pricing
- Non-linear pricing by convex duality
- Nonlinear Pricing with Random Participation
- Nonlinear pricing of information goods
- An adjustment scheme for nonlinear pricing problem with two buyers
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)