Strategy Proofness, Pareto Optimality and Strictly Convex Norms

H. Van Der Stel

UFAE and IAE Working Papers from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)

Abstract: A voting scheme assigns to each profile of alternatives chosen by "n" individuals a compromise alternative. Here the set of alternatives is represented by the Euclidean plane. The individual utilities for the compromise point are equal to the negatives of the distances of this point to the individually best points. These distances are measured by a given strictly convex norm, common to all agents. A voting scheme is strategy-proof, if voting for one's best point is an optimal strategy for all agents.

Keywords: VOTING; GAMES; POLITICS (search for similar items in EconPapers)
JEL-codes: C70 D70 D72 (search for similar items in EconPapers)
Pages: 46 pages
Date: 1996
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aub:autbar:331.96

Access Statistics for this paper

More papers in UFAE and IAE Working Papers from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Contact information at EDIRC.
Bibliographic data for series maintained by Xavier Vila ().