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We construct prior-free auctions with constant-factor approximation guarantees with ordered bidders, in both unlimited and limited supply settings. We compare the expected revenue of our auctions on a bid vector to the monotone price…

Computer Science and Game Theory · Computer Science 2012-12-13 Elias Koutsoupias , Stefano Leonardi , Tim Roughgarden

We study the online fair division problem, where indivisible goods arrive sequentially and must be allocated immediately and irrevocably. Prior work establishes strong impossibility results for approximating classic notions such as…

Computer Science and Game Theory · Computer Science 2026-05-29 Davin Choo , Winston Fu , Derek Khu , Tzeh Yuan Neoh , Tze-Yang Poon , Nicholas Teh

Motivated by autobidding systems in online advertising, we study revenue maximization in markets with divisible goods and budget-constrained buyers with linear valuations. Our aim is to compute a single price for each good and an allocation…

Computer Science and Game Theory · Computer Science 2026-02-17 Ioannis Caragiannis , Anders Bo Ipsen , Stratis Skoulakis

Online advertising in E-commerce platforms provides sellers an opportunity to achieve potential audiences with different target goals. Ad serving systems (like display and search advertising systems) that assign ads to pages should satisfy…

Machine Learning · Computer Science 2019-10-09 Chao Wei , Weiru Zhang , Shengjie Sun , Fei Li , Xiaonan Meng , Yi Hu , Hao Wang

We consider the problem of assigning items to platforms in the presence of group fairness constraints. In the input, each item belongs to certain categories, called classes in this paper. Each platform specifies the group fairness…

Data Structures and Algorithms · Computer Science 2021-05-21 Govind S. Sankar , Anand Louis , Meghana Nasre , Prajakta Nimbhorkar

We design algorithms for computing approximately revenue-maximizing {\em sequential posted-pricing mechanisms (SPM)} in $K$-unit auctions, in a standard Bayesian model. A seller has $K$ copies of an item to sell, and there are $n$ buyers,…

Computer Science and Game Theory · Computer Science 2010-08-11 Tanmoy Chakraborty , Eyal Even-Dar , Sudipto Guha , Yishay Mansour , S. Muthukrishnan

The I.I.D. Prophet Inequality is a fundamental problem where, given $n$ independent random variables $X_1,\dots,X_n$ drawn from a known distribution $\mathcal{D}$, one has to decide at every step $i$ whether to stop and accept $X_i$ or…

Computer Science and Game Theory · Computer Science 2024-12-02 Vasilis Livanos , Ruta Mehta

We consider the Item Pricing problem for revenue maximization in the limited supply setting, where a single seller with $n$ items caters to $m$ buyers with unknown subadditive valuation functions who arrive in a sequence. The seller sets…

Computer Science and Game Theory · Computer Science 2009-05-21 Tanmoy Chakraborty , Zhiyi Huang , Sanjeev Khanna

In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…

Networking and Internet Architecture · Computer Science 2013-05-29 Yu-e Sun , He Huang , Xiang-Yang Li , Zhili Chen , Wei Yang , Hongli Xu , Liusheng Huang

We study the optimal auction design problem when bidders' preferences follow the maxmin expected utility model. We suppose that each bidder's set of priors consists of beliefs close to the seller's belief, where "closeness" is defined by a…

Theoretical Economics · Economics 2021-10-19 Sosung Baik , Sung-Ha Hwang

We introduce a dynamic mechanism design problem in which the designer wants to offer for sale an item to an agent, and another item to the same agent at some point in the future. The agent's joint distribution of valuations for the two…

Computer Science and Game Theory · Computer Science 2023-05-22 Christos Papadimitriou , George Pierrakos , Christos-Alexandros Psomas , Aviad Rubinstein

In this paper, we consider a static, multi-period newsvendor model under a budget constraint. In the case where the true demand distribution is known, we develop a heuristic algorithm to solve the problem. By comparing this algorithm with…

Optimization and Control · Mathematics 2023-12-04 Ben Black , Trivikram Dokka , Christopher Kirkbride

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 analyze a model of selling a single object to a principal-agent pair who want to acquire the object for a firm. The principal and the agent have different assessments of the object's value to the firm. The agent is budget-constrained…

Theoretical Economics · Economics 2024-10-07 Debasis Mishra , Kolagani Paramahamsa

This paper studies an open question in the warehouse problem where a merchant trading a commodity tries to find an optimal inventory-trading policy to decide on purchase and sale quantities during a fixed time horizon in order to maximize…

Data Structures and Algorithms · Computer Science 2023-02-24 Ishan Bansal , Oktay Günlük

We consider a fundamental dynamic allocation problem motivated by the problem of $\textit{securities lending}$ in financial markets, the mechanism underlying the short selling of stocks. A lender would like to distribute a finite number of…

Computer Science and Game Theory · Computer Science 2019-12-16 Emily Diana , Michael Kearns , Seth Neel , Aaron Roth

We revisit the problem of designing the profit-maximizing single-item auction, solved by Myerson in his seminal paper for the case in which bidder valuations are independently distributed. We focus on general joint distributions, seeking…

Computer Science and Game Theory · Computer Science 2012-05-15 Christos Papadimitriou , George Pierrakos

The competition complexity of an auction setting is the number of additional bidders needed such that the simple mechanism of selling items separately (with additional bidders) achieves greater revenue than the optimal but complex…

Computer Science and Game Theory · Computer Science 2024-03-07 Mahsa Derakhshan , Emily Ryu , S. Matthew Weinberg , Eric Xue

We study the problem of designing optimal auctions under restrictions on the set of permissible allocations. In addition to allowing us to restrict to deterministic mechanisms, we can also indirectly model non-additive valuations. We prove…

Computer Science and Game Theory · Computer Science 2016-06-07 Ian Kash , Rafael Frongillo

We develop efficient algorithms to construct utility maximizing mechanisms in the presence of risk averse players (buyers and sellers) in Bayesian settings. We model risk aversion by a concave utility function, and players play…

Computer Science and Game Theory · Computer Science 2012-06-28 Anand Bhalgat , Tanmoy Chakraborty , Sanjeev Khanna
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