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It is well-known that a market equilibrium with uniform prices often does not exist in non-convex day-ahead electricity auctions. We consider the case of the non-convex, uniform-price Pan-European day-ahead electricity market "PCR" (Price…

Optimization and Control · Mathematics 2015-02-02 Mehdi Madani , Mathieu Van Vyve

We study auctions with additive valuations where agents have a limit on the number of goods they may receive. We refer to such valuations as {\em capacitated} and seek mechanisms that maximize social welfare and are simultaneously incentive…

Computer Science and Game Theory · Computer Science 2011-03-01 Edith Cohen , Michal Feldman , Amos Fiat , Haim Kaplan , Svetlana Olonetsky

In this paper, we study sequential auctions with two budget constrained bidders and any number of identical items. All prior results on such auctions consider only two items. We construct a canonical outcome of the auction that is the only…

Computer Science and Game Theory · Computer Science 2012-09-11 Zhiyi Huang , Nikhil R. Devanur , David Malec

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 the optimal behavior of a bidder in a real-time auction subject to the requirement that a specified collections of heterogeneous items be acquired within given time constraints. The problem facing this bidder is cast as a…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

Combinatorial auctions are used to allocate resources in domains where bidders have complex preferences over bundles of goods. However, the behavior of bidders under different payment rules is not well understood, and there has been limited…

Computer Science and Game Theory · Computer Science 2022-06-09 Vitor Bosshard , Ye Wang , Sven Seuken

In the standard single-dimensional model of position auctions, bidders agree on the relative values of the positions and each of them submits a single bid that is interpreted in terms of these values. Motivated by current practice in…

Computer Science and Game Theory · Computer Science 2018-06-22 Paul Dütting , Felix Fischer , David C. Parkes

The connection between games and no-regret algorithms has been widely studied in the literature. A fundamental result is that when all players play no-regret strategies, this produces a sequence of actions whose time-average is a…

Computer Science and Game Theory · Computer Science 2020-09-15 Zhe Feng , Guru Guruganesh , Christopher Liaw , Aranyak Mehta , Abhishek Sethi

The goal of an auction is to determine commodity prices such that all participants are perfectly happy. Such a solution is called a competitive equilibrium and does not exist in general. For this reason we are interested in solutions which…

Optimization and Control · Mathematics 2013-09-04 Johannes C. Müller

Two general algorithms based on opportunity costs are given for approximating a revenue-maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder offers a price for some subset of the available…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Karhan Akcoglu , James Aspnes , Bhaskar DasGupta , Ming-Yang Kao

We set up a supply-side game-theoretic model for the cooperative production of virtual products. In our model, a group of producers collaboratively produce a virtual product by contributing costly input resources to a production coalition.…

Computer Science and Game Theory · Computer Science 2020-07-30 Mingshu Cong , Xi Weng , Han Yu , Jiabao Qu , Siu Ming Yiu

It is well known that rightly applied reverse auctions offer big commercial potential to procurement departments. However, the sheer number of auction types often overwhelms users in practice. And since the implications of a wrongly chosen…

General Economics · Economics 2021-05-14 Gregor Berz , Florian Rupp , Brian Sieben

To address the demand of exponentially increasing end users efficient use of limited spectrum is a necessity. For this, spectrum allocation among co-existing operators in licensed and unlicensed spectrum band is required to cater to the…

Computer Science and Game Theory · Computer Science 2018-12-04 Indu Yadav , Ankur A. Kulkarni , Abhay Karandikar

In this work we consider selling items using a sequential first price auction mechanism. We generalize the assumption of conservative bidding to extensive form games (henceforth optimistic conservative bidding), and show that for both…

Computer Science and Game Theory · Computer Science 2015-02-02 Avinatan Hassidim , Yishay Mansour

We study the design of mechanisms under asymmetric awareness and information. While the mechanism designer cannot necessarily commit to a particular social choice function in the face of unawareness, she can at least commit to properties of…

Computer Science and Game Theory · Computer Science 2025-12-01 Kym Pram , Burkhard C. Schipper

In mechanism design it is typical to impose incentive compatibility and then derive an optimal mechanism subject to this constraint. By replacing the incentive compatibility requirement with the goal of minimizing expected ex post regret,…

Computer Science and Game Theory · Computer Science 2012-08-07 Paul Duetting , Felix Fischer , Pitchayut Jirapinyo , John K. Lai , Benjamin Lubin , David C. Parkes

A seminal result of Bulow and Klemperer [1989] demonstrates the power of competition for extracting revenue: when selling a single item to $n$ bidders whose values are drawn i.i.d. from a regular distribution, the simple welfare-maximizing…

Computer Science and Game Theory · Computer Science 2016-12-30 Alon Eden , Michal Feldman , Ophir Friedler , Inbal Talgam-Cohen , S. Matthew Weinberg

Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an…

Computer Science and Game Theory · Computer Science 2015-11-19 Jonathan Weed , Vianney Perchet , Philippe Rigollet

This paper is about allocation of an infinitely divisible good to several rational and strategic agents. The allocation is done by a social planner who has limited information because the agents' valuation functions are taken to be private…

Computer Science and Game Theory · Computer Science 2017-05-05 D. Thirumulanathan , H. Vinay , Srikrishna Bhashyam , Rajesh Sundaresan

In this paper we examine non-convex dynamic optimization problems with forward looking constraints. We prove that the recursive multiplier formulation in \cite{marcet2019recursive} gives the optimal value if one assumes that the planner has…

Theoretical Economics · Economics 2025-11-26 Chengfeng Shen , Felix Kübler , Zhennan Zhou