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In this paper we formulate a contract design problem where a primary license holder wishes to profit from its excess spectrum capacity by selling it to potential secondary users/buyers. It needs to determine how to optimally price the…

Computational Engineering, Finance, and Science · Computer Science 2012-07-30 Shang-Pin Sheng , Mingyan Liu

We study a mechanism-design problem in which spiteful agents strive to not only maximize their rewards but also, contingent upon their own payoff levels, seek to lower the opponents' rewards. We characterize all individually rational (IR)…

Computer Science and Game Theory · Computer Science 2025-12-02 Aditya Aradhye , David Lagziel , Eilon Solan

Bayesian optimization offers the possibility of optimizing black-box operations not accessible through traditional techniques. The success of Bayesian optimization methods such as Expected Improvement (EI) are significantly affected by the…

Machine Learning · Statistics 2018-07-04 Dipti Jasrasaria , Edward O. Pyzer-Knapp

Generating good revenue is one of the most important problems in Bayesian auction design, and many (approximately) optimal dominant-strategy incentive compatible (DSIC) Bayesian mechanisms have been constructed for various auction settings.…

Computer Science and Game Theory · Computer Science 2020-08-07 Jing Chen , Bo Li , Yingkai Li , Pinyan Lu

We consider the design of private prediction markets, financial markets designed to elicit predictions about uncertain events without revealing too much information about market participants' actions or beliefs. Our goal is to design market…

Computer Science and Game Theory · Computer Science 2016-02-25 Rachel Cummings , David M. Pennock , Jennifer Wortman Vaughan

A decision maker is choosing between an active action (e.g., purchase a house, invest certain stock) and a passive action. The payoff of the active action depends on the buyer's private type and also an unknown state of nature. An…

Computer Science and Game Theory · Computer Science 2021-10-29 Shuze Liu , Weiran Shen , Haifeng Xu

Learning or estimating game models from data typically entails inducing separate models for each setting, even if the games are parametrically related. In empirical mechanism design, for example, this approach requires learning a new game…

Computer Science and Game Theory · Computer Science 2026-05-05 Madelyn Gatchel , Michael P. Wellman

On-line firms deploy suites of software platforms, where each platform is designed to interact with users during a certain activity, such as browsing, chatting, socializing, emailing, driving, etc. The economic and incentive structure of…

Computer Science and Game Theory · Computer Science 2021-07-14 Christos Papadimitriou , Kiran Vodrahalli , Mihalis Yannakakis

We describe a two-stage mechanism that fully implements the set of efficient outcomes in two-agent environments with quasi-linear utilities. The mechanism asks one agent to set prices for each outcome, and the other agent to make a choice,…

Theoretical Economics · Economics 2023-04-25 Federico Echenique , Matías Núñez

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

This paper studies mechanism design environments in which the designer does not know the distribution of agents' private information a priori and instead learns from agents' behavior induced by the mechanism itself. We formalize a notion of…

Theoretical Economics · Economics 2026-03-16 Zhiming Feng , Qingmin Liu

A rapidly growing literature on lying in behavioral economics and psychology shows that individuals often do not lie even when lying maximizes their utility. In this work, we attempt to incorporate these findings into the theory of…

Computer Science and Game Theory · Computer Science 2021-11-23 Shahar Dobzinski , Sigal Oren

The framework of budget-feasible mechanism design studies procurement auctions where the auctioneer (buyer) aims to maximize his valuation function subject to a hard budget constraint. We study the problem of designing truthful mechanisms…

Computer Science and Game Theory · Computer Science 2019-05-07 Georgios Amanatidis , Pieter Kleer , Guido Schäfer

We study mechanisms for selling a single item when buyers have private costs for participating in the mechanism. An agent's participation cost can also be interpreted as an outside option value that she must forego to participate. This…

Computer Science and Game Theory · Computer Science 2023-11-07 Yannai A. Gonczarowski , Nicole Immorlica , Yingkai Li , Brendan Lucier

Systems engineering processes coordinate the effort of different individuals to generate a product satisfying certain requirements. As the involved engineers are self-interested agents, the goals at different levels of the systems…

Multiagent Systems · Computer Science 2023-07-19 Salar Safarkhani , Ilias Bilionis , Jitesh Panchal

We consider the problem of designing a sequential decision making agent to maximize an unknown time-varying function which switches with time. At each step, the agent receives an observation of the function's value at a point decided by the…

Optimization and Control · Mathematics 2023-11-07 Durgesh Kalwar , Vineeth B. S

This paper initiates a discussion of mechanism design when the participating agents exhibit preferences that deviate from expected utility theory (EUT). In particular, we consider mechanism design for systems where the agents are modeled as…

Computer Science and Game Theory · Computer Science 2021-01-22 Soham R. Phade , Venkat Anantharam

The valuation process that economic agents undergo for investments with uncertain payoff typically depends on their statistical views on possible future outcomes, their attitudes toward risk, and, of course, the payoff structure itself.…

Pricing of Securities · Quantitative Finance 2010-01-11 Constantinos Kardaras

A fundamental result in mechanism design theory, the so-called revelation principle, asserts that for many questions concerning the existence of mechanisms with a given outcome one can restrict attention to truthful direct…

Computer Science and Game Theory · Computer Science 2011-02-18 Paul Dütting , Felix Fischer , David C. Parkes

Designing and implementing explainable systems is seen as the next step towards increasing user trust in, acceptance of and reliance on Artificial Intelligence (AI) systems. While explaining choices made by black-box algorithms such as…

Multiagent Systems · Computer Science 2022-08-23 Sharadhi Alape Suryanarayana , David Sarne , Sarit Kraus