Infinite-Horizon Mechanism Design

Alessandro Pavan, Ilya Segal and Juuso Toikka

Discussion Papers from Northwestern University, Center for Mathematical Studies in Economics and Management Science

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."

Keywords: asymmetric information; stochastic processes; incentives; mechanism design JEL Classification Numbers: D82; C73; L1. (search for similar items in EconPapers)
Date: 2010-07-16
New Economics Papers: this item is included in nep-cta and nep-gth
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