Infinite-horizon mechanism design: The independent-shock approach

These notes examine the problem of how to extend envelope theorems to infinite-horizon dynamic mechanism design settings, with an application to the design of bandit auctions.

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Year of publication:	2010
Authors:	Pavan, Alessandro ; Segal, Ilya ; Toikka, Juuso
Publisher:	Evanston, IL : Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science

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Series:	Discussion Paper ; 1492
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	637425774 [GVK] hdl:10419/59617 [Handle] RePEc:nwu:cmsems:1492 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010282877