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Related papers: Posted Pricing sans Discrimination

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According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

Computer Science and Game Theory · Computer Science 2023-05-24 Mete Şeref Ahunbay , Martin Bichler , Johannes Knörr

We study the power of price discrimination via an intermediary in bilateral trade, when there is a revenue-maximizing seller selling an item to a buyer with a private value drawn from a prior. Between the seller and the buyer, there is an…

Computer Science and Game Theory · Computer Science 2023-04-28 Shao-Heng Ko , Kamesh Munagala

We study the asymptotic average-case efficiency of static and anonymous posted prices for $n$ agents and $m(n)$ multiple identical items with $m(n)=o\left(\frac{n}{\log n}\right)$. When valuations are drawn i.i.d from some fixed continuous…

Computer Science and Game Theory · Computer Science 2019-01-09 Urban Larsson , Ron Lavi

We introduce a simple framework in which market participants update their prior about an efficient price with a model-based learning process. We show that exponential intensities for the arrival of aggressive orders arise naturally in this…

Trading and Market Microstructure · Quantitative Finance 2021-09-29 Joffrey Derchu

We investigate approximately optimal mechanisms in settings where bidders' utility functions are non-linear; specifically, convex, with respect to payments (such settings arise, for instance, in procurement auctions for energy). We provide…

Computer Science and Game Theory · Computer Science 2017-02-23 Amy Greenwald , Takehiro Oyakawa , Vasilis Syrgkanis

A fundamental economic question is that of designing revenue-maximizing mechanisms in dynamic environments. This paper considers a simple yet compelling market model to tackle this question, where forward-looking buyers arrive at the market…

Theoretical Economics · Economics 2024-10-16 Jose Correa , Andres Cristi , Laura Vargas Koch

We study mechanism design when agents may have hidden secondary goals which will manifest as non-trivial preferences among outcomes for which their primary utility is the same. We show that in such cases, a mechanism is robust against…

Computer Science and Game Theory · Computer Science 2023-07-25 Renato Paes Leme , Jon Schneider , Hanrui Zhang

Consider a trade market with one seller and multiple buyers. The seller aims to sell an indivisible item and maximize their revenue. This paper focuses on a simple and popular mechanism--the fixed-price mechanism. Unlike the standard…

Computer Science and Game Theory · Computer Science 2024-11-19 Zhikang Fan , Weiran Shen

We study a seller who sells a single good to multiple bidders with uncertainty over the joint distribution of bidders' valuations, as well as bidders' higher-order beliefs about their opponents. The seller only knows the (possibly…

Theoretical Economics · Economics 2022-02-16 Ethan Che

A seller is pricing identical copies of a good to a stream of unit-demand buyers. Each buyer has a value on the good as his private information. The seller only knows the empirical value distribution of the buyer population and chooses the…

Computer Science and Game Theory · Computer Science 2023-05-12 Siddhartha Banerjee , Kamesh Munagala , Yiheng Shen , Kangning Wang

In online combinatorial allocations/auctions, n bidders sequentially arrive, each with a combinatorial valuation (such as submodular/XOS) over subsets of m indivisible items. The aim is to immediately allocate a subset of the remaining…

Computer Science and Game Theory · Computer Science 2024-09-18 Paul Dütting , Thomas Kesselheim , Brendan Lucier , Rebecca Reiffenhäuser , Sahil Singla

Online platforms collect rich information about participants and then share some of this information back with them to improve market outcomes. In this paper we study the following information disclosure problem in two-sided markets: If a…

Theoretical Economics · Economics 2023-09-01 Bar Light , Ramesh Johari , Gabriel Weintraub

In today's online advertising markets, it is common for advertisers to set long-term budgets. Correspondingly, advertising platforms adopt budget control methods to ensure that advertisers' payments lie within their budgets. Most budget…

Computer Science and Game Theory · Computer Science 2024-02-13 Zhaohua Chen , Mingwei Yang , Chang Wang , Jicheng Li , Zheng Cai , Yukun Ren , Zhihua Zhu , Xiaotie Deng

Two-sided marketplaces embody heterogeneity in incentives: producers seek exposure while consumers seek relevance, and balancing these competing objectives through constrained optimization is now a standard practice. Yet real platforms face…

Computer Science and Game Theory · Computer Science 2026-02-13 Dominykas Seputis , Alexander Timans , Rajeev Verma

In this work we introduce a new class of mechanisms composed of a traditional Generalized Second Price (GSP) auction and a fair division scheme, in order to achieve some desired level of fairness between groups of Bayesian strategic…

Computer Science and Game Theory · Computer Science 2022-10-19 Georgios Birmpas , Andrea Celli , Riccardo Colini-Baldeschi , Stefano Leonardi

Price determination is a central research topic of revenue management in marketing. The important aspect in pricing is controlling the stochastic behavior of demand, and the previous studies have tackled price optimization problems with…

Optimization and Control · Mathematics 2024-01-04 Yuya Hikima , Akiko Takeda

We initiate the study of how auction design affects the division of surplus among buyers. We propose a parsimonious measure for equity and apply it to the family of standard auctions for homogeneous goods. Our surplus-equitable mechanism is…

Theoretical Economics · Economics 2024-11-14 Simon Finster , Patrick Loiseau , Simon Mauras , Mathieu Molina , Bary Pradelski

We show that computing the revenue-optimal deterministic auction in unit-demand single-buyer Bayesian settings, i.e. the optimal item-pricing, is computationally hard even in single-item settings where the buyer's value distribution is a…

Computer Science and Game Theory · Computer Science 2015-03-10 Constantinos Daskalakis , Alan Deckelbaum , Christos Tzamos

Online advertising platforms are thriving due to the customizable audiences they offer advertisers. However, recent studies show that advertisements can be discriminatory with respect to the gender or race of the audience that sees the ad,…

Computer Science and Game Theory · Computer Science 2019-05-23 L. Elisa Celis , Anay Mehrotra , Nisheeth K. Vishnoi

This note revisits the analysis of third-degree price discrimination developed by Bergemann et al. (2015), which characterizes the set of consumer-producer surplus pairs that can be achieved through market segmentation. This was proved by…

Theoretical Economics · Economics 2026-01-13 Keita Kuwahara