Bilateral Trade under Information Asymmetry and Quantized Measurements

Farhad Farokhi, Iman Shames

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Citation (Scopus)

Abstract

Bilateral trading games are considered in which the buyer has access to more accurate information about the seller's valuation. The accuracy of the information, acquired by the buyer, is captured using quantization levels. We study how the level of accuracy and the rule for setting the final price in the bilateral trade game change the probability of striking a deal between the parties as well as the expected payoff of various parties. We also quantify the information level that maximizes the gain in the payoff for the smallest price of research assuming that acquiring accurate information is costly.

Original languageEnglish
Title of host publication2018 IEEE Conference on Decision and Control, CDC 2018
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5832-5837
Number of pages6
ISBN (Electronic)9781538613955
DOIs
Publication statusPublished - 2 Jul 2018
Externally publishedYes
Event57th IEEE Conference on Decision and Control, CDC 2018 - Miami, United States
Duration: 17 Dec 201819 Dec 2018

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2018-December
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference57th IEEE Conference on Decision and Control, CDC 2018
Country/TerritoryUnited States
CityMiami
Period17/12/1819/12/18

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