Optimal Nonlinear Pricing and Contingent Contracts

DOI10.2307/2527141MaRDI QIDQ4031380zbMATH OpenOpenAlexFDO

Authors Daniel F. Spulber

Publication date 1 April 1993

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2527141

zbMATH Keywords

nonlinear pricingPareto optimal allocationdemand, cost and capacity uncertainty

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Recommendations

• Optimal non-linear pricing with indirect prior beliefs
• Nonlinear Pricing with Random Participation
• Profit maximizing nonlinear pricing
• Multiproduct Nonlinear Pricing
• Three principles of competitive nonlinear pricing.

Cited in

(17)

• Hiring and Leasing with Nonlinear Prices
• Buyer uncertainty and two-part pricing: theory and applications
• Optional time-of-use pricing can be Pareto superior or Pareto inferior
• Nonlinear Prices and the Regulated Firm
• Nonlinear pricing in village economies
• Nonuniform Pricing with Unobservable Numbers of Purchases
• scientific article; zbMATH DE number 2000790 (Why is no real title available?)
• Non-linear pricing and optimal shipping policies
• Optimal pricing in markets with nonconvex costs
• Resource and revenue management in nonprofit operations
• NON‐LINEAR PRICING AND EQUALITY OF OPPORTUNITY
• Non-linear pricing and the law of demand
• scientific article; zbMATH DE number 2190134 (Why is no real title available?)
• Nonlinear pricing with budget constraint
• Coarse matching with incomplete information
• Estimating price sensitivity of economic agents using discontinuity in nonlinear contracts
• Three principles of competitive nonlinear pricing.

This page was built for publication: Optimal Nonlinear Pricing and Contingent Contracts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4031380)