Risk aversion and optimal reserve prices in first- and second-price auctions.

Audrey Hu Steven A. Matthews Liang Zou

Published in: J. Econ. Theory (2010)

Keyphrases

risk aversion
risk neutral
utility function
risk averse
budget constraints
worst case
expected utility
optimal solution
bidding strategies
multi objective optimization
decision making
computational complexity
dynamic programming
combinatorial auctions
pareto optimal