数値解析セミナー

過去の記録 ~10/05次回の予定今後の予定 10/06~

開催情報 火曜日 16:30~18:00 数理科学研究科棟(駒場) 056号室
担当者 齊藤宣一
セミナーURL http://www.infsup.jp/utnas/

2015年03月20日(金)

13:30-15:00   数理科学研究科棟(駒場) 122号室
Gadi Fibich 氏 (Tel Aviv University)
Asymmetric Auctions (English)
[ 講演概要 ]
Auctions are central to the modern economy, both on-line and off-line. A fundamental result in auction theory is that when bidders are symmetric (identical), then under quite general conditions, all auctions are revenue equivalent. While it is known that this result does not hold when bidders are asymmetric, the effect of bidders' asymmetry is poorly understood, since asymmetric auctions are much harder to analyze.

In this talk I will discuss the mathematical theory of asymmetric auctions. I will focus on asymmetric first-price auctions, where the mathematical model is given by a nonstandard system of $n$ nonlinear ordinary differential equations, with $2n$ boundary conditions and a free boundary. I will present various analytic and numerical approaches for this system. Then I will present some recent results on asymptotic revenue equivalence of asymmetric auctions.

Joint work with A. Gavious and N. Gavish.