Dynamic revenue maximization: a continuous time approach

DOI10.1016/j.jet.2015.05.009zbMath1330.91088OpenAlexW3121129221MaRDI QIDQ900603

Dirk Bergemann, Philipp Strack

Publication date: 22 December 2015

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2015.05.009

zbMATH Keywords

stochastic flowtwo-part tariffsleasingdynamic mechanism designflat ratesrepeated sales

Mathematics Subject Classification ID

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

Related Items (9)

Simple pricing schemes for consumers with evolving values ⋮ Progressive participation ⋮ Introduction to symposium on dynamic contracts and mechanism design ⋮ A duality approach to continuous-time contracting problems with limited commitment ⋮ Optimal procurement and investment in new technologies under uncertainty ⋮ Optimal selling mechanisms with buyer price search ⋮ Optimal regulation of energy network expansion when costs are stochastic ⋮ Dynamic mechanism design: dynamic arrivals and changing values ⋮ Dynamic mechanism design on social networks

Cites Work

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• Multi-period contracts between principal and agent with adverse selection
• A necessary and sufficient condition for rationalizability in a quasilinear context
• Selling options
• Sequential Screening
• The Dynamic Pivot Mechanism
• Progressive Screening: Long-Term Contracting with a Privately Known Stochastic Process
• Dynamic Mechanism Design: A Myersonian Approach
• Optimal Dynamic Mechanism Design and the Virtual-Pivot Mechanism
• Envelope Theorems for Arbitrary Choice Sets
• Optimal Information Disclosure in Auctions and the Handicap Auction

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