Interim regret minimization

Interim regret minimization

We consider a robust version of monopoly pricing when the seller only knows the bound on valuations and the mean of the distribution of the buyer’s value. The seller seeks to minimize interim regret, the forgone expected revenue due to not knowing the distribution of the buyer’s value. The optimal p...

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Bibliographic Details
Main Authors: HE, Wei, Li, Jiangtao, WANG, Kexin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2024
Subjects:
Robust mechanism design
distributional uncertainty
interim regret
regret minimization
Economic Theory
Online Access:https://ink.library.smu.edu.sg/soe_research/2733
https://ink.library.smu.edu.sg/context/soe_research/article/3732/viewcontent/Regret__003_.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/2733
https://ink.library.smu.edu.sg/context/soe_research/article/3732/viewcontent/Regret__003_.pdf

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