This paper considers the problem of second-degree price discrimination when the type distribution is unknown or imperfectly specified by means of an ambiguity set. As robustness measure we use a performance index, equivalent to relative regret, which quantifies the worst-case attainment ratio...

We consider the problem of a seller who faces a privately informed buyer and only knows one moment of the distribution from which values are drawn. In face of this uncertainty, the seller maximizes his worst-case expected profits. We show that a robustness property of the optimal mechanism...

This note considers the problem of a principal (she) who faces a privately informed agent (he) and only knows one moment of the distribution from which his types are drawn. Payoffs are non-linear in the allocation and the principal maximizes her worst-case expected profits. We recast the robust...