Asymptotically optimal prior-free asset market mechanisms.

Simon Loertscher Leslie M. Marx

Published in: Games Econ. Behav. (2023)

Keyphrases

asymptotically optimal
asymptotic optimality
financial markets
heavy traffic
arrival rate
service rates
optimal policy
additive error
state dependent
stock price
stock market
call center
steady state
holding cost
sufficient conditions
high dimensional
lower bound