Matematicheskaya Teoriya Igr i Ee Prilozheniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Mat. Teor. Igr Pril.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Matematicheskaya Teoriya Igr i Ee Prilozheniya, 2017, Volume 9, Issue 3, Pages 3–35 (Mi mgta201)  
Bidding models and repeated games with incomplete information: a survey

Victoria L. Krepsab

a SPb Inst. for Econ. & Math. RAS
b NRU HSE
Full-text PDF (169 kB)
References:
PDF
HTML
Abstract: With the help of a simplified model of multistage bidding with asymmetrically informed agents De Meyer and Saley [17] demonstrate an idea of endogenous origin of Brownian component in the evolution of prices on stock markets: random price fluctuations may originate from strategic randomization of “insiders”. The model is reduced to a repeated game with incomplete information. The present paper contains a survey of multiple researches inspired by this pioneering paper.
Keywords: bidding, repeated games, asymmetric information, optimal strategies, random walk, asymptotic behavior.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00124-a
HSE Basic Research Program
Document Type: Article
UDC: 519.83
BBC: 22.18
Language: Russian
Citation: Victoria L. Kreps, “Bidding models and repeated games with incomplete information: a survey”, Mat. Teor. Igr Pril., 9:3 (2017), 3–35
Citation in format AMSBIB
\Bibitem{Kre17}
\by Victoria~L.~Kreps
\paper Bidding models and repeated games with incomplete information: a survey
\jour Mat. Teor. Igr Pril.
\yr 2017
\vol 9
\issue 3
\pages 3--35
\mathnet{http://mi.mathnet.ru/mgta201}
Linking options:
  • https://www.mathnet.ru/eng/mgta201
  • https://www.mathnet.ru/eng/mgta/v9/i3/p3
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математическая теория игр и её приложения
    Statistics & downloads:
    Abstract page:313
    Full-text PDF :177
    References:27
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024