Pareto-undominated strategy-proof rules in economies with multidimensional single-peaked preferences
Theoretical Economics
2025-02-26 v1
Abstract
In the problem of fully allocating a social endowment of perfectly divisible commodities among a group of agents with multidimensional single-peaked preferences, we study strategy-proof rules that are not Pareto-dominated by other strategy-proof rules. Specifically, we: (i) establish a sufficient condition for a rule to be Pareto-undominated strategy-proof; (ii) introduce a broad class of rules satisfying this property by extending the family of "sequential allotment rules" to the multidimensional setting; and (iii) provide a new characterization of the "multidimensional uniform rule" involving Pareto-undominated strategy-proofness. Results (i) and (iii) generalize previous findings that were only applicable to the two-agent case.
Cite
@article{arxiv.2502.17682,
title = {Pareto-undominated strategy-proof rules in economies with multidimensional single-peaked preferences},
author = {Agustin G. Bonifacio},
journal= {arXiv preprint arXiv:2502.17682},
year = {2025}
}