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We study the problem of selling a good to a group of bidders with interdependent values in a prior-free setting. Each bidder has a signal that can take one of $k$ different values, and her value for the good is a weakly increasing function…

Computer Science and Game Theory · Computer Science 2021-07-21 Vasilis Gkatzelis , Rishi Patel , Emmanouil Pountourakis , Daniel Schoepflin

Some important classical mechanisms considered in Microeconomics and Game Theory require the solution of a difficult optimization problem. This is true of mechanisms for combinatorial auctions, which have in recent years assumed practical…

Computer Science and Game Theory · Computer Science 2007-05-23 Daniel Lehmann , Liadan Ita O'Callaghan , Yoav Shoham

With the advent and increasing consolidation of e-commerce, digital advertising has very recently replaced traditional advertising as the main marketing force in the economy. In the past four years, a particularly important development in…

Computer Science and Game Theory · Computer Science 2022-11-14 Wei Zhang , Yanjun Han , Zhengyuan Zhou , Aaron Flores , Tsachy Weissman

The current art in optimal combinatorial auctions is limited to handling the case of single units of multiple items, with each bidder bidding on exactly one bundle (single minded bidders). This paper extends the current art by proposing an…

Computer Science and Game Theory · Computer Science 2010-04-27 Sujit Gujar , Y Narahari

Combinatorial auctions (CA) are a well-studied area in algorithmic mechanism design. However, contrary to the standard model, empirical studies suggest that a bidder's valuation often does not depend solely on the goods assigned to him. For…

Computer Science and Game Theory · Computer Science 2015-10-01 Yun Kuen Cheung , Monika Henzinger , Martin Hoefer , Martin Starnberger

Learning to bid in repeated first-price auctions is a fundamental problem at the interface of game theory and machine learning, which has seen a recent surge in interest due to the transition of display advertising to first-price auctions.…

Computer Science and Game Theory · Computer Science 2024-07-09 Rachitesh Kumar , Jon Schneider , Balasubramanian Sivan

We show that Execution Tickets and Execution Auctions dramatically increase centralization in the market for block proposals, even without multi-block MEV concerns. Previous analyses have insufficiently or incorrectly modeled the…

Theoretical Economics · Economics 2024-08-07 Mallesh Pai , Max Resnick

We study two standard multi-unit auction formats for allocating multiple units of a single good to multi-demand bidders. The first one is the Discriminatory Auction, which charges every winner his winning bids. The second is the Uniform…

Computer Science and Game Theory · Computer Science 2016-05-02 Bart de Keijzer , Evangelos Markakis , Guido Schäfer , Orestis Telelis

We consider sequential search by an agent who cannot observe the quality of goods but can acquire information by buying signals from a profit-maximizing principal with limited commitment power. The principal can charge higher prices for…

Theoretical Economics · Economics 2024-08-13 Teddy Mekonnen , Zeky Murra-Anton , Bobak Pakzad-Hurson

A single advertisement often benefits many parties, for example, an ad for a Samsung laptop benefits Microsoft. We study this phenomenon in search advertising auctions and show that standard solutions, including the status quo ignorance of…

Computer Science and Game Theory · Computer Science 2012-09-06 Darrell Hoy , Kamal Jain , Christopher A. Wilkens

We study the design of prior-independent auctions in a setting with heterogeneous bidders. In particular, we consider the setting of selling to $n$ bidders whose values are drawn from $n$ independent but not necessarily identical…

Computer Science and Game Theory · Computer Science 2023-11-08 Guru Guruganesh , Aranyak Mehta , Di Wang , Kangning Wang

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

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

In economics, there are many ways to describe the interaction between a "seller" and a "buyer". The most common one, with which we interact almost every day, is selling for a fixed price. This option is perfect for selling a mass product,…

General Finance · Quantitative Finance 2024-07-10 O. A. Malafeyev , I. E. Khomenko

The participants of the electricity market concern very much the market price evolution. Various technologies have been developed for price forecast. SVM (Support Vector Machine) has shown its good performance in market price forecast. Two…

General Finance · Quantitative Finance 2009-11-13 C. Gao , E. Bompard , R. Napoli , Q. Wan

Sponsored search adopts generalized second price (GSP) auction mechanism which works on the concept of pay per click which is most commonly used for the allocation of slots in the searched page. Two main aspects associated with GSP are the…

Information Retrieval · Computer Science 2014-03-26 Rahul Gupta , Gitansh Khirbat , Sanjay Singh

As computational agents are developed for increasingly complicated e-commerce applications, the complexity of the decisions they face demands advances in artificial intelligence techniques. For example, an agent representing a seller in an…

Artificial Intelligence · Computer Science 2017-01-08 W. P. Birmingham , E. H. Durfee , S. Park

Algorithms based on combinatorial auctions show significant potential regarding their application for channel assignment problems in multi-connectivity ultra-reliable wireless networks. However the computational effort required by such…

Computer Science and Game Theory · Computer Science 2024-04-17 Dávid Csercsik , Eduard Jorswieck

The connection between games and no-regret algorithms has been widely studied in the literature. A fundamental result is that when all players play no-regret strategies, this produces a sequence of actions whose time-average is a…

Computer Science and Game Theory · Computer Science 2020-09-15 Zhe Feng , Guru Guruganesh , Christopher Liaw , Aranyak Mehta , Abhishek Sethi

Recurring auctions are ubiquitous for selling durable assets like artworks and homes, with follow-up auctions held for unsold items. We investigate such auctions theoretically and empirically. Theoretical analysis demonstrates that…

Theoretical Economics · Economics 2025-02-19 Shanglyu Deng , Qiyao Zhou