Bidding games with several risky assets

MaRDI QIDQ2947359zbMATH OpenFDO

Authors Viktor K. Domanskiĭ, Victoria L. Kreps

Publication date 22 September 2015

Full work available at URL http://mathnet.ru/eng/mgta138

zbMATH Keywords

random walksrepeated gamesasymmetric informationoptimal strategiesbidding

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Sums of independent random variables; random walks (60G50) Multistage and repeated games (91A20) Financial applications of other theories (91G80)

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Cited in

(11)

• In memory of Victoria Kreps (3 September 1945--3 March 2021)
• On repeated zero-sum games with incomplete information and asymptotically bounded values
• Multi-recastable e-bidding game with dual-blindness
• A bidding game with heterogeneous players
• On a modification of a multistage bidding model with an insider
• Bidding models and repeated games with incomplete information: a survey
• Repeated games with asymmetric information modeling financial markets with two risky assets
• Solution for one-stage bidding game with incomplete information
• On a modification of the multistage bidding model with continuous bids and asymmetric information
• Solution for a one-stage bidding game with incomplete information
• Discrete bidding strategies for a random incoming order

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