Optimal auctions with information acquisition

B-Tier
Journal: Games and Economic Behavior
Year: 2012
Volume: 74
Issue: 2
Pages: 666-686

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies optimal auction design in a private value setting with endogenous information gathering. We develop a general framework for modeling information acquisition when a seller wants to sell an object to one of several potential buyers, who can each gather information about their valuations prior to participation in the auction. We first demonstrate that the optimal monopoly price is always lower than the standard monopoly price. We then show that standard auctions with a reserve price remain optimal among symmetric mechanisms, but the optimal reserve price lies between the ex ante mean valuation of bidders and the standard reserve price in Myerson (1981). Finally, we show that the optimal asymmetric mechanism softens the price discrimination against “strong” bidders.

Technical Details

RePEc Handle
repec:eee:gamebe:v:74:y:2012:i:2:p:666-686
Journal Field
Theory
Author Count
1
Added to Database
2026-01-29