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This paper develops a theory of competitive equilibrium with indivisible goods based entirely on economic conditions on demand. The key idea is to analyze complementarity and substitutability between bundles of goods, rather than merely…

Theoretical Economics · Economics 2024-12-12 Ravi Jagadeesan , Alexander Teytelboym

Generating good revenue is one of the most important problems in Bayesian auction design, and many (approximately) optimal dominant-strategy incentive compatible (DSIC) Bayesian mechanisms have been constructed for various auction settings.…

Computer Science and Game Theory · Computer Science 2020-08-07 Jing Chen , Bo Li , Yingkai Li , Pinyan Lu

In today's online advertising markets, it is common for advertisers to set long-term budgets. Correspondingly, advertising platforms adopt budget control methods to ensure that advertisers' payments lie within their budgets. Most budget…

Computer Science and Game Theory · Computer Science 2024-02-13 Zhaohua Chen , Mingwei Yang , Chang Wang , Jicheng Li , Zheng Cai , Yukun Ren , Zhihua Zhu , Xiaotie Deng

We propose a combinatorial ascending auction that is "approximately" optimal, requiring minimal rationality to achieve this level of optimality, and is robust to strategic and distributional uncertainties. Specifically, the auction is…

Theoretical Economics · Economics 2024-08-23 Wei He , Jiangtao Li , Weijie Zhong

In this paper, we revisit the common claim that double auctions necessarily generate competitive equilibria. We begin by observing that competitive equilibrium has some counterintuitive implications: specifically, it predicts that monotone…

Theoretical Economics · Economics 2022-09-19 Itzhak Rasooly

We revisit the problem of designing the profit-maximizing single-item auction, solved by Myerson in his seminal paper for the case in which bidder valuations are independently distributed. We focus on general joint distributions, seeking…

Computer Science and Game Theory · Computer Science 2012-05-15 Christos Papadimitriou , George Pierrakos

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

Investigating potential purchases is often a substantial investment under uncertainty. Standard market designs, such as simultaneous or English auctions, compound this with uncertainty about the price a bidder will have to pay in order to…

Computer Science and Game Theory · Computer Science 2016-12-22 Robert Kleinberg , Bo Waggoner , E. Glen Weyl

We establish nonparametric identification of auction models with continuous and nonseparable unobserved heterogeneity using three consecutive order statistics of bids. We then propose sieve maximum likelihood estimators for the joint…

Econometrics · Economics 2022-10-10 Yao Luo , Peijun Sang , Ruli Xiao

This paper develops algorithms to solve strong-substitutes product-mix auctions. That is, it finds competitive equilibrium prices and quantities for agents who use this auction's bidding language to truthfully express their…

Computer Science and Game Theory · Computer Science 2023-07-11 Elizabeth Baldwin , Paul W. Goldberg , Paul Klemperer , Edwin Lock

We study the strategic purchasing of priorities in a time-dependent accumulating priority M/G/$1$ queue. We formulate a non-cooperative game in which customers purchase priority coefficients with the goal of reducing waiting costs in…

Computer Science and Game Theory · Computer Science 2017-04-12 Moshe Haviv , Liron Ravner

Gallice and Monz\'on (2019) present a natural environment that sustains full co-operation in one-shot social dilemmas among a finite number of self-interested agents. They demonstrate that in a sequential public goods game, where agents…

General Economics · Economics 2026-03-13 Chowdhury Mohammad Sakib Anwar , Konstantinos Georgalos

We study combinatorial auctions with interdependent valuations. In such settings, each agent $i$ has a private signal $s_i$ that captures her private information, and the valuation function of every agent depends on the entire signal…

Computer Science and Game Theory · Computer Science 2019-06-04 Alon Eden , Michal Feldman , Amos Fiat , Kira Goldner , Anna R. Karlin

We study the question of setting and testing reserve prices in single item auctions when the bidders are not identical. At a high level, there are two generalizations of the standard second price auction: in the lazy version we first…

Computer Science and Game Theory · Computer Science 2016-02-26 Renato Paes Leme , Martin Pal , Sergei Vassilvitskii

Simple Clock Auctions (SCA) are a mechanism commonly used in spectrum auctions to sell lots of frequency bandwidths. We study such an auction with one player having access to perfect information against straightforward bidders. When the…

Computer Science and Game Theory · Computer Science 2025-12-12 Jad Zeroual , Marianne Akian , Aurélien Bechler , Matthieu Chardy , Stéphane Gaubert

The competitive auction was first proposed by Goldberg, Hartline, and Wright. In their paper, they introduce the competitive analysis framework of online algorithm designing into the traditional revenue-maximizing auction design problem.…

Computer Science and Game Theory · Computer Science 2024-06-19 Pinyan Lu , Zongqi Wan , Jialin Zhang

Escalation is a typical feature of infinite games. Therefore tools conceived for studying infinite mathematical structures, namely those deriving from coinduction are essential. Here we use coinduction, or backward coinduction (to show its…

Computer Science and Game Theory · Computer Science 2010-04-30 Pierre Lescanne , Perrinel Matthieu

Escalation is a typical feature of infinite games. Therefore tools conceived for studying infinite mathematical structures, namely those deriving from coinduction are essential. Here we use coinduction, or backward coinduction (to show its…

Computer Science and Game Theory · Computer Science 2011-12-16 Pierre Lescanne , Perrinel Matthieu

This paper examines knapsack auctions as a method to solve the knapsack problem with incomplete information, where object values are private and sizes are public. We analyze three auction types-uniform price (UP), discriminatory price (DP),…

Computer Science and Game Theory · Computer Science 2024-05-02 Peyman Khezr , Vijay Mohan , Lionel Page

We present different versions of a conjecture which would express that first price mechanisms never work very badly in a very general class of problems. The definitions include most of the problems where there is a principal (seller) who…

Economics · Quantitative Finance 2015-09-01 Endre Csóka