Large asymmetric first-price auctions -- a boundary-layer approach

DOI10.1137/140968811MaRDI QIDQ5265015zbMATH OpenOpenAlexFDO

Authors Gadi Fibich, Nir Gavish

Publication date 21 July 2015

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/09b3dddbfb467c01c2bffb3ab3528054158bbb50

zbMATH Keywords

simulationsboundary value problemssingular perturbationsboundary-layer theoryfirst-price auctionsasymmetric auctionsbackward shooting

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• scientific article; zbMATH DE number 3288876 (Why is no real title available?)
• A Bidding Model of Perfect Competition
• An elementary proof of the common maximal bid in asymmetric first-price and all-pay auctions
• Asymmetric First-Price Auctions—A Perturbation Approach
• Asymmetric first price auctions
• Asymmetric first-price auctions-A dynamical-systems approach
• Auctions with almost homogeneous bidders
• Contests with three or more heterogeneous agents
• Equilibrium in Sealed High Bid Auctions
• Large auctions with risk-averse bidders
• Numerical analysis of asymmetric first price auctions
• Numerical simulations of asymmetric first-price auctions

Cited in

(4)

• Asymmetric first-price menu auctions under intricate uncertainty
• Revenue equivalence of large asymmetric auctions
• Numerical simulations of asymmetric first-price auctions
• Numerical solutions of asymmetric, first-price, independent private values auctions

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