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We study revenue maximization in a buyer-seller setting where the seller has a single object and the buyer has both a private valuation and a private budget. Private budgets complicate the classic single-product monopoly problem, making…

Computer Science and Game Theory · Computer Science 2026-04-30 Juan Carlos Carbajal , Ahuva Mualem

Posted price mechanisms are prevalent in allocating goods within online marketplaces due to their simplicity and practical efficiency. We explore a fundamental scenario where buyers' valuations are independent and identically distributed,…

Computer Science and Game Theory · Computer Science 2025-05-26 José Correa , Vasilis Livanos , Dana Pizarro , Victor Verdugo

We consider a robust version of the revenue maximization problem, where a single seller wishes to sell $n$ items to a single unit-demand buyer. In this robust version, the seller knows the buyer's marginal value distribution for each item…

Computer Science and Game Theory · Computer Science 2020-08-27 Moshe Babaioff , Michal Feldman , Yannai A. Gonczarowski , Brendan Lucier , Inbal Talgam-Cohen

Firms and statistical agencies must protect the privacy of the individuals whose data they collect, analyze, and publish. Increasingly, these organizations do so by using publication mechanisms that satisfy differential privacy. We consider…

Theoretical Economics · Economics 2024-07-04 Ian M. Schmutte , Nathan Yoder

The $\textit{data market design}$ problem is a problem in economic theory to find a set of signaling schemes (statistical experiments) to maximize expected revenue to the information seller, where each experiment reveals some of the…

Computer Science and Game Theory · Computer Science 2023-11-01 Sai Srivatsa Ravindranath , Yanchen Jiang , David C. Parkes

These days, investigations of information are becoming essential for various associations all over the globe. By and large, different associations need to perform information examinations on their joined data sets. Privacy and security have…

Cryptography and Security · Computer Science 2023-05-01 D. Dhinakaran , P. M. Joe Prathap

Online bidding serves as a fundamental information system in mobile ecosystems, facilitating real-time ad allocation across billions of devices while optimizing both platform performance and user experience through data-driven decision…

Computer Science and Game Theory · Computer Science 2026-01-07 Huanyu Yan , Yu Huo , Min Lu , Weitong Ou , Xingyan Shi , Ruihe Shi , Xiaoying Tang

Since there is, in principle, no reason why third parties should not pay individuals for the use of their data, we introduce a realistic market that would allow these payments to be made while taking into account the privacy attitude of the…

Computers and Society · Computer Science 2012-05-02 Christina Aperjis , Bernardo A. Huberman

As machine learning (ML) is deployed by many competing service providers, the underlying ML predictors also compete against each other, and it is increasingly important to understand the impacts and biases from such competition. In this…

Machine Learning · Computer Science 2022-07-14 Yongchan Kwon , Antonio Ginart , James Zou

Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores. We present an approach to adjust prices based on the…

Optimization and Control · Mathematics 2021-01-13 David Müller , Yurii Nesterov , Vladimir Shikhman

Data driven algorithm design is an important aspect of modern data science and algorithm design. Rather than using off the shelf algorithms that only have worst case performance guarantees, practitioners often optimize over large families…

Data Structures and Algorithms · Computer Science 2020-11-17 Maria-Florina Balcan

We undertake a formal study of the value of targeting data to an advertiser. As expected, this value is increasing in the utility difference between realizations of the targeting data and the accuracy of the data, and depends on the…

Computer Science and Game Theory · Computer Science 2014-07-15 Kshipra Bhawalkar , Patrick Hummel , Sergei Vassilvitskii

Algorithmic decision making systems are ubiquitous across a wide variety of online as well as offline services. These systems rely on complex learning methods and vast amounts of data to optimize the service functionality, satisfaction of…

Machine Learning · Statistics 2017-03-27 Muhammad Bilal Zafar , Isabel Valera , Manuel Gomez Rodriguez , Krishna P. Gummadi

To exploit users' heterogeneous data demands, several mobile network operators worldwide have launched the mobile data trading markets, where users can trade mobile data quota with each other. In this paper, we aim to understand the…

Computer Science and Game Theory · Computer Science 2020-12-07 Junlin Yu , Man Hon Cheung , Jianwei Huang

Herding, where investors imitate others' decisions rather than relying on their own analysis, is a prevalent phenomenon in financial markets. Excessive herding distorts rational decisions, amplifies volatility, and can be exploited by…

Mathematical Finance · Quantitative Finance 2026-04-14 Huisheng Wang , H. Vicky Zhao

A monopolist seller of multiple goods screens a buyer whose type is initially unknown to both but drawn from a commonly known distribution. The buyer privately learns about his type via a signal. We derive the seller's optimal mechanism in…

Theoretical Economics · Economics 2021-05-27 Rahul Deb , Anne-Katrin Roesler

We study a repeated trading problem in which a mechanism designer facilitates trade between a single seller and multiple buyers. Our model generalizes the classic bilateral trade setting to a multi-buyer environment. Specifically, the…

Computer Science and Game Theory · Computer Science 2025-03-04 Anna Lunghi , Matteo Castiglioni , Alberto Marchesi

Training data is the backbone of large language models (LLMs), yet today's data markets often operate under exploitative pricing -- sourcing data from marginalized groups with little pay or recognition. This paper introduces a theoretical…

Computer Science and Game Theory · Computer Science 2025-11-20 Luyang Zhang , Cathy Jiao , Beibei Li , Chenyan Xiong

With the emergence of decentralized finance, new trading mechanisms called Automated Market Makers have appeared. The most popular Automated Market Makers are Constant Function Market Makers. They have been studied both theoretically and…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Philippe Bergault , Louis Bertucci , David Bouba , Olivier Guéant

Big data has been emerging as a new approach in utilizing large datasets to optimize complex system operations. Big data is fueled with Internet-of-Things (IoT) services that generate immense sensory data from numerous sensors and devices.…

Computer Science and Game Theory · Computer Science 2016-08-16 Dusit Niyato , Mohammad Abu Alsheikh , Ping Wang , Dong In Kim , Zhu Han
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