Geodesic
A Survey on Discrete Bidding Games with Asymmetric Information
Contributions to game theory and management, Tome 6 (2013), pp. 89-114

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Repeated bidding games were introduced by De Meyer and Saley (2002) to analyze the evolution of the price system at finance markets with asymmetric information. In the paper of De Meyer and Saley arbitrary bids are allowed. It is more realistic to assume that players may assign only discrete bids proportional to a minimal currency unit. This paper represents a survey of author's results on discrete bidding games with asymmetric information.
Keywords: multistage bidding, asymmetric information, price fluctuation, random walk, repeated game, optimal strategy. 
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     author = {Victor Domansky and Victoria Kreps and Marina Sandomirskaia},
     title = {A {Survey} on {Discrete} {Bidding} {Games} with {Asymmetric} {Information}},
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     year = {2013},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2013_6_a6/}
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Victor Domansky; Victoria Kreps; Marina Sandomirskaia. A Survey on Discrete Bidding Games with Asymmetric Information. Contributions to game theory and management, Tome 6 (2013), pp. 89-114. http://geodesic.mathdoc.fr/item/CGTM_2013_6_a6/