Email this article A Securities Selling Game
- Authors: Morozov V.V.1
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Affiliations:
- Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
- Issue: Vol 30, No 3 (2019)
- Pages: 295-301
- Section: Article
- URL: https://ogarev-online.ru/1046-283X/article/view/247901
- DOI: https://doi.org/10.1007/s10598-019-09455-w
- ID: 247901
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Abstract
We consider the sale of k securities in n trades, with not more than one security per trade. The sale results are assessed using the competitive ratio of the sum of k highest security prices to the total sale revenue. Lorenz constructed the solution of the game for 2k ≤ n. In this article, the solution is obtained in the general case both for the competitive ratio and for the Savage regret criterion.
About the authors
V. V. Morozov
Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
Author for correspondence.
Email: vmorosov@mail.ru
Russian Federation, Moscow
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