Related papers: The Sample Complexity of Revenue Maximization

Motivated by practical concerns in the online advertising industry, we study a bidder subset selection problem in single-item auctions. In this problem, a large pool of candidate bidders have independent values sampled from known prior…

We investigate revenue guarantees for auction mechanisms in a model where a distribution is specified for each bidder, but only some of the distributions are correct. The subset of bidders whose distribution is correctly specified…

We consider the unit-demand envy-free pricing problem, which is a unit-demand auction where each bidder receives an item that maximizes his utility, and the goal is to maximize the auctioneer's profit. This problem is NP-hard and unlikely…

This paper considers prior-independent mechanism design, namely identifying a single mechanism that has near optimal performance on every prior distribution. We show that mechanisms with truthtelling equilibria, a.k.a., revelation…

What fraction of the single item $n$ buyers setting's expected optimal revenue MyeRev can the second price auction with reserves achieve? In the special case where the buyers' valuation distributions are all drawn i.i.d. and the…

We consider the revenue maximization problem of a monopolist via a non-Myersonian approach that could generalize to multiple items and multiple buyers. Although such an approach does not lead to any closed-form solution of the problem, it…

We study multi-unit auctions in which bidders have limited knowledge of opponent strategies and values. We characterize optimal prior-free bids; these bids minimize the maximal loss in expected utility resulting from uncertainty surrounding…

Internet ad auctions have evolved from a few lines of text to richer informational layouts that include images, sitelinks, videos, etc. Ads in these new formats occupy varying amounts of space, and an advertiser can provide multiple…

We provide a characterization of revenue-optimal dynamic mechanisms in settings where a monopolist sells k items over k periods to a buyer who realizes his value for item i in the beginning of period i. We require that the mechanism…

Single-shot auctions are commonly used as a means to sell goods, for example when selling ad space or allocating radio frequencies, however devising mechanisms for auctions with multiple bidders and multiple items can be complicated. It has…

We initiate a systematic investigation of distribution testing in the framework of algorithmic replicability. Specifically, given independent samples from a collection of probability distributions, the goal is to characterize the sample…

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…

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…

In non-truthful auctions, agents' utility for a strategy depends on the strategies of the opponents and also the prior distribution over their private types; the set of Bayes Nash equilibria generally has an intricate dependence on the…

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…

In markets such as digital advertising auctions, bidders want to maximize value rather than payoff. This is different to the utility functions typically assumed in auction theory and leads to different strategies and outcomes. We refer to…

We study the identification and estimation of first-price auction models where bidders have ambiguity about the valuation distribution and their preferences are represented by maxmin expected utility. When entry is exogenous, the…

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…

We study the classic setting of envy-free pricing, in which a single seller chooses prices for its many items, with the goal of maximizing revenue once the items are allocated. Despite the large body of work addressing such settings, most…

We study mechanisms for selling a single item when buyers have private costs for participating in the mechanism. An agent's participation cost can also be interpreted as an outside option value that she must forego to participate. This…