English
Related papers

Related papers: Learning Valuation Distributions from Partial Obse…

200 papers

In economics, there are many ways to describe the interaction between a "seller" and a "buyer". The most common one, with which we interact almost every day, is selling for a fixed price. This option is perfect for selling a mass product,…

General Finance · Quantitative Finance 2024-07-10 O. A. Malafeyev , I. E. Khomenko

In a multiple-object auction, every bidder tries to win as many objects as possible with a bidding algorithm. This paper studies position-randomized auctions, which form a special class of multiple-object auctions where a bidding algorithm…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Yuyu Chen , Ming-Yang Kao , Hsueh-I Lu

The enhanced competition paradigm is an attempt at bridging the gap between simple and optimal auctions. In this line of work, given an auction setting with $m$ items and $n$ bidders, the goal is to find the smallest $n' \geq n$ such that…

Computer Science and Game Theory · Computer Science 2021-05-19 Linda Cai , Raghuvansh R. Saxena

We experimentally evaluate the comparative performance of the winner-bid, average-bid, and loser-bid auctions for the dissolution of a partnership. The analysis of these auctions based on the empirical equilibrium refinement of Velez and…

General Economics · Economics 2020-07-15 Alexander L. Brown , Rodrigo A. Velez

We study revenue optimization learning algorithms for repeated second-price auctions with reserve where a seller interacts with multiple strategic bidders each of which holds a fixed private valuation for a good and seeks to maximize his…

Computer Science and Game Theory · Computer Science 2019-06-25 Alexey Drutsa

In this paper, spectrum access in cognitive radio networks is modeled as a repeated auction game subject to monitoring and entry costs. For secondary users, sensing costs are incurred as the result of primary users' activity. Furthermore,…

Information Theory · Computer Science 2009-10-14 Zhu Han , Rong Zheng , Vincent H. Poor

We consider an auction design problem where a seller sells multiple homogeneous items to a set of connected buyers. Each buyer only knows the buyers she directly connects with and has a diminishing marginal utility valuation for the items.…

Computer Science and Game Theory · Computer Science 2023-02-28 Haolin Liu , Xinyuan Lian , Dengji Zhao

Sequential posted pricing auctions are popular because of their simplicity in practice and their tractability in theory. A usual assumption in their study is that the Bayesian prior distributions of the buyers are known to the seller, while…

Machine Learning · Computer Science 2024-06-14 Sahil Singla , Yifan Wang

A seller chooses a reserve price in a second-price auction to maximize worst-case expected revenue when she knows only the mean of value distribution and an upper bound on either values themselves or variance. Values are private and iid.…

Theoretical Economics · Economics 2020-08-10 Alex Suzdaltsev

Second-price auctions with reserve play a critical role for modern search engine and popular online sites since the revenue of these companies often directly de- pends on the outcome of such auctions. The choice of the reserve price is the…

Machine Learning · Computer Science 2014-12-03 Mehryar Mohri , Andres Muñoz Medina

We study revenue optimization in a repeated auction between a single seller and a single buyer. Traditionally, the design of repeated auctions requires strong modeling assumptions about the bidder behavior, such as it being myopic, infinite…

Computer Science and Game Theory · Computer Science 2019-03-12 Shipra Agrawal , Constantinos Daskalakis , Vahab Mirrokni , Balasubramanian Sivan

We consider a class of auctions (Lowest Unique Bid Auctions) that have achieved a considerable success on the Internet. Bids are made in cents (of euro) and every bidder can bid as many numbers as she wants. The lowest unique bid wins the…

Probability · Mathematics 2010-07-27 Marco Scarsini , Eilon Solan , Nicolas Vieille

Designing an incentive compatible auction that maximizes expected revenue is an intricate task. The single-item case was resolved in a seminal piece of work by Myerson in 1981, but more than 40 years later a full analytical understanding of…

Computer Science and Game Theory · Computer Science 2022-10-17 Paul Dütting , Zhe Feng , Harikrishna Narasimhan , David C. Parkes , Sai Srivatsa Ravindranath

Diffusion auction design is a new trend in mechanism design for which the main goal is to incentivize existing buyers to invite new buyers, who are their neighbors on a social network, to join an auction even though they are competitors.…

Computer Science and Game Theory · Computer Science 2024-08-26 Yao Zhang , Shanshan Zheng , Dengji Zhao

The recent online platforms propose multiple items for bidding. The state of the art, however, is limited to the analysis of one item auction without resubmission. In this paper we study multi-item lowest unique bid auctions (LUBA) with…

Computer Science and Game Theory · Computer Science 2017-03-01 Yida Xu , Hamidou Tembine

We consider the design of computationally efficient online learning algorithms in an adversarial setting in which the learner has access to an offline optimization oracle. We present an algorithm called Generalized…

In this paper, we investigate the problem about how to bid in repeated contextual first price auctions. We consider a single bidder (learner) who repeatedly bids in the first price auctions: at each time $t$, the learner observes a context…

Machine Learning · Computer Science 2021-11-11 Ashwinkumar Badanidiyuru , Zhe Feng , Guru Guruganesh

This paper presents the first polynomial-time algorithm for position and matroid auction environments that learns, from samples from an unknown bounded valuation distribution, an auction with expected revenue arbitrarily close to the…

Computer Science and Game Theory · Computer Science 2015-11-24 Tim Roughgarden , Okke Schrijvers

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

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