Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/59636
Authors: 
Pavan, Alessandro
Segal, Ilya
Toikka, Juuso
Year of Publication: 
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

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