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Consider a seller with m heterogeneous items for sale to a single additive buyer whose values for the items are arbitrarily correlated. It was previously shown that, in such settings, distributions exist for which the seller's optimal…

Computer Science and Game Theory · Computer Science 2018-12-03 Christos-Alexandros Psomas , Ariel Schvartzman , S. Matthew Weinberg

We study the identification and estimation of first-price auction models where bidders have ambiguity about the valuation distribution and their preferences are represented by maxmin expected utility. When entry is exogenous, the…

Economics · Quantitative Finance 2015-04-13 Gaurab Aryal , Dong-Hyuk Kim

We consider the fundamental problem of designing a truthful single-item auction with the challenging objective of extracting a large fraction of the highest agent valuation as revenue. Following a recent trend in algorithm design, we assume…

Computer Science and Game Theory · Computer Science 2024-01-25 Ioannis Caragiannis , Georgios Kalantzis

This paper studies markets where a set of indivisible items is sold to bidders with quasilinear, unit-demand valuations, subject to a hard budget constraint. Without financial constraints the well-known assignment market model of Shapley…

Computer Science and Game Theory · Computer Science 2025-07-16 Eleni Batziou , Martin Bichler , Maximilian Fichtl

We provide a near-optimal, computationally efficient algorithm for the unit-demand pricing problem, where a seller wants to price n items to optimize revenue against a unit-demand buyer whose values for the items are independently drawn…

Computer Science and Game Theory · Computer Science 2014-10-28 Yang Cai , Constantinos Daskalakis

We study auction design when a seller relies on machine-learning predictions of bidders' valuations that may be unreliable. Motivated by modern ML systems that are often accurate but occasionally fail in a way that is essentially…

Computer Science and Game Theory · Computer Science 2026-01-29 Ilan Lobel , Humberto Moreira , Omar Mouchtaki

We consider nonparametric identification of independent private value first-price auction models, in which the analyst only observes winning bids. Our benchmark model assumes an exogenous number of bidders $N$. We show that, if the bidders…

Econometrics · Economics 2024-12-30 Emmanuel Guerre , Yao Luo

The common way to optimize auction and pricing systems is to set aside a small fraction of the traffic to run experiments. This leads to the question: how can we learn the most with the smallest amount of data? For truthful auctions, this…

Computer Science and Game Theory · Computer Science 2021-11-09 Renato Paes Leme , Balasubramanian Sivan , Yifeng Teng , Pratik Worah

We consider a revenue-maximizing seller with $m$ heterogeneous items and a single buyer whose valuation $v$ for the items may exhibit both substitutes (i.e., for some $S, T$, $v(S \cup T) < v(S) + v(T)$) and complements (i.e., for some $S,…

Computer Science and Game Theory · Computer Science 2017-04-11 Alon Eden , Michal Feldman , Ophir Friedler , Inbal Talgam-Cohen , S. Matthew Weinberg

We consider revenue-optimal mechanism design in the interdimensional setting, where one dimension is the 'value' of the buyer, and one is a 'type' that captures some auxiliary information. One setting is the FedEx Problem, for which FGKK…

Computer Science and Game Theory · Computer Science 2020-02-18 Nikhil Devanur , Kira Goldner , Raghuvansh Saxena , Ariel Schvartzman , S. Matthew Weinberg

We study the problem of designing revenue-maximizing auctions for allocating multiple goods to flexible consumers. In our model, each consumer is interested in a subset of goods known as its flexibility set and wants to consume one good…

Computer Science and Game Theory · Computer Science 2018-02-01 Shiva Navabi , Ashutosh Nayyar

We show that the Revenue-Optimal Deterministic Mechanism Design problem for a single additive buyer is #P-hard, even when the distributions have support size 2 for each item and, more importantly, even when the optimal solution is…

Computer Science and Game Theory · Computer Science 2017-07-17 Xi Chen , George Matikas , Dimitris Paparas , Mihalis Yannakakis

It is well-known that optimal (i.e., revenue-maximizing) selling mechanisms in multidimensional type spaces may involve randomization. We obtain conditions under which deterministic mechanisms are optimal for selling two identical,…

Theoretical Economics · Economics 2022-02-22 Sushil Bikhchandani , Debasis Mishra

We consider a monopolist seller facing a single buyer with additive valuations over n heterogeneous, independent items. It is known that in this important setting optimal mechanisms may require randomization [HR12], use menus of infinite…

Computer Science and Game Theory · Computer Science 2015-11-17 Aviad Rubinstein

We study \emph{combinatorial procurement auctions}, where a buyer with a valuation function $v$ and budget $B$ wishes to buy a set of items. Each item $i$ has a cost $c_i$ and the buyer is interested in a set $S$ that maximizes $v(S)$…

Computer Science and Game Theory · Computer Science 2015-03-19 Ashwinkumar Badanidiyuru , Shahar Dobzinski , Sigal Oren

We study the problem of a buyer (aka auctioneer) who gains stochastic rewards by procuring multiple units of a service or item from a pool of heterogeneous strategic agents. The reward obtained for a single unit from an allocated agent…

Computer Science and Game Theory · Computer Science 2015-04-30 Satyanath Bhat , Shweta Jain , Sujit Gujar , Y. Narahari

We study the classic setting of envy-free pricing, in which a single seller chooses prices for its many items, with the goal of maximizing revenue once the items are allocated. Despite the large body of work addressing such settings, most…

Computer Science and Game Theory · Computer Science 2017-05-03 Elliot Anshelevich , Koushik Kar , Shreyas Sekar

One of the most celebrated results in mechanism design is Myerson's characterization of the revenue optimal auction for selling a single item. However, this result relies heavily on the assumption that buyers are indifferent to risk. In…

Computer Science and Game Theory · Computer Science 2018-10-08 Evdokia Nikolova , Emmanouil Pountourakis , Ger Yang

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

We explore the properties of optimal multi-dimensional auctions in a model where a single object of multiple qualities is sold to several buyers. Using simulations, we test some hypotheses conjectured by Belloni et al. [3] and Kushnir and…

Theoretical Economics · Economics 2022-07-06 Alexey Kushnir , James Michelson