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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

Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…

General Economics · Economics 2019-06-12 Donovan Platt

Internet advertisers (buyers) repeatedly procure ad impressions from ad platforms (sellers) with the aim to maximize total conversion (i.e. ad value) while respecting both budget and return-on-investment (ROI) constraints for efficient…

Computer Science and Game Theory · Computer Science 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang , Vahab Mirrokni

We study a natural combinatorial single-principal multi-agent contract design problem, in which a principal motivates a team of agents to exert effort toward a given task. At the heart of our model is a reward function, which maps the agent…

Computer Science and Game Theory · Computer Science 2026-03-04 Paul Duetting , Tomer Ezra , Michal Feldman , Thomas Kesselheim

In this paper, we describe a general method for constructing the posterior distribution of an option price. Our framework takes as inputs the prior distributions of the parameters of the stochastic process followed by the underlying, as…

Computational Engineering, Finance, and Science · Computer Science 2008-12-02 Henryk Gzyl , Enrique ter Horst , Samuel Malone

Today's top advertisers typically manage hundreds of campaigns simultaneously and consistently launch new ones throughout the year. A crucial challenge for marketing managers is determining the optimal allocation of limited budgets across…

Machine Learning · Statistics 2024-09-04 Lin Ge , Yang Xu , Jianing Chu , David Cramer , Fuhong Li , Kelly Paulson , Rui Song

We consider a variant of the standard Bayesian mechanism, where players evaluate their outcomes and constraints in an ex-ante manner. Such a model captures a major form of modern online advertising where an advertiser is concerned with…

Computer Science and Game Theory · Computer Science 2022-03-01 Bonan Ni , Pingzhong Tang

We study competitive equilibrium in the canonical Fisher market model, but with indivisible goods. In this model, every agent has a budget of artificial currency with which to purchase bundles of goods. Equilibrium prices match between…

Computer Science and Game Theory · Computer Science 2019-11-25 Moshe Babaioff , Noam Nisan , Inbal Talgam-Cohen

The research of influence propagation in social networks via word-of-mouth processes has been given considerable attention in recent years. Arguably, the most fundamental problem in this domain is influence maximization, where the goal is…

Data Structures and Algorithms · Computer Science 2018-03-13 Noa Avigdor-Elgrabli , Gideon Blocq , Iftah Gamzu , Ariel Orda

We show that in the single-parameter mechanism design environment, the only non-wasteful, symmetric, incentive compatible and Sybil-proof direct mechanism is a second price auction with symmetric tie-breaking. Thus, if there is private…

Computer Science and Game Theory · Computer Science 2026-02-10 Minghao Pan , Bruno Mazorra , Christoph Schlegel , Akaki Mamageishvili

In this article we study the allocation of a budget to promote an opinion in a group of agents. We assume that their opinion dynamics are based on the well-known voter model. We are interested in finding the most efficient use of a budget…

Computer Science and Game Theory · Computer Science 2017-11-23 Susana Rey , Patricio Reyes , Alonso Silva

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

We study online combinatorial auctions with production costs proposed by Blum et al. using the online primal dual framework. In this model, buyers arrive online, and the seller can produce multiple copies of each item subject to a…

Data Structures and Algorithms · Computer Science 2014-11-18 Zhiyi Huang , Anthony Kim

Mechanism design for one-sided markets has been investigated for several decades in economics and in computer science. More recently, there has been an increased attention on mechanisms for two-sided markets, in which buyers and sellers act…

Computer Science and Game Theory · Computer Science 2021-03-09 Riccardo Colini-Baldeschi , Paul Goldberg , Bart de Keijzer , Stefano Leonardi , Tim Roughgarden , Stefano Turchetta

A seller is selling a pair of divisible complementary goods to an agent. The agent consumes the goods only in a specific ratio and freely disposes of excess in either goods. The value of the bundle and the ratio are private information of…

Theoretical Economics · Economics 2022-07-15 Komal Malik , Kolagani Paramahamsa

We study the classic principal-agent model when the signal observed by the principal is chosen by the agent. We fully characterize the optimal information structure from an agent's perspective in a general moral hazard setting with limited…

Theoretical Economics · Economics 2023-07-25 Majid Mahzoon , Ali Shourideh , Ariel Zetlin-Jones

Public goods are often either over-consumed in the absence of regulatory mechanisms, or remain completely unused, as in the Covid-19 pandemic, where social distance constraints are enforced to limit the number of people who can share public…

Computer Science and Game Theory · Computer Science 2021-05-25 Devansh Jalota , Qi Qi , Marco Pavone , Yinyu Ye

Bayesian optimization offers a flexible framework to optimize an objective function that is expensive to be evaluated. A Bayesian optimizer iteratively queries the function values on its carefully selected points. Subsequently, it makes a…

Machine Learning · Computer Science 2019-06-25 Yang Li , Yaqiang Yao

Participatory budgeting (PB) has attracted much attention in recent times due to its wide applicability in social choice settings. In this paper, we consider indivisible PB which involves allocating an available, limited budget to a set of…

Computer Science and Game Theory · Computer Science 2022-07-19 Gogulapati Sreedurga , Yadati Narahari

We consider the provision of an abstract service to single-dimensional agents. Our model includes position auctions, single-minded combinatorial auctions, and constrained matching markets. When the agents' values are drawn from a…

Computer Science and Game Theory · Computer Science 2012-12-18 Nikhil R. Devanur , Jason D. Hartline , Qiqi Yan
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