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We establish a general optimization framework for the design of automated bidding agent in dynamic online marketplaces. It optimizes solely for the buyer's interest and is agnostic to the auction mechanism imposed by the seller. As a…

Computer Science and Game Theory · Computer Science 2022-02-28 Yuan Gao , Kaiyu Yang , Yuanlong Chen , Min Liu , Noureddine El Karoui

Bidding strategies that help advertisers determine bidding prices are receiving increasing attention as more and more ad impressions are sold through real-time bidding systems. This paper first describes the problem and challenges of…

Computer Science and Game Theory · Computer Science 2022-12-06 Mengjuan Liu , Zhengning Hu , Zhi Lai , Daiwei Zheng , Xuyun Nie

Traditional auction theory posits that bid value exhibits a positive correlation with the probability of securing the auctioned object in ascending auctions. However, under uncertainty and incomplete information, as is characteristic in…

Theoretical Economics · Economics 2025-12-19 Dipankar Das

Online platforms in the Internet Economy commonly incorporate recommender systems that recommend products (or "arms") to users (or "agents"). A key challenge in this domain arises from myopic agents who are naturally incentivized to exploit…

Information Retrieval · Computer Science 2024-06-19 Xiaowu Dai , Wenlu Xu , Yuan Qi , Michael I. Jordan

In the present work, we study the advertising competition of several marketing campaigns who need to determine how many resources to allocate to potential customers to advertise their products through direct marketing while taking into…

Computer Science and Game Theory · Computer Science 2016-08-10 Antonia Masucci , Alonso Silva

The auction theory literature has so far focused mostly on the design of mechanisms that takes the revenue or the efficiency as a yardstick. However, scenarios where the {\it capacity}, which we define as \textit{``the number of bidders the…

Computer Science and Game Theory · Computer Science 2007-11-13 Sudhir Kumar Singh , Vwani P. Roychowdhury

The real-time bidding (RTB), aka programmatic buying, has recently become the fastest growing area in online advertising. Instead of bulking buying and inventory-centric buying, RTB mimics stock exchanges and utilises computer algorithms to…

Computer Science and Game Theory · Computer Science 2013-06-28 Shuai Yuan , Jun Wang , Xiaoxue Zhao

The rapid development and deployment of vehicle technologies offer opportunities to re-think the way traffic is managed. This paper capitalizes on vehicle connectivity and proposes an economic instrument and corresponding cooperative…

Systems and Control · Electrical Eng. & Systems 2022-08-02 DianChao Lin , Saif Eddin Jabari

We explore solutions for fairly allocating indivisible items among agents assigned weights representing their entitlements. Our fairness goal is weighted-envy-freeness (WEF), where each agent deems their allocated portion relative to their…

Computer Science and Game Theory · Computer Science 2025-02-25 Noga Klein Elmalem , Rica Gonen , Erel Segal-Halevi

This work is motivated by a common urban renewal process called Reconstruct and Divide. It involves the demolition of old buildings and the construction of new ones. Original homeowners are compensated with upgraded apartments, while…

Computer Science and Game Theory · Computer Science 2026-02-23 Noga Klein Elmalem , Rica Gonen , Erel Segal-Halevi

After experimentation with other designs, the major search engines converged on the weighted, generalized second-price auction (wGSP) for selling keyword advertisements. Notably, this convergence occurred before position auctions were well…

Computer Science and Game Theory · Computer Science 2014-08-05 David R. M Thompson , Kevin Leyton-Brown

We consider a single buyer with a combinatorial preference that would like to purchase related products and services from different vendors, where each vendor supplies exactly one product. We study the general case where subsets of products…

Computer Science and Game Theory · Computer Science 2014-01-09 Moshe Babaioff , Noam Nisan , Renato Paes Leme

The theory of algorithmic fair allocation is within the center of multi-agent systems and economics in the last decade due to its industrial and social importance. At a high level, the problem is to assign a set of items that are either…

Computer Science and Game Theory · Computer Science 2022-02-18 Haris Aziz , Bo Li , Herve Moulin , Xiaowei Wu

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

We present a simple local search algorithm for computing EFX (envy-free up to any good) allocations of $m$ indivisible goods among $n$ agents with additive valuations. EFX is a compelling fairness notion, and whether such allocations always…

Computer Science and Game Theory · Computer Science 2025-10-08 Simina Brânzei

We study the classic setting of envy-free pricing, in which a single seller chooses prices for its many items, with the goal of maximizing revenue once the items are allocated. Despite the large body of work addressing such settings, most…

Computer Science and Game Theory · Computer Science 2017-05-03 Elliot Anshelevich , Koushik Kar , Shreyas Sekar

Auction is applied for trade with various mechanisms. A simple but practical question is which mechanism, typically first-price or second-price auctions, is preferred from the perspective of bidders or sellers. A celebrated answer is…

Computer Science and Game Theory · Computer Science 2026-02-20 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

Digital advertising platforms and publishers sell ad inventory that conveys targeting information, such as demographic, contextual, or behavioral audience segments, to advertisers. While revealing this information improves ad relevance, it…

General Economics · Economics 2026-01-15 Srinivas Tunuguntla , Carl F. Mela , Jason Pratt

We study the problem of designing a two-sided market (double auction) to maximize the gains from trade (social welfare) under the constraints of (dominant-strategy) incentive compatibility and budget-balance. Our goal is to do so for an…

Computer Science and Game Theory · Computer Science 2024-06-21 Moshe Babaioff , Amitai Frey , Noam Nisan

Over the last decade, digital media (web or app publishers) generalized the use of real time ad auctions to sell their ad spaces. Multiple auction platforms, also called Supply-Side Platforms (SSP), were created. Because of this…

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