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We study the design of efficient mechanisms under asymmetric awareness and information. Unawareness refers to the lack of conception rather than the lack of information. Assuming quasi-linear utilities and private values, we show that we…

Theoretical Economics · Economics 2025-04-08 Kym Pram , Burkhard C. Schipper

In today's online advertising markets, it is common for advertisers to set long-term budgets. Correspondingly, advertising platforms adopt budget control methods to ensure that advertisers' payments lie within their budgets. Most budget…

Computer Science and Game Theory · Computer Science 2024-02-13 Zhaohua Chen , Mingwei Yang , Chang Wang , Jicheng Li , Zheng Cai , Yukun Ren , Zhihua Zhu , Xiaotie Deng

We introduce a dynamic mechanism design problem in which the designer wants to offer for sale an item to an agent, and another item to the same agent at some point in the future. The agent's joint distribution of valuations for the two…

Computer Science and Game Theory · Computer Science 2023-05-22 Christos Papadimitriou , George Pierrakos , Christos-Alexandros Psomas , Aviad Rubinstein

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

We determine the quality of randomized social choice mechanisms in a setting in which the agents have metric preferences: every agent has a cost for each alternative, and these costs form a metric. We assume that these costs are unknown to…

Artificial Intelligence · Computer Science 2016-09-27 Elliot Anshelevich , John Postl

We consider Bayesian optimization of expensive-to-evaluate experiments that generate vector-valued outcomes over which a decision-maker (DM) has preferences. These preferences are encoded by a utility function that is not known in closed…

Machine Learning · Computer Science 2022-03-23 Zhiyuan Jerry Lin , Raul Astudillo , Peter I. Frazier , Eytan Bakshy

Generating good revenue is one of the most important problems in Bayesian auction design, and many (approximately) optimal dominant-strategy incentive compatible (DSIC) Bayesian mechanisms have been constructed for various auction settings.…

Computer Science and Game Theory · Computer Science 2020-08-07 Jing Chen , Bo Li , Yingkai Li , Pinyan Lu

In this work we investigate the inefficiency of the electricity system with strategic agents. Specifically, we prove that without a proper control the total demand of an inefficient system is at most twice the total demand of the optimal…

Computer Science and Game Theory · Computer Science 2015-09-10 Carlos Barreto , Eduardo Mojica-Nava , Nicanor Quijano

We consider an infinite horizon dynamic mechanism design problem with interdependent valuations. In this setting the type of each agent is assumed to be evolving according to a first order Markov process and is independent of the types of…

Computer Science and Game Theory · Computer Science 2015-06-26 Swaprava Nath , Onno Zoeter , Y. Narahari , Christopher R. Dance

We efficiently solve the optimal multi-dimensional mechanism design problem for independent bidders with arbitrary demand constraints when either the number of bidders is a constant or the number of items is a constant. In the first…

Computer Science and Game Theory · Computer Science 2011-12-20 Constantinos Daskalakis , S. Matthew Weinberg

Agents often have individual goals which depend on a group's actions. If agents trust a forecast of collective action and adapt strategically, such prediction can influence outcomes non-trivially, resulting in a form of performative…

Machine Learning · Computer Science 2025-02-18 António Góis , Mehrnaz Mofakhami , Fernando P. Santos , Gauthier Gidel , Simon Lacoste-Julien

We study the efficiency of mechanisms for allocating a divisible resource. Given scalar signals submitted by all users, such a mechanism decides the fraction of the resource that each user will receive and a payment that will be collected…

Computer Science and Game Theory · Computer Science 2020-02-21 Ioannis Caragiannis , Alexandros A. Voudouris

Many scenarios where agents with restrictions compete for resources can be cast as maximum matching problems on bipartite graphs. Our focus is on resource allocation problems where agents may have restrictions that make them incompatible…

Artificial Intelligence · Computer Science 2022-09-13 Yohai Trabelsi , Abhijin Adiga , Sarit Kraus , S. S. Ravi

We study the efficiency of the proportional allocation mechanism, that is widely used to allocate divisible resources. Each agent submits a bid for each divisible resource and receives a fraction proportional to her bids. We quantify the…

Computer Science and Game Theory · Computer Science 2015-07-28 George Christodoulou , Alkmini Sgouritsa , Bo Tang

Bayesian optimization is a popular framework for efficiently tackling black-box search problems. As a rule, these algorithms operate by iteratively choosing what to evaluate next until some predefined budget has been exhausted. We…

Machine Learning · Statistics 2024-12-12 James T. Wilson

Traditional approaches to the design of multi-agent navigation algorithms consider the environment as a fixed constraint, despite the obvious influence of spatial constraints on agents' performance. Yet hand-designing improved environment…

Robotics · Computer Science 2022-09-26 Zhan Gao , Amanda Prorok

Motivated by large-market applications such as crowdsourcing, we revisit the problem of budget-feasible mechanism design under a "small-bidder assumption". Anari, Goel, and Nikzad (2018) gave a mechanism that has optimal competitive ratio…

Computer Science and Game Theory · Computer Science 2022-11-17 Aviad Rubinstein , Junyao Zhao

Exchange markets are a significant type of market economy, in which each agent holds a budget and certain (divisible) resources available for trading. Most research on equilibrium in exchange economies is based on an environment of…

Computer Science and Game Theory · Computer Science 2024-10-10 Yusen Zheng , Yukun Cheng , Chenyang Xu , Xiaotie Deng

The construction of decision-theoretic Bayesian designs for realistically-complex nonlinear models is computationally challenging, as it requires the optimization of analytically intractable expected utility functions over high-dimensional…

Methodology · Statistics 2016-07-01 Antony Overstall , David Woods

The aim of black-box optimization is to optimize an objective function within the constraints of a given evaluation budget. In this problem, it is generally assumed that the computational cost for evaluating a point is large; thus, it is…

Machine Learning · Statistics 2019-12-03 Masahiro Nomura , Kenshi Abe
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