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Related papers: Optimal Auction Design with Quantized Bids

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We consider auction environments in which at the time of the auction bidders observe signals about their ex-post value. We introduce a model of novice bidders who do not know know the joint distribution of signals and instead build a…

Theoretical Economics · Economics 2021-07-02 Philippe Jehiel , Konrad Mierendorff

Auctions play an important role in electronic commerce, and have been used to solve problems in distributed computing. Automated approaches to designing effective auction mechanisms are helpful in reducing the burden of traditional game…

Computer Science and Game Theory · Computer Science 2010-02-08 Jinzhong Niu , Kai Cai , Simon Parsons

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

Digital advertising constitutes one of the main revenue sources for online platforms. In recent years, some advertisers tend to adopt auto-bidding tools to facilitate advertising performance optimization, making the classical \emph{utility…

Computer Science and Game Theory · Computer Science 2022-12-01 Hongtao Lv , Zhilin Zhang , Zhenzhe Zheng , Jinghan Liu , Chuan Yu , Lei Liu , Lizhen Cui , Fan Wu

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…

Computer Science and Game Theory · Computer Science 2019-03-12 Shipra Agrawal , Constantinos Daskalakis , Vahab Mirrokni , Balasubramanian Sivan

We study the problem of a buyer (aka auctioneer) who gains stochastic rewards by procuring multiple units of a service or item from a pool of heterogeneous strategic agents. The reward obtained for a single unit from an allocated agent…

Computer Science and Game Theory · Computer Science 2015-04-30 Satyanath Bhat , Shweta Jain , Sujit Gujar , Y. Narahari

We study an abstract optimal auction problem for a single good or service. This problem includes environments where agents have budgets, risk preferences, or multi-dimensional preferences over several possible configurations of the good…

Computer Science and Game Theory · Computer Science 2012-03-23 Saeed Alaei , Hu Fu , Nima Haghpanah , Jason Hartline , Azarakhsh Malekian

We initiate the study of markets for private data, though the lens of differential privacy. Although the purchase and sale of private data has already begun on a large scale, a theory of privacy as a commodity is missing. In this paper, we…

Computer Science and Game Theory · Computer Science 2011-11-30 Arpita Ghosh , Aaron Roth

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

This paper studies optimal auction design when valuations depend endogenously on post-auction collaboration between the seller and the winning bidder. Both parties exert non-contractible efforts after the auction, generating a double moral…

Theoretical Economics · Economics 2026-04-21 Dazhong Wang , Ruqu Wang , Xinyi Xu

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…

Computer Science and Game Theory · Computer Science 2018-08-01 Yiding Feng , Jason D. Hartline

Motivated by applications such as cloud computing, gig platforms, and blockchain auctions, we study optimal selling mechanisms for dynamic markets with stochastic supply and demand. In our model, buyers with private valuations and…

Theoretical Economics · Economics 2026-02-18 Yeon-Koo Che , Andrew B. Choi

We study individual rational, Pareto optimal, and incentive compatible mechanisms for auctions with heterogeneous items and budget limits. For multi-dimensional valuations we show that there can be no deterministic mechanism with these…

Computer Science and Game Theory · Computer Science 2012-10-01 Paul Duetting , Monika Henzinger , Martin Starnberger

The difference set of an outcome in an auction is the set of types that the auction mechanism maps to the outcome. We give a complete characterization of the geometry of the difference sets that can appear for a dominant strategy incentive…

Computer Science and Game Theory · Computer Science 2022-11-04 Michael Joswig , Max Klimm , Sylvain Spitz

Two general algorithms based on opportunity costs are given for approximating a revenue-maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder offers a price for some subset of the available…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Karhan Akcoglu , James Aspnes , Bhaskar DasGupta , Ming-Yang Kao

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

We study the problem of repeatedly auctioning off an item to one of $k$ bidders where: a) bidders have a per-round individual rationality constraint, b) bidders may leave the mechanism at any point, and c) the bidders' valuations are…

Computer Science and Game Theory · Computer Science 2021-03-03 Mark Braverman , Jon Schneider , S. Matthew Weinberg

We consider budget feasible mechanisms for procurement auctions with additive valuation functions. For the divisible case, where agents can be allocated fractionally, there exists an optimal mechanism with approximation guarantee $e/(e-1)$…

Computer Science and Game Theory · Computer Science 2022-09-02 Sophie Klumper , Guido Schäfer

We present a general framework for designing approximately revenue-optimal mechanisms for multi-item additive auctions, which applies to both truthful and non-truthful auctions. Given a (not necessarily truthful) single-item auction format…

Computer Science and Game Theory · Computer Science 2022-09-23 Constantinos Daskalakis , Maxwell Fishelson , Brendan Lucier , Vasilis Syrgkanis , Santhoshini Velusamy

Combinatorial auctions where agents can bid on bundles of items are desirable because they allow the agents to express complementarity and substitutability between the items. However, expressing one's preferences can require bidding on all…

Computer Science and Game Theory · Computer Science 2007-05-23 Benoit Hudson , Tuomas Sandholm