Distributionally robust pricing in independent private value auctions

DOI10.1016/J.JET.2022.105555MaRDI QIDQ2682007zbMATH OpenOpenAlexFDO

Authors Alex Suzdaltsev

Publication date 31 January 2023

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

Full work available at URL https://arxiv.org/abs/2008.01618

zbMATH Keywords

auctionsrobust mechanism designmoments problemsworst-case objective

Mathematics Subject Classification ID

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

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Cites work

• Competitive intensity and quality maximizing seedings in knock-out tournaments
• Correlation-robust auction design
• Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
• First-Price Auctions With General Information Structures: Implications for Bidding and Revenue
• Foundations of Dominant-Strategy Mechanisms
• Mechanism design with maxmin agents: theory and an application to bilateral trade
• Optimal Auction Design With Common Values: An Informationally Robust Approach
• Optimal and Efficient Parametric Auctions
• Optimal selling mechanisms under moment conditions
• Revisiting the foundations of dominant-strategy mechanisms
• Risk, ambiguity and the Savage axioms
• Robust Mechanisms Under Common Valuation
• Robust contracting under common value uncertainty
• Robust mechanisms: the curvature case
• Robust monopoly pricing
• Robustness and separation in multidimensional screening
• Surplus extraction with rich type spaces
• The effectiveness of English auctions.

Cited in

(4)

• Robustness to manipulations in school choice
• Information design in optimal auctions
• Separation in distributionally robust monopolist problem
• Abstract types and distributions in independent private value auctions

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