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The E-commerce advertising platforms typically sell commercial traffic through either second-price auction (SPA) or first-price auction (FPA). SPA was historically prevalent due to its dominant strategy incentive-compatible (DSIC) for…

Computer Science and Game Theory · Computer Science 2025-10-20 Qi Li , Wendong Huang , Qichen Ye , Wutong Xu , Cheems Wang , Rongquan Bai , Wei Yuan , Guan Wang , Chuan Yu , Jian Xu

Considering that a trader or a trading algorithm interacting with markets during continuous auctions can be modeled by an iterating procedure adjusting the price at which he posts orders at a given rhythm, this paper proposes a procedure…

Trading and Market Microstructure · Quantitative Finance 2012-09-12 Sophie Laruelle , Charles-Albert Lehalle , Gilles Pagès

Probabilistic prediction systems often aggregate probability estimates from multiple models into a single decision. A common assumption is that if each model is individually calibrated, the aggregate prediction will also be well calibrated.…

Machine Learning · Computer Science 2026-05-20 Zhaohui Wang

We provide algorithms that learn simple auctions whose revenue is approximately optimal in multi-item multi-bidder settings, for a wide range of valuations including unit-demand, additive, constrained additive, XOS, and subadditive. We…

Computer Science and Game Theory · Computer Science 2017-09-04 Yang Cai , Constantinos Daskalakis

Prophet inequalities compare the expected performance of an online algorithm for a stochastic optimization problem to the expected optimal solution in hindsight. They are a major alternative to classic worst-case competitive analysis, of…

Computer Science and Game Theory · Computer Science 2020-04-22 Paul Dütting , Thomas Kesselheim , Brendan Lucier

We study revenue optimization pricing algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation. We show that, in the case when both the seller and the buyer…

Computer Science and Game Theory · Computer Science 2018-05-08 Arsenii Vanunts , Alexey Drutsa

We study the necessity of interaction for obtaining efficient allocations in subadditive combinatorial auctions. This problem was originally introduced by Dobzinski, Nisan, and Oren (STOC'14) as the following simple market scenario: $m$…

Computer Science and Game Theory · Computer Science 2017-05-05 Sepehr Assadi

We address the question of whether price of stability results (existence of equilibria with low social cost) are robust to incomplete information. We show that this is the case in potential games, if the underlying algorithmic social cost…

Computer Science and Game Theory · Computer Science 2015-03-13 Vasilis Syrgkanis

In blockchain-based order book systems, buyers and sellers trade assets, while it is miners to match them and include their transactions in the blockchain. It is found that many miners behave selfishly and myopically, prioritizing…

Computer Science and Game Theory · Computer Science 2025-01-23 Yunshu Liu , Lingjie Duan

In general, the games are played on a host graph, where each node is a selfish independent agent (player) and each edge has a fixed link creation cost \alpha. Together the agents create a network (a subgraph of the host graph) while…

Computer Science and Game Theory · Computer Science 2009-02-10 Erik D. Demaine , Mohammadtaghi Hajiaghayi , Hamid Mahini , Morteza Zadimoghaddam

This paper studies mechanism design for auctions with externalities on budgets, a novel setting where the budgets that bidders commit are adjusted due to the externality of the competitors' allocation outcomes-a departure from traditional…

Computer Science and Game Theory · Computer Science 2025-04-22 Yusen Zheng , Yukun Cheng , Chenyang Xu , Xiaotie Deng

We study revenue optimization learning algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation for a good and seeks to maximize his cumulative discounted…

Computer Science and Game Theory · Computer Science 2018-02-09 Alexey Drutsa

A popular formalism for multiagent control applies tools from game theory, casting a multiagent decision problem as a cooperation-style game in which individual agents make local choices to optimize their own local utility functions in…

Computer Science and Game Theory · Computer Science 2020-09-28 David Grimsman , Joshua H. Seaton , Jason R. Marden , Philip N. Brown

In this paper we define a new auction, called the Draw auction. It is based on the implementation of a draw when a minimum price of sale is not reached. We find that a Bayesian Nash equilibrium is reached in the Draw auction when each…

Computer Science and Game Theory · Computer Science 2024-03-14 Javier Castro , Rosa Espínola , Inmaculada Gutiérrez , Daniel Gómez

Interdependent values make basic auction design tasks -- in particular maximizing welfare truthfully in single-item auctions -- quite challenging. Eden et al. recently established that if the bidders valuation functions are submodular over…

Computer Science and Game Theory · Computer Science 2021-07-20 Ameer Amer , Inbal Talgam-Cohen

Mature internet advertising platforms offer high-level campaign management tools to help advertisers run their campaigns, often abstracting away the intricacies of how each ad is placed and focusing on aggregate metrics of interest to…

Computer Science and Game Theory · Computer Science 2021-09-07 Vincent Conitzer , Christian Kroer , Debmalya Panigrahi , Okke Schrijvers , Eric Sodomka , Nicolas E. Stier-Moses , Chris Wilkens

First price auctions are widely used in government contracts and industrial auctions. In this paper, we consider the Bayesian Nash Equilibrium (BNE) in first price auctions with discrete value distributions. We study the characterization of…

Computer Science and Game Theory · Computer Science 2019-07-10 Weiran Shen , Zihe Wang , Song Zuo

We study revenue maximization when a seller offers $k$ identical units to ex ante heterogeneous, unit-demand buyers. While anonymous pricing can be $\Theta(\log k)$ worse than optimal in general multi-unit environments, we show that this…

Computer Science and Game Theory · Computer Science 2026-01-26 Yaonan Jin , Yingkai Li

We consider the computational complexity of computing Bayes-Nash equilibria in first-price auctions, where the bidders' values for the item are drawn from a general (possibly correlated) joint distribution. We show that when the values and…

Computer Science and Game Theory · Computer Science 2025-06-06 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

We consider the well-studied game-theoretic version of machine scheduling in which jobs correspond to self-interested users and machines correspond to resources. Here each user chooses a machine trying to minimize her own cost, and such…

Computer Science and Game Theory · Computer Science 2019-12-18 Cong Chen , Paolo Penna , Yinfeng Xu
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