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Related papers: Information Elicitation for Bayesian Auctions

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Good economic mechanisms depend on the preferences of participants in the mechanism. For example, the revenue-optimal auction for selling an item is parameterized by a reserve price, and the appropriate reserve price depends on how much the…

Computer Science and Game Theory · Computer Science 2014-06-10 Shuchi Chawla , Jason Hartline , Denis Nekipelov

This paper considers prior-independent mechanism design, namely identifying a single mechanism that has near optimal performance on every prior distribution. We show that mechanisms with truthtelling equilibria, a.k.a., revelation…

Computer Science and Game Theory · Computer Science 2018-08-01 Yiding Feng , Jason D. Hartline

This paper studies a simplicity notion in a mechanism design setting in which agents do not necessarily share a common prior. I develop a model in which agents participate in a prior-free game of (coarse) information acquisition followed by…

Theoretical Economics · Economics 2024-10-10 Joseph Feffer

In many areas of industry and society, e.g., energy, healthcare, logistics, agents collect vast amounts of data that they deem proprietary. These data owners extract predictive information of varying quality and relevance from data…

Theoretical Economics · Economics 2022-10-07 Aitazaz Ali Raja , Pierre Pinson , Jalal Kazempour , Sergio Grammatico

We develop a hierarchical Bayesian dynamic game for competitive inventory and pricing under incomplete information. Two firms repeatedly choose order quantities and prices while facing two layers of uncertainty: unknown market demand and…

Methodology · Statistics 2026-03-09 Debashis Chatterjee

We consider auction environments in which at the time of the auction bidders observe signals about their ex-post value. We introduce a model of novice bidders who do not know know the joint distribution of signals and instead build a…

Theoretical Economics · Economics 2021-07-02 Philippe Jehiel , Konrad Mierendorff

We study a market for private data in which a data analyst publicly releases a statistic over a database of private information. Individuals that own the data incur a cost for their loss of privacy proportional to the differential privacy…

Computer Science and Game Theory · Computer Science 2012-10-01 Pranav Dandekar , Nadia Fawaz , Stratis Ioannidis

We study the design of prior-independent auctions in a setting with heterogeneous bidders. In particular, we consider the setting of selling to $n$ bidders whose values are drawn from $n$ independent but not necessarily identical…

Computer Science and Game Theory · Computer Science 2023-11-08 Guru Guruganesh , Aranyak Mehta , Di Wang , Kangning Wang

Signaling is an important topic in the study of asymmetric information in economic settings. In particular, the transparency of information available to a seller in an auction setting is a question of major interest. We introduce the study…

Computer Science and Game Theory · Computer Science 2012-04-26 Yuval Emek , Michal Feldman , Iftah Gamzu , Renato Paes Leme , Moshe Tennenholtz

There has been a recent surge of interest in the role of information in strategic interactions. Much of this work seeks to understand how the realized equilibrium of a game is influenced by uncertainty in the environment and the information…

Computer Science and Game Theory · Computer Science 2014-07-22 Shaddin Dughmi

This paper studies a joint design problem where a seller can design both the signal structures for the agents to learn their values, and the allocation and payment rules for selling the item. In his seminal work, Myerson (1981) shows how to…

Computer Science and Game Theory · Computer Science 2024-03-14 Yang Cai , Yingkai Li , Jinzhao Wu

In many first-price auctions, bidders face considerable strategic uncertainty: They cannot perfectly anticipate the other bidders' bidding behavior. We propose a model in which bidders do not know the entire distribution of opponent bids…

Theoretical Economics · Economics 2022-03-30 Bernhard Kasberger

We consider the information design problem in spatial resource competition settings. Agents gather at a location deciding whether to move to another location for possibly higher level of resources, and the utility each agent gets by moving…

Computer Science and Game Theory · Computer Science 2019-09-30 Pu Yang , Krishnamurthy Iyer , Peter Frazier

Auctions are markets with strict regulations governing the information available to traders in the market and the possible actions they can take. Since well designed auctions achieve desirable economic outcomes, they have been widely used…

Artificial Intelligence · Computer Science 2009-04-14 Jinzhong Niu , Simon Parsons

For Bayesian combinatorial auctions, we present a general framework for approximately reducing the mechanism design problem for multiple buyers to single buyer sub-problems. Our framework can be applied to any setting which roughly…

Computer Science and Game Theory · Computer Science 2012-06-18 Saeed Alaei

We study the problem of selling information to a data-buyer who faces a decision problem under uncertainty. We consider the classic Bayesian decision-theoretic model pioneered by [Blackwell, 1951, 1953]. Initially, the data buyer has only…

Computer Science and Game Theory · Computer Science 2022-02-21 Dirk Bergemann , Yang Cai , Grigoris Velegkas , Mingfei Zhao

Classical Bayesian mechanism design relies on the common prior assumption, but such prior is often not available in practice. We study the design of prior-independent mechanisms that relax this assumption: the seller is selling an…

Theoretical Economics · Economics 2024-12-12 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes

A competitive market is modeled as a game of incomplete information. One player observes some payoff-relevant state and can sell (possibly noisy) messages thereof to the other, whose willingness to pay is contingent on their own beliefs. We…

Computer Science and Game Theory · Computer Science 2025-05-02 Thomas Falconer , Anubhav Ratha , Jalal Kazempour , Pierre Pinson , Maryam Kamgarpour

Bayesian persuasion, an extension of cheap-talk communication, involves an informed sender committing to a signaling scheme to influence a receiver's actions. Compared to cheap talk, this sender's commitment enables the receiver to verify…

Computer Science and Game Theory · Computer Science 2025-06-10 Yue Lin , Shuhui Zhu , William A Cunningham , Wenhao Li , Pascal Poupart , Hongyuan Zha , Baoxiang Wang

In lowest unique bid auctions, $N$ players bid for an item. The winner is whoever places the \emph{lowest} bid, provided that it is also unique. We use a grand canonical approach to derive an analytical expression for the equilibrium…

Computer Science and Game Theory · Computer Science 2015-05-28 Simone Pigolotti , Sebastian Bernhardsson , Jeppe Juul , Gorm Galster , Pierpaolo Vivo