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JOURNALS // Problemy Upravleniya // Archive

Probl. Upr., 2012 Issue 3, Pages 49–54 (Mi pu714)

Control in the socio-economic systems

The structure of safe order in American style auction

M. A. Gorelov

Dorodnitsyn Computing Centre of the Russian Academy of Sciences, Moscow

Abstract: The structure of a safe order of investor in American style auction under inexactly known goal of operating party is found. A model is constructed that gives an example of model in new class of games with uncertainty in goals of players.

Keywords: multicriteria problem, game with uncertainty in goals, model, financial market.

UDC: 519.95



© Steklov Math. Inst. of RAS, 2025