Bidding Models and Repeated Games with Incomplete Information: A Survey
- 作者: Kreps V.L.1,2
- 
							隶属关系: 
							- National Research University Higher School of Economics
- St. Petersburg Institute of Economics and Mathematics
 
- 期: 卷 80, 编号 2 (2019)
- 页面: 362-379
- 栏目: Mathematical Game Theory and Applications
- URL: https://journals.rcsi.science/0005-1179/article/view/151305
- DOI: https://doi.org/10.1134/S0005117919020139
- ID: 151305
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详细
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.
作者简介
V. Kreps
National Research University Higher School of Economics; St. Petersburg Institute of Economics and Mathematics
							编辑信件的主要联系方式.
							Email: vita_kreps@mail.ru
				                					                																			                												                	俄罗斯联邦, 							St. Petersburg; St. Petersburg						
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