English
Related papers

Related papers: Efficient Auctions With Common Values

200 papers

Consider a seller that intends to auction some item. The seller can invest money and effort in advertising in different market segments in order to recruit $n$ bidders to the auction. Alternatively, the seller can have a much cheaper and…

Computer Science and Game Theory · Computer Science 2021-06-03 Amir Ban , Avi Cohen , Shahar Dobzinski , Itai Ashlagi

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

We provide algorithms that learn simple auctions whose revenue is approximately optimal in multi-item multi-bidder settings, for a wide range of valuations including unit-demand, additive, constrained additive, XOS, and subadditive. We…

Computer Science and Game Theory · Computer Science 2017-09-04 Yang Cai , Constantinos Daskalakis

Market efficiency at least requires the absence of weak arbitrage opportunities, but this is not sufficient to establish a situation where the market is sensitive, i.e., where it "fully reflects" or "rapidly adjusts to" some information…

General Finance · Quantitative Finance 2026-02-25 Gabriel Frahm

This note pursues two primary objectives. First, we analyze the outcomes of an all-pay auction within a store where buyers with and without financial constraints arrive at varying rates, and where buyer types are private information.…

Theoretical Economics · Economics 2024-04-16 Cemil Selcuk

Single-shot auctions are commonly used as a means to sell goods, for example when selling ad space or allocating radio frequencies, however devising mechanisms for auctions with multiple bidders and multiple items can be complicated. It has…

Machine Learning · Computer Science 2023-03-02 Alex Stein , Avi Schwarzschild , Michael Curry , Tom Goldstein , John Dickerson

The market economy deals with many interacting agents such as buyers and sellers who are autonomous intelligent agents pursuing their own interests. One such multi-agent system (MAS) that plays an important role in auctions is the…

Computer Science and Game Theory · Computer Science 2010-05-30 Sumanth Sudeendra , Megha Saini , Shrisha Rao

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

Given a sample of bids from independent auctions, this paper examines the question of inference on auction fundamentals (e.g. valuation distributions, welfare measures) under weak assumptions on information structure. The question is…

Econometrics · Economics 2018-03-20 Vasilis Syrgkanis , Elie Tamer , Juba Ziani

We initiate the study of markets for private data, though the lens of differential privacy. Although the purchase and sale of private data has already begun on a large scale, a theory of privacy as a commodity is missing. In this paper, we…

Computer Science and Game Theory · Computer Science 2011-11-30 Arpita Ghosh , Aaron Roth

Diffusion auction is an emerging business model where a seller aims to incentivise buyers in a social network to diffuse the auction information thereby attracting potential buyers. We focus on designing mechanisms for multi-unit diffusion…

Computer Science and Game Theory · Computer Science 2023-09-26 Yuan Fang , Mengxiao Zhang , Jiamou Liu , Bakh Khoussainov , Mingyu Xiao

We study the complexity of computing Bayes-Nash equilibria in single-item first-price auctions. We present the first efficient algorithms for the problem, when the bidders' values for the item are independently drawn from the same…

Computer Science and Game Theory · Computer Science 2026-03-26 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

Internet search companies sell advertisement slots based on users' search queries via an auction. While there has been a lot of attention on the auction process and its game-theoretic aspects, our focus is on the advertisers. In particular,…

Data Structures and Algorithms · Computer Science 2007-05-23 Jon Feldman , S. Muthukrishnan , Martin Pal , Cliff Stein

Auction data often contain information on only the most competitive bids as opposed to all bids. The usual measurement error approaches to unobserved heterogeneity are inapplicable due to dependence among order statistics. We bridge this…

Econometrics · Economics 2023-04-25 Yao Luo , Ruli Xiao

In many applications, ads are displayed together with the prices, so as to provide a direct comparison among similar products or services. The price-displaying feature not only influences the consumers' decisions, but also affects the…

Artificial Intelligence · Computer Science 2023-03-24 Bin Li , Yahui Lei

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

A common economic process is crowdsearch, wherein a group of agents is invited to search for a valuable physical or virtual object, e.g. creating and patenting an invention, solving an open scientific problem, or identifying vulnerabilities…

Theoretical Economics · Economics 2023-11-16 Hans Gersbach , Akaki Mamageishvili , Fikri Pitsuwan

We consider a repeated auction where the buyer's utility for an item depends on the time that elapsed since his last purchase. We present an algorithm to build the optimal bidding policy, and then, because optimal might be impractical, we…

Theoretical Economics · Economics 2023-08-04 Benjamin Heymann , Alexandre Gilotte , Rémi Chan-Renous

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

Consider a trade market with one seller and multiple buyers. The seller aims to sell an indivisible item and maximize their revenue. This paper focuses on a simple and popular mechanism--the fixed-price mechanism. Unlike the standard…

Computer Science and Game Theory · Computer Science 2024-11-19 Zhikang Fan , Weiran Shen