Informationally Robust Optimal Auction Design
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KeywordsOptimal auctions; common values; information structure; model uncertainty; ambiguity aversion; robustness; Bayes correlated equilibrium; revenue maximization; revenue equivalence; information rent;
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-01-01 (All new papers)
- NEP-GTH-2017-01-01 (Game Theory)
- NEP-MIC-2017-01-01 (Microeconomics)
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