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Related papers: Ascending auctions and Walrasian equilibrium

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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 develop a unified ascending-auction framework for computing Walrasian equilibria in combinatorial markets with strong substitutes valuations and piecewise-linear payment functions. Our auction extends the celebrated ascending auctions of…

Computer Science and Game Theory · Computer Science 2026-04-14 Taihei Oki , Ryosuke Sato

Quasiliearity is a ubiquitous and questionable assumption in the standard study of Walrasian equilibria. Quasilinearity implies that a buyer's value for goods purchased in a Walrasian equilibrium is always additive with goods purchased with…

Computer Science and Game Theory · Computer Science 2016-06-23 Rad Niazadeh , Christopher Wilkens

We consider a market where a set of objects is sold to a set of buyers, each equipped with a valuation function for the objects. The goal of the auctioneer is to determine reasonable prices together with a stable allocation. One definition…

Computer Science and Game Theory · Computer Science 2024-05-22 Katharina Eickhoff , S. Thomas McCormick , Britta Peis , Niklas Rieken , Laura Vargas Koch

We study combinatorial auctions with bidders that exhibit endowment effect. In most of the previous work on cognitive biases in algorithmic game theory (e.g., [Kleinberg and Oren, EC'14] and its follow-ups) the focus was on analyzing the…

Computer Science and Game Theory · Computer Science 2018-05-29 Moshe Babaioff , Shahar Dobzinski , Sigal Oren

In this work we consider selling items using a sequential first price auction mechanism. We generalize the assumption of conservative bidding to extensive form games (henceforth optimistic conservative bidding), and show that for both…

Computer Science and Game Theory · Computer Science 2015-02-02 Avinatan Hassidim , Yishay Mansour

We show that a competitive equilibrium always exists in combinatorial auctions with anonymous graphical valuations and pricing, using discrete geometry. This is an intuitive and easy-to-construct class of valuations that can model both…

Combinatorics · Mathematics 2021-11-08 Marie-Charlotte Brandenburg , Christian Haase , Ngoc Mai Tran

A classical trading experiment consists of a set of unit demand buyers and unit supply sellers with identical items. Each agent's value or opportunity cost for the item is their private information and preferences are quasi-linear. Trade…

Computer Science and Game Theory · Computer Science 2015-10-02 Sepehr Assadi , Sanjeev Khanna , Yang Li , Rakesh Vohra

We study the equilibria of uniform price auctions where many asymmetric bidders have flat demands up to their respective quantity constraints. We present an iterative procedure that systematically finds an equilibrium outcome as well as an…

Theoretical Economics · Economics 2026-04-09 Kiho Yoon

We consider dynamic auctions for finding Walrasian equilibria in markets with indivisible items and strong gross substitutes valuation functions. Each price adjustment step in these auction algorithms requires finding an inclusion-wise…

Computer Science and Game Theory · Computer Science 2024-08-06 Katharina Eickhoff , Meike Neuwohner , Britta Peis , Niklas Rieken , Laura Vargas Koch , László A. Végh

Sequential auctions for identical items with unit-demand, private-value buyers are common and often occur periodically without end, as new bidders replace departing ones. We model bidder uncertainty by introducing a probability that a…

Computer Science and Game Theory · Computer Science 2025-10-13 Amir Ban

The Generalized Second Price (GSP) auction used typically to model sponsored search auctions does not include the notion of budget constraints, which is present in practice. Motivated by this, we introduce the different variants of GSP…

Computer Science and Game Theory · Computer Science 2013-09-27 Josep Diaz , Ioannis Giotis , Lefteris Kirousis , Evangelos Markakis , Maria Serna

We introduce draft auctions, which is a sequential auction format where at each iteration players bid for the right to buy items at a fixed price. We show that draft auctions offer an exponential improvement in social welfare at equilibrium…

Computer Science and Game Theory · Computer Science 2013-11-13 Nikhil R. Devanur , Jamie Morgenstern , Vasilis Syrgkanis

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

In this paper, we study sequential auctions with two budget constrained bidders and any number of identical items. All prior results on such auctions consider only two items. We construct a canonical outcome of the auction that is the only…

Computer Science and Game Theory · Computer Science 2012-09-11 Zhiyi Huang , Nikhil R. Devanur , David Malec

We consider a model of two-sided matching market where buyers and sellers trade indivisible goods with the feature that each buyer has unit demand and seller has unit supply. The result of the existence of Walrasian equilibrium and lattice…

Theoretical Economics · Economics 2025-04-09 Komal Malik

We explore the approximation power of deterministic obviously strategy-proof mechanisms in auctions, where the objective is welfare maximization. A trivial ascending auction on the grand bundle guarantees an approximation of $\min\{m,n\}$…

Computer Science and Game Theory · Computer Science 2023-11-07 Shiri Ron

In this paper, we revisit the common claim that double auctions necessarily generate competitive equilibria. We begin by observing that competitive equilibrium has some counterintuitive implications: specifically, it predicts that monotone…

Theoretical Economics · Economics 2022-09-19 Itzhak Rasooly

Motivated by recent research on combinatorial markets with endowed valuations by (Babaioff et al., EC 2018) and (Ezra et al., EC 2020), we introduce a notion of perturbation stability in Combinatorial Auctions (CAs) and study the extend to…

Computer Science and Game Theory · Computer Science 2023-09-06 Giannis Fikioris , Dimitris Fotakis

In standard Walrasian auctions, the price of a good is defined as the point where the supply and demand curves intersect. Since both curves are generically regular, the response to small perturbations is linearly small. However, a crucial…

Trading and Market Microstructure · Quantitative Finance 2017-01-04 Jonathan Donier , Jean-Philippe Bouchaud
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