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We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas

This paper proposes minimum distance inference for a structural parameter of interest, which is robust to the lack of identification of other structural nuisance parameters. Some choices of the weighting matrix lead to asymptotic…

Econometrics · Economics 2023-10-10 Joan Alegre , Juan Carlos Escanciano

The paper proposes a quantile-regression inference framework for first-price auctions with symmetric risk-neutral bidders under the independent private-value paradigm. It is first shown that a private-value quantile regression generates a…

Econometrics · Economics 2020-09-24 Nathalie Gimenes , Emmanuel Guerre

The paper studies the problem of auction design in a setting where the auctioneer accesses the knowledge of the valuation distribution only through statistical samples. A new framework is established that combines the statistical decision…

Econometrics · Economics 2022-02-22 Haitian Xie

The issue of fairness in AI arises from discriminatory practices in applications like job recommendations and risk assessments, emphasising the need for algorithms that do not discriminate based on group characteristics. This concern is…

Computer Science and Game Theory · Computer Science 2024-08-12 Fengjuan Jia , Mengxiao Zhang , Jiamou Liu , Bakh Khoussainov

To estimate causal effects from observational data, an applied researcher must impose beliefs. The instrumental variables exclusion restriction, for example, represents the belief that the instrument has no direct effect on the outcome of…

Econometrics · Economics 2020-11-17 Francis J. DiTraglia , Camilo Garcia-Jimeno

As models of cognition grow in complexity and number of parameters, Bayesian inference with standard methods can become intractable, especially when the data-generating model is of unknown analytic form. Recent advances in simulation-based…

Machine Learning · Statistics 2020-07-14 Stefan T. Radev , Andreas Voss , Eva Marie Wieschen , Paul-Christian Bürkner

The internet advertising market is a multi-billion dollar industry, in which advertisers buy thousands of ad placements every day by repeatedly participating in auctions. An important and ubiquitous feature of these auctions is the presence…

Computer Science and Game Theory · Computer Science 2022-10-11 Santiago Balseiro , Christian Kroer , Rachitesh Kumar

We propose a uniform approach for the design and analysis of prior-free competitive auctions and online auctions. Our philosophy is to view the benchmark function as a variable parameter of the model and study a broad class of functions…

Computer Science and Game Theory · Computer Science 2014-11-11 Ning Chen , Nick Gravin , Pinyan Lu

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

We study multi-unit auctions in which bidders have limited knowledge of opponent strategies and values. We characterize optimal prior-free bids; these bids minimize the maximal loss in expected utility resulting from uncertainty surrounding…

Theoretical Economics · Economics 2023-05-02 Bernhard Kasberger , Kyle Woodward

The growing demand for data and AI-generated digital goods, such as personalized written content and artwork, necessitates effective pricing and feedback mechanisms that account for uncertain utility and costly production. Motivated by…

Computer Science and Game Theory · Computer Science 2023-06-06 Zachary Robertson , Oluwasanmi Koyejo

We develop a unified ascending-auction framework for computing Walrasian equilibria in combinatorial markets with strong substitutes valuations and piecewise-linear payment functions. Our auction extends the celebrated ascending auctions of…

Computer Science and Game Theory · Computer Science 2026-04-14 Taihei Oki , Ryosuke Sato

We study information design in click-through auctions, in which the bidders/advertisers bid for winning an opportunity to show their ads but only pay for realized clicks. The payment may or may not happen, and its probability is called the…

Computer Science and Game Theory · Computer Science 2024-04-23 Junjie Chen , Minming Li , Haifeng Xu , Song Zuo

Meritocratic systems, from admissions to hiring, aim to impartially reward skill and effort. Yet persistent disparities across race, gender, and class challenge this ideal. Some attribute these gaps to structural inequality; others to…

Computer Science and Game Theory · Computer Science 2026-03-18 L. Elisa Celis , Lingxiao Huang , Milind Sohoni , Nisheeth K. Vishnoi

When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…

Methodology · Statistics 2026-01-05 Ryan Martin

Spectrum auctions are the primary mechanism through which governments allocate scarce radio frequencies, with outcomes that shape competition, coverage, and innovation in telecommunications markets. While traditional models of spectrum…

Computer Science and Game Theory · Computer Science 2025-12-10 Sara Jalili Shani , Kris Joseph , Michael B. McNally , James R. Wright

Simultaneous ascending auctions present agents with the exposure problem: bidding to acquire a bundle risks the possibility of obtaining an undesired subset of the goods. Auction theory provides little guidance for dealing with this…

Computer Science and Game Theory · Computer Science 2012-07-09 Anna Osepayshvili , Michael P. Wellman , Daniel Reeves , Jeffrey K. MacKie-Mason

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

Core-selecting combinatorial auctions are popular auction designs that constrain prices to eliminate the incentive for any group of bidders -- with the seller -- to renegotiate for a better deal. They help overcome the low-revenue issues of…

Computer Science and Game Theory · Computer Science 2025-05-21 Siddharth Prasad , Maria-Florina Balcan , Tuomas Sandholm