Robust multidimensional pricing: separation without regret
From MaRDI portal
Recommendations
Cites work
- Approximate revenue maximization with multiple items
- Bidder collusion at first-price auctions
- Bundling as an optimal selling mechanism for a multiple-good monopolist
- Efficient mechanisms for bilateral trading
- Euler's constant: Euler's work and modern developments
- Haggling over substitutes
- On revenue maximization for selling multiple independently distributed items
- Optimal Auction Design
- Optimal design for multi-item auctions: a robust optimization approach
- Optimal selling mechanisms under moment conditions
- Optimization and mechanism design
- Pessimistic bilevel optimization
- Robust monopoly pricing
- Robust optimization
- Robust screening under ambiguity
- Robust strategic bidding in auction-based markets
- Robustness and separation in multidimensional screening
- Separation in correlation-robust monopolist problem with budget
- Strong Duality for a Multiple-Good Monopolist
- The Theory of Statistical Decision
- The complexity of optimal mechanism design
- Theory and applications of robust optimization
Cited in
(7)- Separation in distributionally robust monopolist problem
- Target-oriented regret minimization for satisficing monopolists
- Robust monopoly pricing
- Intertemporal pricing under minimax regret
- Screening with limited information: a dual perspective
- Monotonicity of equilibria in nonatomic congestion games
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems
This page was built for publication: Robust multidimensional pricing: separation without regret
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2097664)