Optimal Dynamic Auctions and Simple Index Rules

DOI10.1287/moor.2013.0595zbMath1297.91085OpenAlexW2096925478MaRDI QIDQ5169685

Mallesh Pai, Rakesh V. Vohra

Publication date: 11 July 2014

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0c0535af2ca00e30a71d29262c876f85f4fa777e

zbMATH Keywords

virtual valuationdynamic auctionsoptimal auctionsdynamic stochastic knapsack

Mathematics Subject Classification ID

Stochastic programming (90C15) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Reduced form implementation for environments with value interdependencies ⋮ On incentive compatibility in dynamic mechanism design with exit option in a Markovian environment ⋮ Dynamic slot allocations with different patience levels ⋮ Synchronizing pricing and replenishment to serve forward‐looking customers ⋮ Optimal dynamic mechanism design with deadlines ⋮ Auction timing and market thickness ⋮ Efficiency levels in sequential auctions with dynamic arrivals ⋮ Reserve prices in repeated auctions ⋮ Calendar mechanisms ⋮ Dynamic mechanism design: dynamic arrivals and changing values ⋮ When Analysis Fails: Heuristic Mechanism Design via Self-correcting Procedures ⋮ Bayesian optimal knapsack procurement ⋮ Robust Dynamic Pricing with Strategic Customers ⋮ Technical Note—On Revenue Management with Strategic Customers Choosing When and What to Buy

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