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Related papers: Vickrey Auctions for Irregular Distributions

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We study auctions with severe bounds on the communication allowed: each bidder may only transmit t bits of information to the auctioneer. We consider both welfare- and profit-maximizing auctions under this communication restriction. For…

Computer Science and Game Theory · Computer Science 2011-10-13 L. Blumrosen , N. Nisan , I. Segal

Consider Myerson's optimal auction with respect to an inaccurate prior, e.g., estimated from data, which is an underestimation of the true value distribution. Can the auctioneer expect getting at least the optimal revenue w.r.t. the…

Computer Science and Game Theory · Computer Science 2022-11-10 Ziyun Chen , Zhiyi Huang , Dorsa Majdi , Zipeng Yan

We study the information design problem in a single-unit auction setting. The information designer controls independent private signals according to which the buyers infer their binary private values. Assuming that the seller adopts the…

Theoretical Economics · Economics 2022-10-28 Yi-Chun Chen , Xiangqian Yang

We improve the best known competitive ratio (from 1/4 to 1/2), for the online multi-unit allocation problem, where the objective is to maximize the single-price revenue. Moreover, the competitive ratio of our algorithm tends to 1, as the…

Computer Science and Game Theory · Computer Science 2009-01-13 Sourav Chakraborty , Nikhil Devanur

One method to offer some bidders a discount in a first-price auction is to augment their bids when selecting a winner but only charge them their original bids should they win. Another method is to use their original bids to select a winner,…

Computer Science and Game Theory · Computer Science 2024-03-12 Miguel Alcobendas , Eric Bax

We study the problem of selling $n$ items to a single buyer with an additive valuation function. We consider the valuation of the items to be correlated, i.e., desirabilities of the buyer for the items are not drawn independently. Ideally,…

Computer Science and Game Theory · Computer Science 2015-07-23 MohammadHossein Bateni , Sina Dehghani , MohammadTaghi Hajiaghayi , Saeed Seddighin

We study a classic Bayesian mechanism design setting of monopoly problem for an additive buyer in the presence of budgets. In this setting a monopolist seller with $m$ heterogeneous items faces a single buyer and seeks to maximize her…

Computer Science and Game Theory · Computer Science 2018-10-09 Yu Cheng , Nick Gravin , Kamesh Munagala , Kangning Wang

We initiate the study of markets for private data, though the lens of differential privacy. Although the purchase and sale of private data has already begun on a large scale, a theory of privacy as a commodity is missing. In this paper, we…

Computer Science and Game Theory · Computer Science 2011-11-30 Arpita Ghosh , Aaron Roth

Simultaneous ascending auctions present agents with the exposure problem: bidding to acquire a bundle risks the possibility of obtaining an undesired subset of the goods. Auction theory provides little guidance for dealing with this…

Computer Science and Game Theory · Computer Science 2012-07-09 Anna Osepayshvili , Michael P. Wellman , Daniel Reeves , Jeffrey K. MacKie-Mason

A central problem in Microeconomics is to design auctions with good revenue properties. In this setting, the bidders' valuations for the items are private knowledge, but they are drawn from publicly known prior distributions. The goal is to…

Computer Science and Game Theory · Computer Science 2013-01-11 Sayan Bhattacharya , Janardhan Kulkarni , Xiaoming Xu

We consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is…

Computer Science and Game Theory · Computer Science 2019-05-15 Thomas Nedelec , Noureddine El Karoui , Vianney Perchet

We give a simpler analysis of the ascending auction of Bikhchandani, de Vries, Schummer, and Vohra to sell a welfare-maximizing base of a matroid at Vickrey prices. The new proofs for economic efficiency and the charge of Vickrey prices…

Computer Science and Game Theory · Computer Science 2024-11-26 Britta Peis , Niklas Rieken

We show that computing the revenue-optimal deterministic auction in unit-demand single-buyer Bayesian settings, i.e. the optimal item-pricing, is computationally hard even in single-item settings where the buyer's value distribution is a…

Computer Science and Game Theory · Computer Science 2015-03-10 Constantinos Daskalakis , Alan Deckelbaum , Christos Tzamos

We consider the sale of a single item to multiple buyers by a revenue-maximizing seller. Recent work of Akbarpour and Li formalizes \emph{credibility} as an auction desideratum, and prove that the only optimal, credible, strategyproof…

Computer Science and Game Theory · Computer Science 2023-10-31 Matheus V. X. Ferreira , S. Matthew Weinberg

Maximizing the revenue from selling _more than one_ good (or item) to a single buyer is a notoriously difficult problem, in stark contrast to the one-good case. For two goods, we show that simple "one-dimensional" mechanisms, such as…

Computer Science and Game Theory · Computer Science 2022-09-22 Sergiu Hart , Noam Nisan

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

Simultaneous item auctions are simple procedures for allocating items to bidders with potentially complex preferences over different item sets. In a simultaneous auction, every bidder submits bids on all items simultaneously. The allocation…

Computer Science and Game Theory · Computer Science 2012-09-24 Michal Feldman , Hu Fu , Nick Gravin , Brendan Lucier

This paper studies some basic problems in a multiple-object auction model using methodologies from theoretical computer science. We are especially concerned with situations where an adversary bidder knows the bidding algorithms of all the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Ming-Yang Kao , Junfeng Qi , Lei Tan

We introduce a new numerical framework to learn optimal bidding strategies in repeated auctions when the seller uses past bids to optimize her mechanism. Crucially, we do not assume that the bidders know what optimization mechanism is used…

Computer Science and Game Theory · Computer Science 2021-02-09 Thomas Nedelec , Jules Baudet , Vianney Perchet , Noureddine El Karoui

We show that the expectation of the $k^{\mathrm{th}}$-order statistic of an i.i.d. sample of size $n$ from a monotone reverse hazard rate (MRHR) distribution is convex in $n$ and that the expectation of the $(n-k+1)^{\mathrm{th}}$-order…

Theoretical Economics · Economics 2024-10-25 Mitchell Watt