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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 initiate the study of how auction design affects the division of surplus among buyers. We propose a parsimonious measure for equity and apply it to the family of standard auctions for homogeneous goods. Our surplus-equitable mechanism is…

Theoretical Economics · Economics 2024-11-14 Simon Finster , Patrick Loiseau , Simon Mauras , Mathieu Molina , Bary Pradelski

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

Optimization and Control · Mathematics 2021-06-22 Kaiying Lin , Beibei Wang , Pengcheng You

This paper develops tools for welfare and revenue analyses of Bayes-Nash equilibria in asymmetric auctions with single-dimensional agents. We employ these tools to derive price of anarchy results for social welfare and revenue. Our approach…

Computer Science and Game Theory · Computer Science 2019-01-17 Jason Hartline , Darrell Hoy , Sam Taggart

We study a game with \emph{strategic} vendors who own multiple items and a single buyer with a submodular valuation function. The goal of the vendors is to maximize their revenue via pricing of the items, given that the buyer will buy the…

Computer Science and Game Theory · Computer Science 2014-08-04 Omer Lev , Joel Oren , Craig Boutilier , Jeffery S. Rosenschein

We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…

Computer Science and Game Theory · Computer Science 2014-04-21 Elliot Anshelevich , Shreyas Sekar

Public goods games study the incentives of individuals to contribute to a public good and their behaviors in equilibria. In this paper, we examine a specific type of public goods game where players are networked and each has binary actions,…

Computer Science and Game Theory · Computer Science 2022-04-04 Sixie Yu , Kai Zhou , P. Jeffrey Brantingham , Yevgeniy Vorobeychik

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

Combinatorial auctions (CA) are a well-studied area in algorithmic mechanism design. However, contrary to the standard model, empirical studies suggest that a bidder's valuation often does not depend solely on the goods assigned to him. For…

Computer Science and Game Theory · Computer Science 2015-10-01 Yun Kuen Cheung , Monika Henzinger , Martin Hoefer , Martin Starnberger

The focus of classic mechanism design has been on truthful direct-revelation mechanisms. In the context of combinatorial auctions the truthful direct-revelation mechanism that maximizes social welfare is the VCG mechanism. For many…

Computer Science and Game Theory · Computer Science 2013-10-14 Paul Duetting , Monika Henzinger , Martin Starnberger

We present an algorithm for computing pure-strategy epsilon-perfect Bayesian equilibria in sequential auctions with continuous action and value spaces. Importantly, our algorithm includes a verification phase that computes an upper bound on…

Computer Science and Game Theory · Computer Science 2025-02-19 Vinzenz Thoma , Vitor Bosshard , Sven Seuken

We study the equilibrium computation problem for two classical resource allocation games: atomic splittable congestion games and multimarket Cournot oligopolies. For atomic splittable congestion games with singleton strategies and…

Computer Science and Game Theory · Computer Science 2022-05-10 Veerle Tan-Timmermans , Tobias Harks

This paper studies an environment of simultaneous, separate, first-price auctions for complementary goods. Agents observe private values of each good before making bids, and the complementarity between goods is explicitly incorporated in…

Trading and Market Microstructure · Quantitative Finance 2013-12-11 Wiroy Shin

Mechanism design for one-sided markets has been investigated for several decades in economics and in computer science. More recently, there has been an increased attention on mechanisms for two-sided markets, in which buyers and sellers act…

Computer Science and Game Theory · Computer Science 2021-03-09 Riccardo Colini-Baldeschi , Paul Goldberg , Bart de Keijzer , Stefano Leonardi , Tim Roughgarden , Stefano Turchetta

We provide algorithms that learn simple auctions whose revenue is approximately optimal in multi-item multi-bidder settings, for a wide range of valuations including unit-demand, additive, constrained additive, XOS, and subadditive. We…

Computer Science and Game Theory · Computer Science 2017-09-04 Yang Cai , Constantinos Daskalakis

Budget constraints are ubiquitous in online advertisement auctions. To manage these constraints and smooth out the expenditure across auctions, the bidders (or the platform on behalf of them) often employ pacing: each bidder is assigned a…

Computer Science and Game Theory · Computer Science 2023-02-07 Xi Chen , Christian Kroer , Rachitesh Kumar

Classic results show that even an arbitrarily small correlation across bidders' information can enable full surplus extraction in auctions and related mechanism design settings. Motivated by this fragility, we study the information…

Computer Science and Game Theory · Computer Science 2026-04-28 Boyu Liu , Wei Tang , Zihe Wang , Shuo Zhang

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

We consider a combinatorial auction setting where buyers have fractionally subadditive (XOS) valuations over the items and the seller's objective is to maximize the social welfare. A prophet inequality in this setting bounds the competitive…

Computer Science and Game Theory · Computer Science 2025-05-23 Shuchi Chawla , Trung Dang , Zhiyi Huang , Yifan Wang

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