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Related papers: Optimal Multi-Unit Mechanisms with Private Demands

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Time or money? That is a question! In this paper, we consider this dilemma in the pricing regime, in which we try to find the optimal pricing scheme for identical items with heterogenous time-sensitive buyers. We characterize the…

Computer Science and Game Theory · Computer Science 2024-02-23 Zhengyang Liu , Liang Shan , Zihe Wang

We study fair mechanisms for the (asymmetric) one-sided allocation problem with m items and n multi-unit demand agents with additive, unit-sum valuations. The symmetric case (m=n), the one-sided matching problem, has been studied…

Computer Science and Game Theory · Computer Science 2023-05-16 Sissi Jiang , Ndiame Ndiaye , Adrian Vetta , Eggie Wu

We consider a revenue-maximizing seller with $n$ items facing a single buyer. We introduce the notion of symmetric menu complexity of a mechanism, which counts the number of distinct options the buyer may purchase, up to permutations of the…

Computer Science and Game Theory · Computer Science 2020-05-08 Pravesh Kothari , Divyarthi Mohan , Ariel Schvartzman , Sahil Singla , S. Matthew Weinberg

We study independent private values auction environments in which the auctioneer's revenue depends nonlinearly on bidders' interim winning probabilities. Our framework accommodates heterogeneity among bidders and places no ad hoc…

Theoretical Economics · Economics 2026-02-23 Pasha Andreyanov , Ilia Krasikov , Alex Suzdaltsev

In this paper, we solve the multiple product price optimization problem under interval uncertainties of the price sensitivity parameters in the demand function. The objective of the price optimization problem is to maximize the overall…

Optimization and Control · Mathematics 2021-07-01 Mahdi Hamzeei , Alvin Lim , Jiefeng Xu

Consider the seller's problem of finding optimal prices for her $n$ (divisible) goods when faced with a set of $m$ consumers, given that she can only observe their purchased bundles at posted prices, i.e., revealed preferences. We study…

Computer Science and Game Theory · Computer Science 2018-10-09 Ziwei Ji , Ruta Mehta , Matus Telgarsky

We present tight bounds and heuristics for personalized, multi-product pricing problems. Under mild conditions we show that the best price in the direction of a positive vector results in profits that are guaranteed to be at least as large…

Theoretical Economics · Economics 2021-02-17 Guillermo Gallego , Gerardo Berbeglia

We consider the revenue maximization problem of a monopolist via a non-Myersonian approach that could generalize to multiple items and multiple buyers. Although such an approach does not lead to any closed-form solution of the problem, it…

Computer Science and Game Theory · Computer Science 2017-11-30 Song Zuo

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

A sequence of recent studies show that even in the simple setting of a single seller and a single buyer with additive, independent valuations over $m$ items, the revenue-maximizing mechanism is prohibitively complex. This problem has been…

Computer Science and Game Theory · Computer Science 2018-01-10 Michal Feldman , Ophir Friedler , Aviad Rubinstein

We consider the pricing problem faced by a seller who assigns a price to a good that confers its benefits not only to its buyers, but also to other individuals around them. For example, a snow-blower is potentially useful not only to the…

Computer Science and Game Theory · Computer Science 2013-05-02 Michal Feldman , David Kempe , Brendan Lucier , Renato Paes Leme

In a multi-unit market, a seller brings multiple units of a good and tries to sell them to a set of buyers that have monetary endowments. While a Walrasian equilibrium does not always exist in this model, natural relaxations of the concept…

Computer Science and Game Theory · Computer Science 2018-09-28 Simina Brânzei , Aris Filos-Ratsikas

We study the revenue guarantees and approximability of item pricing. Recent work shows that with $n$ heterogeneous items, item-pricing guarantees an $O(\log n)$ approximation to the optimal revenue achievable by any (buy-many) mechanism,…

Computer Science and Game Theory · Computer Science 2021-11-08 Shuchi Chawla , Rojin Rezvan , Yifeng Teng , Christos Tzamos

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

We consider a model of bilateral trade with private values. The value of the buyer and the cost of the seller are jointly distributed. The true joint distribution is unknown to the designer, however, the marginal distributions of the value…

Theoretical Economics · Economics 2023-01-02 Komal Malik

We study the revenue maximization problem with an imprecisely estimated distribution of a single buyer or several independent and identically distributed buyers given that this estimation is not far away from the true distribution. We use…

Computer Science and Game Theory · Computer Science 2019-03-05 Yingkai Li , Pinyan Lu , Haoran Ye

We study the problem of learning revenue-optimal multi-bidder auctions from samples when the samples of bidders' valuations can be adversarially corrupted or drawn from distributions that are adversarially perturbed. First, we prove tight…

Computer Science and Game Theory · Computer Science 2021-07-14 Wenshuo Guo , Michael I. Jordan , Manolis Zampetakis

We provide a Polynomial Time Approximation Scheme (PTAS) for the Bayesian optimal multi-item multi-bidder auction problem under two conditions. First, bidders are independent, have additive valuations and are from the same population.…

Computer Science and Game Theory · Computer Science 2012-11-06 Yang Cai , Zhiyi Huang

We consider the problem of dynamic pricing with limited supply. A seller has $k$ identical items for sale and is facing $n$ potential buyers ("agents") that are arriving sequentially. Each agent is interested in buying one item. Each…

Computer Science and Game Theory · Computer Science 2013-11-27 Moshe Babaioff , Shaddin Dughmi , Robert Kleinberg , Aleksandrs Slivkins

Pricing decisions of companies require an understanding of the causal effect of a price change on the demand. When real-life pricing experiments are infeasible, data-driven decision-making must be based on alternative data sources such as…

Applications · Statistics 2024-07-03 Lauri Valkonen , Santtu Tikka , Jouni Helske , Juha Karvanen