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In this paper, we study sequential auctions with two budget constrained bidders and any number of identical items. All prior results on such auctions consider only two items. We construct a canonical outcome of the auction that is the only…

Computer Science and Game Theory · Computer Science 2012-09-11 Zhiyi Huang , Nikhil R. Devanur , David Malec

We study the efficiency of sequential first-price item auctions at (subgame perfect) equilibrium. This auction format has recently attracted much attention, with previous work establishing positive results for unit-demand valuations and…

Computer Science and Game Theory · Computer Science 2013-09-11 Michal Feldman , Brendan Lucier , Vasilis Syrgkanis

We study equilibria in two-buyer sequential second-price (or first-price) auctions for identical goods. Buyers have weakly decreasing incremental values, and we make a behavioural no-overbidding assumption: the buyers do not bid above their…

Computer Science and Game Theory · Computer Science 2020-06-08 Mete Şeref Ahunbay , Brendan Lucier , Adrian Vetta

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

In many settings agents participate in multiple different auctions that are not necessarily implemented simultaneously. Future opportunities affect strategic considerations of the players in each auction, introducing externalities.…

Computer Science and Game Theory · Computer Science 2011-12-30 Renato Paes Leme , Vasilis Syrgkanis , Eva Tardos

Since economic mechanisms are often applied to very different instances of the same problem, it is desirable to identify mechanisms that work well in a wide range of circumstances. We pursue this goal for a position auction setting and…

Computer Science and Game Theory · Computer Science 2013-07-22 Paul Duetting , Felix Fischer , David C. Parkes

We study combinatorial auctions with bidders that exhibit endowment effect. In most of the previous work on cognitive biases in algorithmic game theory (e.g., [Kleinberg and Oren, EC'14] and its follow-ups) the focus was on analyzing the…

Computer Science and Game Theory · Computer Science 2018-05-29 Moshe Babaioff , Shahar Dobzinski , Sigal Oren

Sequential auctions for identical items with unit-demand, private-value buyers are common and often occur periodically without end, as new bidders replace departing ones. We model bidder uncertainty by introducing a probability that a…

Computer Science and Game Theory · Computer Science 2025-10-13 Amir Ban

Multi-unit auctions are a paradigmatic model, where a seller brings multiple units of a good, while several buyers bring monetary endowments. It is well known that Walrasian equilibria do not always exist in this model, however compelling…

Computer Science and Game Theory · Computer Science 2017-10-10 Simina Brânzei , Aris Filos-Ratsikas , Peter Bro Miltersen , Yulong Zeng

The first-price auction is popular in practice for its simplicity and transparency. Moreover, its potential virtues grow in complex settings where incentive compatible auctions may generate little or no revenue. Unfortunately, the…

Computer Science and Game Theory · Computer Science 2013-04-30 Darrell Hoy , Kamal Jain , Christopher A. Wilkens

A seller with one unit of a good faces N\geq3 buyers and a single competitor who sells one other identical unit in a second-price auction with a reserve price. Buyers who do not get the seller's good will compete in the competitor's…

Theoretical Economics · Economics 2021-10-26 Kenneth Hendricks , Thomas Wiseman

We consider the computational complexity of computing Bayes-Nash equilibria in first-price auctions, where the bidders' values for the item are drawn from a general (possibly correlated) joint distribution. We show that when the values and…

Computer Science and Game Theory · Computer Science 2025-06-06 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

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 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 a seller who sells a single good to multiple bidders with uncertainty over the joint distribution of bidders' valuations, as well as bidders' higher-order beliefs about their opponents. The seller only knows the (possibly…

Theoretical Economics · Economics 2022-02-16 Ethan Che

In a multi-unit market, a seller brings multiple units of a good and tries to sell them to a set of buyers that have monetary endowments. While a Walrasian equilibrium does not always exist in this model, natural relaxations of the concept…

Computer Science and Game Theory · Computer Science 2018-09-28 Simina Brânzei , Aris Filos-Ratsikas

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

We study the efficiency of simple combinatorial auctions for the allocation of a set of items to a set of agents, with private subadditive valuation functions and budget constraints. The class we consider includes all auctions that allocate…

Computer Science and Game Theory · Computer Science 2020-07-29 Alexandros A. Voudouris

We study correlated equilibria and coarse equilibria of simple first-price single-item auctions in the simplest auction model of full information. Nash equilibria are known to always yield full efficiency and a revenue that is at least the…

Computer Science and Game Theory · Computer Science 2017-01-09 Michal Feldman , Brendan Lucier , Noam Nisan

We study the optimal auction design problem when bidders' preferences follow the maxmin expected utility model. We suppose that each bidder's set of priors consists of beliefs close to the seller's belief, where "closeness" is defined by a…

Theoretical Economics · Economics 2021-10-19 Sosung Baik , Sung-Ha Hwang
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