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      Robust screening under ambiguity

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      Author(s)
      Pınar, M. Ç.
      Kızılkale, C.
      Date
      2017
      Source Title
      Mathematical Programming
      Print ISSN
      0025-5610
      Electronic ISSN
      1436-4646
      Publisher
      Springer
      Volume
      163
      Issue
      1-2
      Pages
      273 - 299
      Language
      English
      Type
      Article
      Item Usage Stats
      190
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      229
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      Abstract
      We consider the problem of screening where a seller puts up for sale an indivisible good, and a buyer with a valuation unknown to the seller wishes to acquire the good. We assume that the buyer valuations are represented as discrete types drawn from some distribution, which is also unknown to the seller. The seller is averse to possible mis-specification of types distribution, and considers the unknown type density as member of an ambiguity set and seeks an optimal pricing mechanism in a worst case sense. We specify four choices for the ambiguity set and derive the optimal mechanism in each case.
      Keywords
      Ambiguity
      Mechanism design
      Pricing
      Robust optimization
      Screening
      Costs
      Machine design
      Screening
      Ambiguity
      Ambiguity set
      Indivisible good
      Mechanism design
      Optimal mechanism
      Optimal pricing
      Robust optimization
      Types distributions
      Optimization
      Permalink
      http://hdl.handle.net/11693/36365
      Published Version (Please cite this version)
      http://dx.doi.org/10.1007/s10107-016-1063-x
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      • Department of Industrial Engineering 733
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