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Related papers: Lowest Unique Bid Auctions

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A seller wants to sell a good to a set of bidders using a credible mechanism. We show that when the seller has private information about her cost, it is impossible for a static mechanism to achieve the optimal revenue. In particular, even…

Theoretical Economics · Economics 2025-09-29 Martino Banchio , Andrzej Skrzypacz , Frank Yang

We study a class of iterative combinatorial auctions which can be viewed as subgradient descent methods for the problem of pricing bundles to balance supply and demand. We provide concrete convergence rates for auctions in this class,…

Computer Science and Game Theory · Computer Science 2016-06-01 Jacob Abernethy , Sébastien Lahaie , Matus Telgarsky

A single unit of a good is sold to one of two bidders. Each bidder has either a high prior valuation or a low prior valuation for the good. Their prior valuations are independently and identically distributed. Each bidder may observe an…

Theoretical Economics · Economics 2022-05-10 Wanchang Zhang

We study the revenue comparison problem of auctions when the seller has a maxmin expected utility preference. The seller holds a set of priors around some reference belief, interpreted as an approximating model of the true probability law…

Theoretical Economics · Economics 2022-11-24 Sosung Baik , Sung-Ha Hwang

Motivated by online advertising auctions, we study auction design in repeated auctions played by simple Artificial Intelligence algorithms (Q-learning). We find that first-price auctions with no additional feedback lead to tacit-collusive…

Theoretical Economics · Economics 2022-02-15 Martino Banchio , Andrzej Skrzypacz

Auction theory traditionally assumes that bidders' valuation distributions are known to the auctioneer, such as in the celebrated, revenue-optimal Myerson auction. However, this theory does not describe how the auctioneer comes to possess…

Computer Science and Game Theory · Computer Science 2014-07-11 Avrim Blum , Yishay Mansour , Jamie Morgenstern

We study the design of an auction for an income-generating asset such as an intellectual property license. Each bidder has a signal about his future income from acquiring the asset. After the asset is allocated, the winner's income from the…

Theoretical Economics · Economics 2026-04-17 Ian Ball , Teemu Pekkarinen

Contemporary real-world online ad auctions differ from canonical models [Edelman et al., 2007; Varian, 2009] in at least four ways: (1) values and click-through rates can depend upon users' search queries, but advertisers can only partially…

Machine Learning · Computer Science 2024-04-11 Ming Chen , Sareh Nabi , Marciano Siniscalchi

One method to offer some bidders a discount in a first-price auction is to augment their bids when selecting a winner but only charge them their original bids should they win. Another method is to use their original bids to select a winner,…

Computer Science and Game Theory · Computer Science 2024-03-12 Miguel Alcobendas , Eric Bax

We consider the problem of a single seller repeatedly selling a single item to a single buyer (specifically, the buyer has a value drawn fresh from known distribution $D$ in every round). Prior work assumes that the buyer is fully rational…

Computer Science and Game Theory · Computer Science 2017-11-28 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

Developing efficient sequential bidding strategies for repeated auctions is an important practical challenge in various marketing tasks. In this setting, the bidding agent obtains information, on both the value of the item at sale and the…

Machine Learning · Computer Science 2021-03-01 Juliette Achddou , Olivier Cappé , Aurélien Garivier

The recent online platforms propose multiple items for bidding. The state of the art, however, is limited to the analysis of one item auction without resubmission. In this paper we study multi-item lowest unique bid auctions (LUBA) with…

Computer Science and Game Theory · Computer Science 2017-03-01 Yida Xu , Hamidou Tembine

We provide a unifying way to analyze how risk aversion changes bidding in auctions by asking which bids become more attractive as bidders become more risk averse. In first-price auctions, under two payoff conditions--winning is never worse…

Theoretical Economics · Economics 2026-03-11 Marilyn Pease , Mark Whitmeyer

A common practice in many auctions is to offer bidders an opportunity to improve their bids, known as a Best and Final Offer (BAFO) stage. This final bid can depend on new information provided about either the asset or the competitors. This…

Computer Science and Game Theory · Computer Science 2021-04-21 Galit Ashkenazi-Golan , Yevgeny Tsodikovich , Yannick Viossat

We consider auctions with N+1 bidders. Of these, N are symmetric and N+1 is "sufficiently strong" relative to the others. The auction is a "tournament" in which the first N players bid to win the right to compete with N+1. The bids of the…

Theoretical Economics · Economics 2024-09-18 Luca Anderlini , GaOn Kim

In this paper, we study the problem of learning to bid in repeated first-price auctions with budget constraints. In each period, the decision maker needs to submit a bid to win the auction and maximize the total collected reward, subject to…

Optimization and Control · Mathematics 2026-03-10 Zeng Fu , Jiashuo Jiang , Yuan Zhou

First-price auctions have very recently swept the online advertising industry, replacing second-price auctions as the predominant auction mechanism on many platforms. This shift has brought forth important challenges for a bidder: how…

Machine Learning · Computer Science 2025-09-26 Yanjun Han , Zhengyuan Zhou , Aaron Flores , Erik Ordentlich , Tsachy Weissman

We characterize the statistical properties of a large number of agents on two major online auction sites. The measurements indicate that the total number of bids placed in a single category and the number of distinct auctions frequented by…

Statistical Mechanics · Physics 2009-11-10 I. Yang , H. Jeong , B. Kahng , A. -L. Barabasi

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

In an auction each party bids a certain amount and the one which bids the highest is the winner. Interestingly, auctions can also be used as models for other real-world systems. In an all pay auction all parties must pay a forfeit for…

Theoretical Economics · Economics 2026-03-04 Benjamin Kang , James Unwin