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This paper develops a general approach, rooted in statistical learning theory, to learning an approximately revenue-maximizing auction from data. We introduce $t$-level auctions to interpolate between simple auctions, such as welfare…

Computer Science and Game Theory · Computer Science 2015-06-12 Jamie Morgenstern , Tim Roughgarden

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

Online bidding serves as a fundamental information system in mobile ecosystems, facilitating real-time ad allocation across billions of devices while optimizing both platform performance and user experience through data-driven decision…

Computer Science and Game Theory · Computer Science 2026-01-07 Huanyu Yan , Yu Huo , Min Lu , Weitong Ou , Xingyan Shi , Ruihe Shi , Xiaoying Tang

In this paper, we investigate the computation of second-price pacing equilibria (SPPEs), a foundational model in online advertising auctions. We present a polynomial-time algorithm for computing exact SPPEs in instances with a constant…

Computer Science and Game Theory · Computer Science 2026-05-12 Yiyang Huang , Yonglei Yan , Zihe Wang , Zhengyang Liu

Traditional combinatorial spectrum auctions mainly rely on fixed bidding and matching processes, which limit participants' ability to adapt their strategies and often result in suboptimal social welfare in dynamic spectrum sharing…

Computer Science and Game Theory · Computer Science 2025-07-29 Xiang Shao , Wei Wang , Guan Gui

In this paper, we initiate the study of the multiplicative bidding language adopted by major Internet search companies. In multiplicative bidding, the effective bid on a particular search auction is the product of a base bid and bid…

Data Structures and Algorithms · Computer Science 2014-04-29 MohammadHossein Bateni , Jon Feldman , Vahab Mirrokni , Sam Chiu-wai Wong

Optimal mechanism design enjoys a beautiful and well-developed theory, and also a number of killer applications. Rules of thumb produced by the field influence everything from how governments sell wireless spectrum licenses to how the major…

Computer Science and Game Theory · Computer Science 2014-09-23 Tim Roughgarden

We study the efficiency of sequential first-price item auctions at (subgame perfect) equilibrium. This auction format has recently attracted much attention, with previous work establishing positive results for unit-demand valuations and…

Computer Science and Game Theory · Computer Science 2013-09-11 Michal Feldman , Brendan Lucier , Vasilis Syrgkanis

We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…

Computer Science and Game Theory · Computer Science 2024-01-17 Simina Brânzei , Mahsa Derakhshan , Negin Golrezaei , Yanjun Han

We provide polynomial-time approximately optimal Bayesian mechanisms for makespan minimization on unrelated machines as well as for max-min fair allocations of indivisible goods, with approximation factors of $2$ and $\min\{m-k+1,…

Computer Science and Game Theory · Computer Science 2014-05-26 Constantinos Daskalakis , S. Matthew Weinberg

We study the problem of designing a two-sided market (double auction) to maximize the gains from trade (social welfare) under the constraints of (dominant-strategy) incentive compatibility and budget-balance. Our goal is to do so for an…

Computer Science and Game Theory · Computer Science 2024-06-21 Moshe Babaioff , Amitai Frey , Noam Nisan

We introduce a novel characterization of all Walrasian price vectors in terms of forbidden over- and under demanded sets for monotone gross substitute combinatorial auctions. For ascending and descending auctions we suggest a universal…

Computer Science and Game Theory · Computer Science 2016-05-13 Oren Ben-Zwi

We study the problem of finding the optimal bidding strategy for an advertiser in a multi-platform auction setting. The competition on a platform is captured by a value and a cost function, mapping bidding strategies to value and cost…

Computer Science and Game Theory · Computer Science 2025-02-27 Gagan Aggarwal , Anupam Gupta , Xizhi Tan , Mingfei Zhao

Optimal mechanisms have been provided in quite general multi-item settings, as long as each bidder's type distribution is given explicitly by listing every type in the support along with its associated probability. In the implicit setting,…

Computer Science and Game Theory · Computer Science 2015-03-09 Constantinos Daskalakis , Alan Deckelbaum , Christos Tzamos

In a single-parameter mechanism design problem, a provider is looking to sell a service to a group of potential buyers. Each buyer $i$ has a private value $v_i$ for receiving the service and a feasibility constraint restricts which sets of…

Computer Science and Game Theory · Computer Science 2022-02-21 Michal Feldman , Vasilis Gkatzelis , Nick Gravin , Daniel Schoepflin

In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…

Networking and Internet Architecture · Computer Science 2013-05-29 Yu-e Sun , He Huang , Xiang-Yang Li , Zhili Chen , Wei Yang , Hongli Xu , Liusheng Huang

We propose a uniform approach for the design and analysis of prior-free competitive auctions and online auctions. Our philosophy is to view the benchmark function as a variable parameter of the model and study a broad class of functions…

Computer Science and Game Theory · Computer Science 2014-11-11 Ning Chen , Nick Gravin , Pinyan Lu

Very few exact solutions are known for the monopolist's $k$-item $n$-buyer maximum revenue problem with additive valuation in which $k, n >1$ and the buyers $i$ have independent private distributions $F^j_i$ on items $j$. In this paper we…

Computer Science and Game Theory · Computer Science 2016-07-14 Andrew Chi-Chih Yao

We propose a general stochastic framework for modelling repeated auctions in the Real Time Bidding (RTB) ecosystem using point processes. The flexibility of the framework allows a variety of auction scenarios including configuration of…

Machine Learning · Statistics 2023-08-21 Seong Jin Lee , Bumsik Kim

Multi-unit auctions are a paradigmatic model, where a seller brings multiple units of a good, while several buyers bring monetary endowments. It is well known that Walrasian equilibria do not always exist in this model, however compelling…

Computer Science and Game Theory · Computer Science 2017-10-10 Simina Brânzei , Aris Filos-Ratsikas , Peter Bro Miltersen , Yulong Zeng
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