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Auctions are important mechanisms extensively implemented in various markets, e.g., search engines' keyword auctions, antique auctions, etc. Finding an optimal auction mechanism is extremely difficult due to the constraints of imperfect…

Machine Learning · Computer Science 2025-07-28 Jiayin Liu , Chenglong Zhang

We study the inefficiency of mixed equilibria, expressed as the price of anarchy, of all-pay auctions in three different environments: combinatorial, multi-unit and single-item auctions. First, we consider item-bidding combinatorial…

Computer Science and Game Theory · Computer Science 2015-08-06 George Christodoulou , Alkmini Sgouritsa , Bo Tang

We study the robust double auction mechanisms, that is, the double auction mechanisms that satisfy dominant strategy incentive compatibility, ex-post individual rationality and ex-post budget balance. We first establish that the price in…

Theoretical Economics · Economics 2024-09-09 Kiho Yoon

We consider the class of Markovian processes defined by the equation $\dd x /\dd t = -\beta x + \sum_k z_k \delta (t-t_k)$. Such processes are encountered in systems (like coalescing systems) where dynamics creates discrete upward jumps at…

Statistical Mechanics · Physics 2009-10-31 Olivier Deloubriere

A prevalent assumption in auction theory is that the auctioneer has full control over the market and that the allocation she dictates is final. In practice, however, agents might be able to resell acquired items in an aftermarket. A…

Theoretical Economics · Economics 2022-11-17 Moshe Babaioff , Nicole Immorlica , Yingkai Li , Brendan Lucier

We examine ``tournament'' second-price auctions in which $N$ bidders compete for the right to participate in a second stage and contend against bidder $N+1$. When the first $N$ bidders are committed so that their bids cannot be changed in…

Theoretical Economics · Economics 2024-03-14 Luca Anderlini , GaOn Kim

A line of recent work provides welfare guarantees of simple combinatorial auction formats, such as selling m items via simultaneous second price auctions (SiSPAs) (Christodoulou et al. 2008, Bhawalkar and Roughgarden 2011, Feldman et al.…

Computer Science and Game Theory · Computer Science 2016-04-07 Constantinos Daskalakis , Vasilis Syrgkanis

In this work we introduce a new class of mechanisms composed of a traditional Generalized Second Price (GSP) auction and a fair division scheme, in order to achieve some desired level of fairness between groups of Bayesian strategic…

Computer Science and Game Theory · Computer Science 2022-10-19 Georgios Birmpas , Andrea Celli , Riccardo Colini-Baldeschi , Stefano Leonardi

We show that a simple model of a spatially resolved evolving economic system, which has a steady state under simultaneous updating, shows stable oscillations in price when updated asynchronously. The oscillations arise from a gradual…

General Finance · Quantitative Finance 2009-10-02 Lawrence Mitchell , G. J. Ackland

We revisit the well-studied problem of budget-feasible procurement, where a buyer with a strict budget constraint seeks to acquire services from a group of strategic providers (the sellers). During the last decade, several strategyproof…

Computer Science and Game Theory · Computer Science 2021-07-22 Eric Balkanski , Pranav Garimidi , Vasilis Gkatzelis , Daniel Schoepflin , Xizhi Tan

This paper studies equilibrium quality of semi-separable position auctions (known as the Ad Types setting) with greedy or optimal allocation combined with generalized second-price (GSP) or Vickrey-Clarke-Groves (VCG) pricing. We make three…

Computer Science and Game Theory · Computer Science 2021-03-11 Hadi Elzayn , Riccardo Colini-Baldeschi , Brian Lan , Okke Schrijvers

We consider design of monetary mechanisms for two-sided matching. Mechanisms in the tradition of the deferred acceptance algorithm, even in variants incorporating money, tend to focus on the criterion of stability. Instead, in this work we…

Computer Science and Game Theory · Computer Science 2025-06-30 Robin Bowers , Bo Waggoner

After experimentation with other designs, the major search engines converged on the weighted, generalized second-price auction (wGSP) for selling keyword advertisements. Notably, this convergence occurred before position auctions were well…

Computer Science and Game Theory · Computer Science 2014-08-05 David R. M Thompson , Kevin Leyton-Brown

Recently [Karimipour and Memarzadeh, PhysRevA 73, 012329 (2006)] posed the problem of finding a continuous family of orthonormal bases in a bipartite space of two identical systems with the following properties: i) in each basis, all states…

Quantum Physics · Physics 2010-04-13 Vlad Gheorghiu

We consider a generalization of the $k$-flow set system auction where the set to be procured by a customer corresponds to a feasible solution to a linear programming problem where the coefficient matrix and right-hand-side together…

Computer Science and Game Theory · Computer Science 2011-02-18 Ilan Adler , Dorit S. Hochbaum

Among the mutation finite cluster algebras the tubular ones are a particularly interesting class. We show that all tubular (simply laced) cluster algebras are of exponential growth by two different methods: first by studying the…

Representation Theory · Mathematics 2013-08-13 Michael Barot , Christof Geiss , Gustavo Jasso

We extend some properties of pullbacks which are known to hold in a Mal'tsev context to the more general context of Gumm categories. The varieties of universal algebras which are Gumm categories are precisely the congruence modular ones.…

Category Theory · Mathematics 2014-08-07 Marino Gran , Diana Rodelo

Existence of stochastic financial equilibria giving rise to semimartingale asset prices is established under a general class of assumptions. These equilibria are expressed in real terms and span complete markets or markets with withdrawal…

Pricing of Securities · Quantitative Finance 2008-12-02 Gordan Zitkovic

This paper investigates reverse auctions that involve continuous values of different types of goods, general nonconvex constraints, and second stage costs. We seek to design the payment rules and conditions under which coalitions of…

Computer Science and Game Theory · Computer Science 2021-07-14 Orcun Karaca , Pier Giuseppe Sessa , Neil Walton , Maryam Kamgarpour

In various markets where sellers compete in price, price oscillations are observed rather than convergence to equilibrium. Such fluctuations have been empirically observed in the retail market for gasoline, in airline pricing and in the…

Computer Science and Game Theory · Computer Science 2015-04-28 Moshe Babaioff , Renato Paes Leme , Balasubramanian Sivan
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