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Related papers: Multi-unit Auctions with Budget Constraints

200 papers

One natural constraint in the sponsored search advertising framework arises from the fact that there is a limit on the number of available slots, especially for the popular keywords, and as a result, a significant pool of advertisers are…

Computer Science and Game Theory · Computer Science 2007-09-04 Sudhir Kumar Singh , Vwani P. Roychowdhury , Himawan Gunadhi , Behnam A. Rezaei

We study multi-unit auctions in which bidders have limited knowledge of opponent strategies and values. We characterize optimal prior-free bids; these bids minimize the maximal loss in expected utility resulting from uncertainty surrounding…

Theoretical Economics · Economics 2023-05-02 Bernhard Kasberger , Kyle Woodward

We propose a pseudo-market solution to resource allocation problems subject to constraints. Our treatment of constraints is general: including bihierarchical constraints due to considerations of diversity in school choice, or scheduling in…

Theoretical Economics · Economics 2020-11-09 Federico Echenique , Antonio Miralles , Jun Zhang

This paper develops the theory of mechanism redesign by which an auctioneer can reoptimize an auction based on bid data collected from previous iterations of the auction on bidders from the same market. We give a direct method for…

Computer Science and Game Theory · Computer Science 2022-02-15 Shuchi Chawla , Jason D. Hartline , Denis Nekipelov , Anant Shah

We study the pay-as-bid auction game, a supply function model with discriminatory pricing and asymmetric firms. In this game, strategies are non-decreasing supply functions relating pric to quantity and the exact choice of the strategy…

Optimization and Control · Mathematics 2025-04-23 Martina Vanelli , Giacomo Como , Fabio Fagnani

We examine trade-offs among stakeholders in ad auctions. Our metrics are the revenue for the utility of the auctioneer, the number of clicks for the utility of the users and the welfare for the utility of the advertisers. We show how to…

Computer Science and Game Theory · Computer Science 2014-04-22 Yoram Bachrach , Sofia Ceppi , Ian A. Kash , Peter Key , David Kurokawa

We study a classic Bayesian mechanism design setting of monopoly problem for an additive buyer in the presence of budgets. In this setting a monopolist seller with $m$ heterogeneous items faces a single buyer and seeks to maximize her…

Computer Science and Game Theory · Computer Science 2018-10-09 Yu Cheng , Nick Gravin , Kamesh Munagala , Kangning Wang

Constraints on agent's ability to pay play a major role in auction design for any setting where the magnitude of financial transactions is sufficiently large. Those constraints have been traditionally modeled in mechanism design as…

Computer Science and Game Theory · Computer Science 2014-04-22 Gagan Goel , Vahab Mirrokni , Renato Paes Leme

We study a game played between advertisers in an online ad platform. The platform sells ad impressions by first-price auction and provides autobidding algorithms that optimize bids on each advertiser's behalf, subject to advertiser…

Computer Science and Game Theory · Computer Science 2023-11-16 Yiding Feng , Brendan Lucier , Aleksandrs Slivkins

We consider the computational complexity of computing Bayes-Nash equilibria in first-price auctions, where the bidders' values for the item are drawn from a general (possibly correlated) joint distribution. We show that when the values and…

Computer Science and Game Theory · Computer Science 2025-06-06 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

The paper designs revenue-maximizing auction mechanisms for agents who aim to maximize their total obtained values rather than the classical quasi-linear utilities. Several models have been proposed to capture the behaviors of such agents…

Computer Science and Game Theory · Computer Science 2023-07-11 Pinyan Lu , Chenyang Xu , Ruilong Zhang

Automated bidding, an emerging intelligent decision making paradigm powered by machine learning, has become popular in online advertising. Advertisers in automated bidding evaluate the cumulative utilities and have private financial…

Computer Science and Game Theory · Computer Science 2023-08-22 Yidan Xing , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu , Guihai Chen

Budget-feasible procurement has been a major paradigm in mechanism design since its introduction by Singer (2010). An auctioneer (buyer) with a strict budget constraint is interested in buying goods or services from a group of strategic…

Computer Science and Game Theory · Computer Science 2025-05-30 Georgios Amanatidis , Sophie Klumper , Evangelos Markakis , Guido Schäfer , Artem Tsikiridis

Budgets play a significant role in real-world sequential auction markets such as those implemented by internet companies. To maximize the value provided to auction participants, spending is smoothed across auctions so budgets are used for…

Computer Science and Game Theory · Computer Science 2021-05-11 Vincent Conitzer , Christian Kroer , Eric Sodomka , Nicolas E. Stier-Moses

Sponsored search auctions are commonly modeled as an assignment of a fixed set of slots (positions) to a set of advertisers, with welfare maximization being reducible to a standard matching problem. Motivated by modern ad formats, we study…

Computer Science and Game Theory · Computer Science 2026-05-13 Eleni Batziou , Georgios Birmpas , Georgios Chionas , Piotr Krysta

We study a seller who sells a single good to multiple bidders with uncertainty over the joint distribution of bidders' valuations, as well as bidders' higher-order beliefs about their opponents. The seller only knows the (possibly…

Theoretical Economics · Economics 2022-02-16 Ethan Che

We present a deterministic exploration mechanism for sponsored search auctions, which enables the auctioneer to learn the relevance scores of advertisers, and allows advertisers to estimate the true value of clicks generated at the auction…

Computer Science and Game Theory · Computer Science 2011-11-10 Sudhir Kumar Singh , Vwani P. Roychowdhury , Milan Bradonjić , Behnam A. Rezaei

We study combinatorial auctions where each item is sold separately but simultaneously via a second price auction. We ask whether it is possible to efficiently compute in this game a pure Nash equilibrium with social welfare close to the…

Computer Science and Game Theory · Computer Science 2015-06-10 Shahar Dobzinski , Hu Fu , Robert Kleinberg

Previous works suggested the use of Branch and Bound techniques for finding the optimal allocation in (multi-unit) combinatorial auctions. They remarked that Linear Programming could provide a good upper-bound to the optimal allocation, but…

Computer Science and Game Theory · Computer Science 2007-05-23 Rica Gonen , Daniel Lehmann

In this paper, we consider the problem of designing incentive compatible auctions for multiple (homogeneous) units of a good, when bidders have private valuations and private budget constraints. When only the valuations are private and the…

Computer Science and Game Theory · Computer Science 2009-04-23 Sayan Bhattacharya , Vincent Conitzer , Kamesh Munagala , Lirong Xia