-
The Experience
-
About Stanford GSB
About Our Degree Programs
-
-
The Programs
-
Full-Time Degree Programs
Non-Degree & Certificate Programs
-
-
Faculty & Research
-
Faculty
Faculty Research
Research Hub
Centers & Institutes
-
-
Insights
-
Topics
-
-
Alumni
-
Welcome, Alumni
-
-
Events
-
Admission Events & Information Sessions
-
Designing Efficient Mechanisms for Dynamic Bilateral Trading Games
Designing Efficient Mechanisms for Dynamic Bilateral Trading Games
American Economic Review. May
2007, Vol. 97, Issue 2, Pages 131–136
This paper studies the problem of allocating a good between two players in each period of an infinite-horizon game. The players’ valuations in each period are private information, and the valuations change over time.