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In this study, we apply reinforcement learning techniques and propose what we call reinforcement mechanism design to tackle the dynamic pricing problem in sponsored search auctions. In contrast to previous game-theoretical approaches that…

Computer Science and Game Theory · Computer Science 2017-11-29 Weiran Shen , Binghui Peng , Hanpeng Liu , Michael Zhang , Ruohan Qian , Yan Hong , Zhi Guo , Zongyao Ding , Pengjun Lu , Pingzhong Tang

In practice, auction data are often endogenously censored and anonymous, revealing only limited outcome statistics rather than full bid profiles. We study robust auction design when the seller observes only aggregated, anonymous order…

Theoretical Economics · Economics 2026-02-26 Zhihao Gavin Tang , Shixin Wang

Many auction settings implicitly or explicitly require that bidders are treated equally ex-ante. This may be because discrimination is philosophically or legally impermissible, or because it is practically difficult to implement or…

Computer Science and Game Theory · Computer Science 2014-11-06 Christos Tzamos , Christopher A. Wilkens

We consider the question of whether collusion among bidders (a "bidding ring") can be supported in equilibrium of unrepeated first-price auctions. Unlike previous work on the topic such as that by McAfee and McMillan [1992] and Marshall and…

Computer Science and Game Theory · Computer Science 2016-08-31 Kevin Leyton-Brown , Moshe Tennenholtz , Navin Bhat , Yoav Shoham

Traditional methods for computing equilibria in auctions become computationally intractable as auction complexity increases, particularly in multi-item and dynamic auctions. This paper introduces a self-play based reinforcement learning…

General Economics · Economics 2024-10-21 Pranjal Rawat

Agents often have individual goals which depend on a group's actions. If agents trust a forecast of collective action and adapt strategically, such prediction can influence outcomes non-trivially, resulting in a form of performative…

Machine Learning · Computer Science 2025-02-18 António Góis , Mehrnaz Mofakhami , Fernando P. Santos , Gauthier Gidel , Simon Lacoste-Julien

There is a long history in game theory on the topic of Bayesian or "rational" learning, in which each player maintains beliefs over a set of alternative behaviours, or types, for the other players. This idea has gained increasing interest…

Artificial Intelligence · Computer Science 2016-03-03 Stefano V. Albrecht , Jacob W. Crandall , Subramanian Ramamoorthy

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

Computer Science and Game Theory · Computer Science 2021-09-23 Thomas Nedelec , Clément Calauzènes , Noureddine El Karoui , Vianney Perchet

We study a model of auction design where a seller is selling a set of objects to a set of agents who can be assigned no more than one object. Each agent's preference over (object, payment) pair need not be quasilinear. If the domain…

Theoretical Economics · Economics 2026-02-20 Tomoya Kazumura , Debasis Mishra , Shigehiro Serizawa

We consider a dynamic mechanism design problem where an auctioneer sells an indivisible good to groups of buyers in every round, for a total of $T$ rounds. The auctioneer aims to maximize their discounted overall revenue while adhering to a…

Computer Science and Game Theory · Computer Science 2024-10-04 Alireza Fallah , Michael I. Jordan , Annie Ulichney

We consider a scenario where a seller possesses a dataset $D$ and trains it into models of varying accuracies for sale in the market. Due to the reproducibility of data, the dataset can be reused to train models with different accuracies,…

Artificial Intelligence · Computer Science 2025-04-01 Jie Liu , Tao Feng , Yan Jiang , Peizheng Wang , Chao Wu

There is only one technique for prior-free optimal mechanism design that generalizes beyond the structurally benevolent setting of digital goods. This technique uses random sampling to estimate the distribution of agent values and then…

Computer Science and Game Theory · Computer Science 2011-08-25 Bach Q. Ha , Jason D. Hartline

In mechanism design theory, agents' types are described as their private information, and the designer may reveal some public information to affect agents' types in order to obtain more payoffs. Traditionally, each agent's private type and…

Theoretical Economics · Economics 2023-12-20 Haoyang Wu

This paper considers Bayesian revenue maximization in the $k$-unit setting, where a monopolist seller has $k$ copies of an indivisible item and faces $n$ unit-demand buyers (whose value distributions can be non-identical). Four basic…

Computer Science and Game Theory · Computer Science 2022-07-22 Yaonan Jin , Shunhua Jiang , Pinyan Lu , Hengjie Zhang

A recurring theme in recent computer science literature is that proper design of signaling schemes is a crucial aspect of effective mechanisms aiming to optimize social welfare or revenue. One of the research endeavors of this line of work…

Computer Science and Game Theory · Computer Science 2015-07-07 Moran Feldman , Moshe Tennenholtz , Omri Weinstein

The intuition that profit is optimized by maximizing marginal revenue is a guiding principle in microeconomics. In the classical auction theory for agents with linear utility and single-dimensional preferences, Bulow and Roberts (1989) show…

Computer Science and Game Theory · Computer Science 2014-06-06 Saeed Alaei , Hu Fu , Nima Haghpanah , Jason Hartline

Small operators who take part in secondary wireless spectrum markets typically have strict budget limits. In this paper, we study the bidding problem of a budget constrained operator in repeated secondary spectrum auctions. In existing…

Networking and Internet Architecture · Computer Science 2016-08-29 Mehrdad Khaledi , Alhussein Abouzeid

A network game assigns a level of collectively generated wealth to every network that can form on a given set of players. A variable network game combines a network game with a network formation probability distribution, describing certain…

Computer Science and Game Theory · Computer Science 2022-10-31 Subhadip Chakrabarti , Loyimee Gogoi , Robert P Gilles , Surajit Borkotokey , Rajnish Kumar

Motivated by practical constraints in online advertising, we investigate single-parameter auction design for bidders with constraints on their Return On Investment (ROI) -- a targeted minimum ratio between the obtained value and the…

Computer Science and Game Theory · Computer Science 2023-10-04 Hongtao Lv , Xiaohui Bei , Zhenzhe Zheng , Fan Wu

In non-truthful auctions, agents' utility for a strategy depends on the strategies of the opponents and also the prior distribution over their private types; the set of Bayes Nash equilibria generally has an intricate dependence on the…

Computer Science and Game Theory · Computer Science 2022-11-02 Hu Fu , Tao Lin
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