A Securities Selling Game
- Autores: Morozov V.V.1
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Afiliações:
- Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
- Edição: Volume 30, Nº 3 (2019)
- Páginas: 295-301
- Seção: 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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Resumo
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.
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Sobre autores
V. Morozov
Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
Autor responsável pela correspondência
Email: vmorosov@mail.ru
Rússia, Moscow
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