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Internet search companies sell advertisement slots based on users' search queries via an auction. While there has been a lot of attention on the auction process and its game-theoretic aspects, our focus is on the advertisers. In particular,…

Data Structures and Algorithms · Computer Science 2007-05-23 Jon Feldman , S. Muthukrishnan , Martin Pal , Cliff Stein

As data marketplaces become increasingly central to the digital economy, it is crucial to design efficient pricing mechanisms that optimize revenue while ensuring fair and adaptive pricing. We introduce the Maximum Auction-to-Posted Price…

Machine Learning · Statistics 2026-04-06 Yingqi Gao , Wenlu Xu , Jin J. Zhou , Hua Zhou , Yong Chen , Xiaowu Dai

Most modern ticketing systems rely on a first-come-first-serve or randomized allocation system to determine the allocation of tickets. Such systems has received considerable backlash in recent years due to its inequitable allotment and…

General Economics · Economics 2023-09-21 Boxiang Fu

Market makers provide liquidity to other market participants: they propose prices at which they stand ready to buy and sell a wide variety of assets. They face a complex optimization problem with both static and dynamic components. They…

Trading and Market Microstructure · Quantitative Finance 2017-05-09 Olivier Guéant

It was recently shown in [http://arxiv.org/abs/1207.5518] that revenue optimization can be computationally efficiently reduced to welfare optimization in all multi-dimensional Bayesian auction problems with arbitrary (possibly…

Computer Science and Game Theory · Computer Science 2013-05-20 Yang Cai , Constantinos Daskalakis , S. Matthew Weinberg

The existing literature on optimal auctions focuses on optimizing the expected revenue of the seller, and is appropriate for risk-neutral sellers. In this paper, we identify good mechanisms for risk-averse sellers. As is standard in the…

Computer Science and Game Theory · Computer Science 2010-04-02 Mukund Sundararajan , Qiqi Yan

We study a repeated trading problem in which a mechanism designer facilitates trade between a single seller and multiple buyers. Our model generalizes the classic bilateral trade setting to a multi-buyer environment. Specifically, the…

Computer Science and Game Theory · Computer Science 2025-03-04 Anna Lunghi , Matteo Castiglioni , Alberto Marchesi

A buyer wishes to purchase a durable good from a seller who in each period chooses a mechanism under limited commitment. The buyer's valuation is binary and fully persistent. We show that posted prices implement all equilibrium outcomes of…

Theoretical Economics · Economics 2021-06-01 Laura Doval , Vasiliki Skreta

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

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

We efficiently solve the optimal multi-dimensional mechanism design problem for independent bidders with arbitrary demand constraints when either the number of bidders is a constant or the number of items is a constant. In the first…

Computer Science and Game Theory · Computer Science 2011-12-20 Constantinos Daskalakis , S. Matthew Weinberg

How should a buyer design procurement mechanisms when suppliers' costs are unknown, and the buyer does not have a prior belief? We demonstrate that simple mechanisms - that share a constant fraction of the buyer utility with the seller -…

Theoretical Economics · Economics 2025-12-11 Dirk Bergemann , Tibor Heumann , Stephen Morris

Online advertising platforms are thriving due to the customizable audiences they offer advertisers. However, recent studies show that advertisements can be discriminatory with respect to the gender or race of the audience that sees the ad,…

Computer Science and Game Theory · Computer Science 2019-05-23 L. Elisa Celis , Anay Mehrotra , Nisheeth K. Vishnoi

We are interested in mechanisms that maximize social welfare. In [1] this problem was studied for multi-unit auctions with unit demand bidders and for the public project problem, and in each case social welfare undominated mechanisms in the…

Computer Science and Game Theory · Computer Science 2008-10-20 Krzysztof R. Apt , Vangelis Markakis

We provide sufficient conditions for revenue maximization in a two-good monopoly where the buyer's values for the items come from independent (but not necessarily identical) distributions over bounded intervals. Under certain distributional…

Computer Science and Game Theory · Computer Science 2015-11-24 Yiannis Giannakopoulos , Elias Koutsoupias

Assortment optimization concerns the problem of selling items with fixed prices to a buyer who will purchase at most one. Typically, retailers select a subset of items, corresponding to an "assortment" of brands to carry, and make each…

Computer Science and Game Theory · Computer Science 2022-05-23 Will Ma

The issue of fairness in AI arises from discriminatory practices in applications like job recommendations and risk assessments, emphasising the need for algorithms that do not discriminate based on group characteristics. This concern is…

Computer Science and Game Theory · Computer Science 2024-08-12 Fengjuan Jia , Mengxiao Zhang , Jiamou Liu , Bakh Khoussainov

The $\textit{data market design}$ problem is a problem in economic theory to find a set of signaling schemes (statistical experiments) to maximize expected revenue to the information seller, where each experiment reveals some of the…

Computer Science and Game Theory · Computer Science 2023-11-01 Sai Srivatsa Ravindranath , Yanchen Jiang , David C. Parkes

Following the recent literature on make take fees policies, we consider an exchange wishing to set a suitable contract with several market makers in order to improve trading quality on its platform. To do so, we use a principal-agent…

Trading and Market Microstructure · Quantitative Finance 2021-03-09 Bastien Baldacci , Dylan Possamaï , Mathieu Rosenbaum

Advertising becomes one of the most popular ways of monetizing an online transaction platform. Usually, sponsored advertisements are posted on the most attractive positions to enhance the number of clicks. However, multiple e-commerce…

Computer Science and Game Theory · Computer Science 2022-04-22 Weian Li , Qi Qi , Changjun Wang , Changyuan Yu
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