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Title:Infinite-horizon mechanism design: The independent-shock approach PDF Logo
Authors:Pavan, Alessandro
Segal, Ilya
Toikka, Juuso
Issue Date:2010
Series/Report no.:Discussion Paper, Center for Mathematical Studies in Economics and Management Science 1503
Abstract:These notes examine the problem of how to extend envelope theorems to infinite-horizon dynamic mechanism design settings, with an application to the design of bandit auctions.
Subjects:asymmetric information
stochastic processes
incentives
mechanism design
JEL:D82
C73
L1
Document Type:Working Paper
Appears in Collections:Discussion Papers, Kellogg School of Management, Northwestern University

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