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Monotone Equilibrium in Multi-Unit Auctions

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Author Info
David McAdams

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Abstract

Existence of monotone pure strategy equilibrium is established in the discriminatory and uniform S + a-th price (a in [0, 1]) auctions of S identical objects when bidders are risk-neutral with independent signals. The model requires discrete price / quantity grids and allows for multi-dimensional signals, interdependent values, increasing marginal values, allocative externalities, and two-sided trading. Given no externalities, further, all mixed-strategy equilibria in these auctions must be ex post allocation- and interim expected payment equivalent to some monotone pure strategy equilibrium. Thus, for standard expected surplus / revenue analysis, there is no loss in restricting attention to monotone strategies

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Publisher Info
Paper provided by Econometric Society in its series Econometric Society 2004 North American Summer Meetings with number 211.

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Date of creation: 11 Aug 2004
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Handle: RePEc:ecm:nasm04:211

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Related research
Keywords: multi-unit auctions; monotone equilibria;

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Find related papers by JEL classification:
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions
D62 - Microeconomics - - Welfare Economics - - - Externalities
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information

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  1. McAdams, David, 2002. "Bidding Lower with Higher Values in Multi-Object Auction," Working papers 4249-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  2. Philip J. Reny, 2005. "On the Existence of Monotone Pure Strategy Equilibria in Bayesian Games," Levine's Working Paper Archive 784828000000000067, David K. Levine. [Downloadable!]
    Other versions:
  3. Olivier Armantier & Jean-Pierre Florens & Jean-Francois Richard, 2008. "Approximation of Nash equilibria in Bayesian games," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 965-981. [Downloadable!]
  4. Bogetoft, Peter & Nielsen, Kurt, 2003. "Yardstick Based Procurement Design In Natural Resource Management," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25910, International Association of Agricultural Economists. [Downloadable!]
  5. Oczkowski, Edward, 2008. "Excess Demand, Market Power and Price Adjustment in Clearinghouse Auction Markets for Water," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 38(2), pages 261-276, September. [Downloadable!]
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