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In many first-price auctions, bidders face considerable strategic uncertainty: They cannot perfectly anticipate the other bidders' bidding behavior. We propose a model in which bidders do not know the entire distribution of opponent bids…

Theoretical Economics · Economics 2022-03-30 Bernhard Kasberger

In non-truthful auctions such as first-price and all-pay auctions, the independent strategic behaviors of bidders, with the corresponding Bayes-Nash equilibrium notion, are notoriously difficult to characterize and can cause undesirable…

Computer Science and Game Theory · Computer Science 2025-10-28 Hu Fu , Tao Lin

We consider the question of whether collusion among bidders (a "bidding ring") can be supported in equilibrium of unrepeated first-price auctions. Unlike previous work on the topic such as that by McAfee and McMillan [1992] and Marshall and…

Computer Science and Game Theory · Computer Science 2016-08-31 Kevin Leyton-Brown , Moshe Tennenholtz , Navin Bhat , Yoav Shoham

We study a class of manipulations in combinatorial auctions where bidders fundamentally misrepresent what goods they are interested in. Prior work has largely assumed that bidders only submit bids on their bundles of interest, which we call…

Computer Science and Game Theory · Computer Science 2021-09-13 Vitor Bosshard , Sven Seuken

We derive optimal strategies for a bidding agent that participates in multiple, simultaneous second-price auctions with perfect substitutes. We prove that, if everyone else bids locally in a single auction, the global bidder should always…

Computer Science and Game Theory · Computer Science 2014-01-16 Enrico H. Gerding , Rajdeep Kumar Dash , Andrew Byde , Nicholas Robert Jennings

We study discrete two player all-pay auction with complete information. We provide full characterization of mixed strategy Nash equilibria and show that they constitute a subset of Nash equilibria of discrete General Lotto game. We show…

Computer Science and Game Theory · Computer Science 2023-05-09 Marcin Dziubiński , Krzysztof Jahn

While auction theory views bids and valuations as continuous variables, real-world auctions are necessarily discrete. In this paper, we use a combination of analytical and computational methods to investigate whether incorporating…

Theoretical Economics · Economics 2022-08-17 Itzhak Rasooly , Carlos Gavidia-Calderon

In a two-round auction, a subset of bidders is selected (probabilistically), according to their bids in the first round, for the second round, where they can increase their bids. We formalize the two-round auction model, restricting the…

Computer Science and Game Theory · Computer Science 2023-12-08 Chulong Zhong , Xiang Yan , Yuyi Wang , Shuangping Huang , Jin Zhong

Inspired by Internet ad auction applications, we study the problem of allocating a single item via an auction when bidders place very different values on the item. We formulate this as the problem of prior-free auction and focus on…

Computer Science and Game Theory · Computer Science 2009-09-30 Vahab Mirrokni , S. Muthukrishnan , Uri Nadav

We present a new algorithm for computing pure-strategy $\varepsilon$-Bayes-Nash equilibria ($\varepsilon$-BNEs) in combinatorial auctions with continuous value and action spaces. An essential innovation of our algorithm is to separate the…

Computer Science and Game Theory · Computer Science 2021-07-05 Vitor Bosshard , Benedikt Bünz , Benjamin Lubin , Sven Seuken

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

Auction is applied for trade with various mechanisms. A simple but practical question is which mechanism, typically first-price or second-price auctions, is preferred from the perspective of bidders or sellers. A celebrated answer is…

Computer Science and Game Theory · Computer Science 2026-02-20 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

We investigate the model of multiple contests held in parallel, where each contestant selects one contest to join and each contest designer decides the prize structure to compete for the participation of contestants. We first analyze the…

Computer Science and Game Theory · Computer Science 2022-10-28 Xiaotie Deng , Ningyuan Li , Weian Li , Qi Qi

We study markets of indivisible items in which price-based (Walrasian) equilibria often do not exist due to the discrete non-convex setting. Instead we consider Nash equilibria of the market viewed as a game, where players bid for items,…

Computer Science and Game Theory · Computer Science 2011-03-22 Avinatan Hassidim , Haim Kaplan , Yishay Mansour , Noam Nisan

We consider a setting in which bidders participate in multiple auctions run by different sellers, and optimize their bids for the \emph{aggregate} auction. We analyze this setting by formulating a game between sellers, where a seller's…

Computer Science and Game Theory · Computer Science 2020-01-20 Renato Paes Leme , Balasubramanian Sivan , Yifeng Teng

We study the Bayesian coarse correlated equilibrium (BCCE) of continuous and discretised first-price and all-pay auctions under the standard symmetric independent private-values model. Our study is motivated by the question of how the…

Computer Science and Game Theory · Computer Science 2024-11-19 Mete Şeref Ahunbay , Martin Bichler

Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general and no exact solution theory is known. We introduce an algorithmic framework in which…

Computer Science and Game Theory · Computer Science 2023-05-10 Martin Bichler , Maximilian Fichtl , Matthias Oberlechner

We provide an exact analytical solution of the Nash equilibrium for $k$- price auctions. We also introduce a new type of auction and demonstrate that it has fair solutions other than the second price auctions, therefore paving the way for…

Mathematical Finance · Quantitative Finance 2019-03-06 Martin Mihelich , Yan Shu

We study competitive equilibrium in the canonical Fisher market model, but with indivisible goods. In this model, every agent has a budget of artificial currency with which to purchase bundles of goods. Equilibrium prices match between…

Computer Science and Game Theory · Computer Science 2019-11-25 Moshe Babaioff , Noam Nisan , Inbal Talgam-Cohen

The goal of an auction is to determine commodity prices such that all participants are perfectly happy. Such a solution is called a competitive equilibrium and does not exist in general. For this reason we are interested in solutions which…

Optimization and Control · Mathematics 2013-09-04 Johannes C. Müller