Inefficiency of equilibria in query auctions with continuous valuations RM / 09 / 024

نویسندگان

  • Elena Grigorieva
  • P. Jean-Jacques Herings
  • Rudolf Müller
  • Dries Vermeulen
چکیده

Query auctions are iterative auctions in which bidders have to select in each round an action from a finite set. We show that, when bidders have continuous valuations, any ex post equilibrium in an ex post individually rational query auction can only be ex post efficient when the running time of the auction is infinite for almost all realizations of valuations of the bidders. Thus, when valuations are drawn from a continuous probability distribution, efficiency can only be bought at the expense of a running time that is infinite with probability one. For two bidders we even show this to be true when we only require efficiency with probability one.

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Inefficiency of equilibria in query auctions with continuous valuations - Extended Abstract

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تاریخ انتشار 2009