Robustly optimal voting rule
From MaRDI portal
Cites work
- A characterization of strategy-proof social choice functions for economies with pure public goods
- A Smooth Model of Decision Making under Ambiguity
- Arrow's theorem and the Gibbard-Satterthwaite theorem: A unified approach
- Axioms for minimax regret choice correspondences
- Condorcet meets Bentham
- Correlation-robust auction design
- Deterministic mechanisms and the revelation principle
- Differentiating ambiguity and ambiguity attitude
- Efficient compromising
- Efficient voting with penalties
- Foundations of Dominant-Strategy Mechanisms
- Implementation in Weakly Undominated Strategies: Optimality of Second-Price Auction and Posted-Price Mechanism: Figure 1
- Incentives in Teams
- Maximal domain for strategy-proof rules with one public good
- Maxmin expected utility with non-unique prior
- Microeconomic theory
- On the justice of decision rules
- Optimal Auction Design With Common Values: An Informationally Robust Approach
- Optimal voting rules
- Pareto efficiency and weighted majority rules
- Randomization is optimal in the robust principal-agent problem
- Regret aversion and opportunity dependence
- Robust contracting under common value uncertainty
- Robust contracting under double moral hazard
- Robust contracting with additive noise
- Robust Mechanism Design
- Robust mechanism design and dominant strategy voting rules
- Robust monopoly pricing
- Robustness and separation in multidimensional screening
- Straightforward Elections, Unanimity and Phantom Voters
- Strategy-proof voting on compact ranges
- Subjective Probability and Expected Utility without Additivity
- The (sub-)optimality of the majority rule
- Top monotonicity: a common root for single peakedness, single crossing and the median voter result
This page was built for publication: Robustly optimal voting rule
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7320808)