Trading networks with price-setting agents
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Publication:834853
DOI10.1016/J.GEB.2008.12.002zbMATH Open1168.91438OpenAlexW1978881802MaRDI QIDQ834853FDOQ834853
Éva Tardos, Jon M. Kleinberg, David A. Easley, Lawrence E. Blume
Publication date: 27 August 2009
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2008.12.002
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Cites Work
- The assignment game. I: The core
- Job Matching, Coalition Formation, and Gross Substitutes
- Efficient mechanisms for bilateral trading
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- The package assignment model.
- Mechanisms for a spatially distributed market
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- Agent Competition Double-Auction Mechanism
Cited In (15)
- Using agents for solving a multi-commodity-flow problem
- Bargaining in endogenous trading networks
- Sharing market access in buyer-seller networks
- How market structure drives commodity prices
- Auctions versus private negotiations in buyer-seller networks
- The strategic exploitation of limited information and opportunity in networked markets
- Delay in trade networks
- Trading networks of price-taking buyers and sellers
- Strategic pricing in next-hop routing with elastic demands
- The invisible hand of Laplace: the role of market structure in price convergence and oscillation
- Making friends meet: network formation with introductions
- Efficiency in decentralized oligopolistic markets
- Bertrand competition under network externalities
- Equilibrium prices on a financial graph
- Liquidity risk in sequential trading networks
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