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Related papers: Optimal Auctions for Negatively Correlated Items

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We consider a practically motivated variant of the canonical online fair allocation problem: a decision-maker has a budget of perishable resources to allocate over a fixed number of rounds. Each round sees a random number of arrivals, and…

Optimization and Control · Mathematics 2026-04-03 Siddhartha Banerjee , Chamsi Hssaine , Sean R. Sinclair

I study the design of auctions in which the auctioneer is assumed to have information only about the marginal distribution of a generic bidder's valuation, but does not know the correlation structure of the joint distribution of bidders'…

Theoretical Economics · Economics 2022-05-10 Wanchang Zhang

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

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

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

We study how a budget-constrained bidder should learn to adaptively bid in repeated first-price auctions to maximize her cumulative payoff. This problem arose due to an industry-wide shift from second-price auctions to first-price auctions…

Computer Science and Game Theory · Computer Science 2026-04-14 Yige Wang , Jiashuo Jiang

We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…

Computer Science and Game Theory · Computer Science 2024-01-17 Simina Brânzei , Mahsa Derakhshan , Negin Golrezaei , Yanjun Han

A central problem in Microeconomics is to design auctions with good revenue properties. In this setting, the bidders' valuations for the items are private knowledge, but they are drawn from publicly known prior distributions. The goal is to…

Computer Science and Game Theory · Computer Science 2013-01-11 Sayan Bhattacharya , Janardhan Kulkarni , Xiaoming Xu

We consider the problem of designing auctions which maximize consumer surplus (i.e., the social welfare minus the payments charged to the buyers). In the consumer surplus maximization problem, a seller with a set of goods faces a set of…

Computer Science and Game Theory · Computer Science 2025-03-18 Tomer Ezra , Daniel Schoepflin , Ariel Shaulker

Finding the optimal (revenue-maximizing) mechanism to sell multiple items has been a prominent and notoriously difficult open problem. Existing work has mainly focused on deriving analytical results tailored to a particular class of…

Theoretical Economics · Economics 2026-01-09 Kento Hashimoto , Keita Kuwahara , Reo Nonaka

The fair allocation of mixed goods, consisting of both divisible and indivisible goods, has been a prominent topic of study in economics and computer science. We define an allocation as fair if its utility vector minimizes a symmetric…

Computer Science and Game Theory · Computer Science 2024-07-10 Yasushi Kawase , Koichi Nishimura , Hanna Sumita

We consider an outsourcing problem where a software agent procures multiple services from providers with uncertain reliabilities to complete a computational task before a strict deadline. The service consumer requires a procurement strategy…

Computer Science and Game Theory · Computer Science 2021-10-26 Farzaneh Farhadi , Maria Chli , Nicholas R. Jennings

We consider the problem of designing a revenue-maximizing auction for a single item, when the values of the bidders are drawn from a correlated distribution. We observe that there exists an algorithm that finds the optimal randomized…

Computer Science and Game Theory · Computer Science 2015-03-17 Shahar Dobzinski , Hu Fu , Robert Kleinberg

We investigate \emph{bi-valued} auctions in the digital good setting and construct an explicit polynomial time deterministic auction. We prove an unconditional tight lower bound which holds even for random superpolynomial auctions. The…

Data Structures and Algorithms · Computer Science 2011-06-24 Oren Ben-Zwi , Ilan Newman

Motivated by Carbon Emissions Trading Schemes, Treasury Auctions, Procurement Auctions, and Wholesale Electricity Markets, which all involve the auctioning of homogeneous multiple units, we consider the problem of learning how to bid in…

Computer Science and Game Theory · Computer Science 2024-11-12 Rigel Galgana , Negin Golrezaei

In this paper, we study how a budget-constrained bidder should learn to bid adaptively in repeated first-price auctions to maximize cumulative payoff. This problem arises from the recent industry-wide shift from second-price auctions to…

Computer Science and Game Theory · Computer Science 2026-04-14 Yige Wang , Jiashuo Jiang

Strategyproofness in network auctions requires that bidders not only report their valuations truthfully, but also do their best to invite neighbours from the social network. In contrast to canonical auctions, where the value-monotone…

Computer Science and Game Theory · Computer Science 2025-07-22 Yuhang Guo , Dong Hao , Bin Li , Mingyu Xiao , Bakh Khoussainov

Internet search companies sell advertisement slots based on users' search queries via an auction. While there has been a lot of attention on the auction process and its game-theoretic aspects, our focus is on the advertisers. In particular,…

Data Structures and Algorithms · Computer Science 2007-05-23 Jon Feldman , S. Muthukrishnan , Martin Pal , Cliff Stein

We study the problem of computing optimal prices for a version of the Product-Mix auction with budget constraints. In contrast to the ``standard'' Product-Mix auction, the objective is to maximize revenue instead of social welfare. We prove…

Computer Science and Game Theory · Computer Science 2022-08-05 Maximilian Fichtl

We study a real-time bidding problem resulting from a set of contractual obligations stipulating that a firm win a specified number of heterogeneous impressions or ad placements over a defined duration in a real-time auction. The contracts…

Systems and Control · Electrical Eng. & Systems 2020-12-21 R. J. Kinnear , R. R. Mazumdar , P. Marbach