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Infinite-horizon mechanism design: The independent-shock approach

Pavan, Alessandro; Segal, Ilya; Toikka, Juuso - 2010

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.

Persistent link: https://www.econbiz.de/10010282895

Dynamic mechanism design : a myersonian approach

Pavan, Alessandro; Segal, Ilya; Toikka, Juuso - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 2, pp. 601-653

Persistent link: https://www.econbiz.de/10010404466

Infinite-Horizon Mechanism Design: the Independent-Shock Approach

Pavan, Alessandro; Segal, Ilya; Toikka, Juuso - Center for Mathematical Studies in Economics and … - 2010

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."

Persistent link: https://www.econbiz.de/10008597106

Infinite-Horizon Mechanism Design

Pavan, Alessandro; Segal, Ilya; Toikka, Juuso - Center for Mathematical Studies in Economics and … - 2010

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."

Persistent link: https://www.econbiz.de/10008597114

Contracting with Externalities

Segal, Ilya - Institute of Business and Economic Research (IBER), … - 1997

Persistent link: https://www.econbiz.de/10010677770