Dynamic bargaining with action-dependent valuations

DOI10.1016/j.jedc.2003.04.007zbMath1200.91127OpenAlexW2111979981MaRDI QIDQ953686

Robert J. Lemke

Publication date: 6 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2003.04.007

zbMATH Keywords

dynamic bargainingoptimal price pathsstrikesweak Markov equilibrium

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Auctions, bargaining, bidding and selling, and other market models (91B26) Economic dynamics (91B55)

Cites Work

• Incomplete contracts and complexity costs
• Intertemporal pricing in markets with differential information
• Sequential bargaining under asymmetric information
• Perfect Bayesian equilibrium and sequential equilibrium
• Repeated Bargaining with Persistent Private Information
• Signaling Games and Stable Equilibria
• Bargaining with Incomplete Information: An Infinite-Horizon Model with Two-Sided Uncertainty
• A Multistage Model of Bargaining
• A Refinement of Sequential Equilibrium
• Bargaining and Strikes
• Sequential Equilibria
• Complexity and Renegotiation: A Foundation for Incomplete Contracts
• Unforeseen Contingencies and Incomplete Contracts
• Foundations of Incomplete Contracts
• Sequential Bargaining with Incomplete Information
• Incomplete Contracts: Where do We Stand?

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