Nonconvex Equilibrium Prices in Prediction Markets.
Ashwin K. SeshadriPublished in: Decis. Anal. (2015)
Keyphrases
- prediction markets
- market prices
- market equilibrium
- stock market
- electric power
- game theory
- optimal pricing
- supply chain management
- cooperative game theory
- electricity markets
- mathematical program
- market participants
- mechanism design
- stationary points
- kernel methods
- bidding strategies
- nash equilibrium
- objective function
- dynamic pricing
- supply chain
- pricing mechanism
- natural gas
- resource allocation
- optimization problems
- nash equilibria
- demand function
- trading agents
- mathematical programming
- long term
- scheduling problem