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Revenue Maximizing Mechanisms with Strategic Customers and Unknown, Markovian Demand

Alex Gershkov

出版	SSRN, 2016
URL	http://books.google.com.hk/books?id=NJYAzwEACAAJ&hl=&source=gbs_api

註釋

A designer allocates several indivisible objects to a stream of randomly arriving agents. The long-lived agents are privately informed about their value for an object, and about their arrival time to the market. The designer learns about future arrivals from past arrivals, while agents strategically choose when to make themselves available for trade. We characterize revenue maximizing direct mechanism and offer a simple indirect mechanism that captures a substantial part of the revenues of the revenue maximizing mechanism.