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Aukce s první cenou×Bayesovská Nashova rovnováha×
OborTeorie herTeorie her
RodinaMachine learningMachine learning
Rok vzniku19611967
TvůrceWilliam VickreyJohn Harsanyi
Typalgorithmalgorithm
Původní zdrojVickrey, W. (1961). Counterspeculation, auctions, and competitive sealed bids. The Journal of Finance, 16(1), 8-37. DOI ↗Harsanyi, J. C. (1967). Games with incomplete information played by Bayesian players, Parts I, II, and III. Management Science, 14(3), 159-182. DOI ↗
Další názvyFPSB, Sealed-Bid Auction, Bid-Equal-Price AuctionBNE, Perfect Bayesian Equilibrium, Type-Contingent Equilibrium
Příbuzné44
ShrnutíA first-price auction is a sealed-bid mechanism where all participants submit bids simultaneously without knowing others' bids. The highest bidder wins and pays their own bid (the price they offered). Systematically analyzed by William Vickrey in 1961, first-price auctions require bidders to balance between winning and profit, leading to strategic underbidding relative to true valuations in equilibrium.Bayesian Nash Equilibrium (BNE) extends Nash Equilibrium to games with incomplete information, where players lack full knowledge of others' payoff functions. Introduced by John Harsanyi in 1967, BNE models strategic interaction under uncertainty by representing unknown payoffs as players' private types drawn from a probability distribution. Equilibrium is found by solving for type-contingent strategies that are best responses to all possible type realizations.
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ScholarGatePorovnat metody: First-Price Auction · Bayesian Nash Equilibrium. Získáno 2026-06-18 z https://scholargate.app/cs/compare