Bidding Models and Repeated Games with Incomplete Information: A Survey

被引：0

作者：

V. L. Kreps

机构：

[1] St. Petersburg Branch,National Research University Higher School of Economics

[2] Russian Academy of Sciences,St. Petersburg Institute of Economics and Mathematics

来源：

Automation and Remote Control | 2019年 / 80卷

关键词：

bidding; repeated games; asymmetric information; optimal strategies; random walk; asymptotic behavior;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Using a simplified multistage bidding model with asymmetrically informed agents, De Meyer and Saley [17] demonstrated an idea of endogenous origin of the Brownian component in the evolution of prices on stock markets: random price fluctuations may be caused by strategic randomization of “insiders.” The model is reduced to a repeated game with incomplete information. This paper presents a survey of numerous researches inspired by the pioneering publication of De Meyer and Saley.

引用

页码：362 / 379

页数：17

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