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We study optimal auction design in an independent private values environment where bidders can endogenously -- but at a cost -- improve information about their own valuations. The optimal mechanism is two-stage: at stage-1 bidders register…

Theoretical Economics · Economics 2025-12-09 Kemal Ozbek

In this work we are concerned with the design of efficient mechanisms while eliciting limited information from the agents. First, we study the performance of sampling approximations in facility location games. Our key result is to show that…

Computer Science and Game Theory · Computer Science 2022-08-26 Ioannis Anagnostides , Dimitris Fotakis , Panagiotis Patsilinakos

This paper extends the incomplete model of Haile and Tamer (2003) from static English auctions to sequential English auctions. Because bidders may wait for future opportunities, the static condition that bidders do not let rivals win at…

Econometrics · Economics 2026-05-15 Dongwoo Kim , Kyoo il Kim , Pallavi Pal

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 consider a repeated auction where the buyer's utility for an item depends on the time that elapsed since his last purchase. We present an algorithm to build the optimal bidding policy, and then, because optimal might be impractical, we…

Theoretical Economics · Economics 2023-08-04 Benjamin Heymann , Alexandre Gilotte , Rémi Chan-Renous

We provide a constructive proof of Border's theorem [Bor91, HR15a] and its generalization to reduced-form auctions with asymmetric bidders [Bor07, MV10, CKM13]. Given a reduced form, we identify a subset of Border constraints that are…

Computer Science and Game Theory · Computer Science 2017-11-21 Yang Cai , Constantinos Daskalakis , S. Matthew Weinberg

This paper proves the tight sample complexity of {\sf Second-Price Auction with Anonymous Reserve}, up to a logarithmic factor, for each of all the value distribution families studied in the literature: $[0,\, 1]$-bounded, $[1,\,…

Computer Science and Game Theory · Computer Science 2022-11-04 Yaonan Jin , Pinyan Lu , Tao Xiao

In the context of auctions for digital goods, an interesting random sampling auction has been proposed by Goldberg, Hartline, and Wright [2001]. This auction has been analyzed by Feige, Flaxman, Hartline, and Kleinberg [2005], who have…

Computer Science and Game Theory · Computer Science 2013-03-20 Saeed Alaei , Azarakhsh Malekian , Aravind Srinivasan

In many shopping scenarios, e.g., in online shopping, customers have a large menu of options to choose from. However, most of the buyers do not browse all the options and make decision after considering only a small part of the menu. To…

Computer Science and Game Theory · Computer Science 2018-02-15 Nick Gravin , Zhihao Gavin Tang

This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential auctions, simultaneous auctions, and the Trading Agent…

Computer Science and Game Theory · Computer Science 2012-07-19 Amy Greenwald , Justin Boyan

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

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas

We consider a revenue-maximizing seller with $m$ heterogeneous items and a single buyer whose valuation $v$ for the items may exhibit both substitutes (i.e., for some $S, T$, $v(S \cup T) < v(S) + v(T)$) and complements (i.e., for some $S,…

Computer Science and Game Theory · Computer Science 2017-04-11 Alon Eden , Michal Feldman , Ophir Friedler , Inbal Talgam-Cohen , S. Matthew Weinberg

In digital goods auctions, there is an auctioneer who sells an item with unlimited supply to a set of potential buyers, and the objective is to design truthful auction to maximize the total profit of the auctioneer. Motivated from an…

Computer Science and Game Theory · Computer Science 2011-07-27 Nick Gravin , Pinyan Lu

Deterministic auctions are attractive in practice due to their transparency, simplicity, and ease of implementation, motivating a sharper understanding of when they can attain the same outcomes as randomized mechanisms. We study…

Computer Science and Game Theory · Computer Science 2025-12-25 Yan Liu , Zeyu Ren , Pingzhong Tang , Zihe Wang , Yulong Zeng , Jie Zhang

Notifications are important for the user experience in mobile apps and can influence their engagement. However, too many notifications can be disruptive for users. A typical mobile app usually has several types of notification, managed by…

Computer Science and Game Theory · Computer Science 2023-02-10 Christian Kroer , Deeksha Sinha , Xuan Zhang , Shiwen Cheng , Ziyu Zhou

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…

Computer Science and Game Theory · Computer Science 2022-06-08 Gagan Aggarwal , Kshipra Bhawalkar , Aranyak Mehta , Divyarthi Mohan , Alexandros Psomas

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

Ads on the Internet are increasingly sold via ad exchanges such as RightMedia, AdECN and Doubleclick Ad Exchange. These exchanges allow real-time bidding, that is, each time the publisher contacts the exchange, the exchange ``calls out'' to…

Computer Science and Game Theory · Computer Science 2015-03-13 Tanmoy Chakraborty , Eyal Even-Dar , Sudipto Guha , Yishay Mansour , S. Muthukrishnan

We study the problem of allocating $T$ sequentially arriving items among $n$ homogeneous agents under the constraint that each agent must receive a pre-specified fraction of all items, with the objective of maximizing the agents' total…

Computer Science and Game Theory · Computer Science 2022-09-27 Steven Yin , Shipra Agrawal , Assaf Zeevi
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