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Related papers: Detectability, Duality, and Surplus Extraction

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We examine the surplus extraction problem in a mechanism design setting with behavioral types. In our model behavioral types always perfectly reveal their private information. We characterize the sufficient conditions that guarantee full…

Theoretical Economics · Economics 2021-11-10 Nicolas Pastrian

This paper studies a robust version of the classic surplus extraction problem, in which the designer knows only that the beliefs of each type belong to some set, and designs mechanisms that are suitable for all possible beliefs in that set.…

Theoretical Economics · Economics 2021-10-13 Giuseppe Lopomo , Luca Rigotti , Chris Shannon

Cr\'emer and McLean [1985] showed that, when buyers' valuations are drawn from a correlated distribution, an auction with full knowledge on the distribution can extract the full social surplus. We study whether this phenomenon persists when…

Computer Science and Game Theory · Computer Science 2014-06-09 Hu Fu , Nima Haghpanah , Jason Hartline , Robert Kleinberg

In a seminal paper, McAfee (1992) presented a truthful mechanism for double auctions, attaining asymptotically-optimal gain-from-trade without any prior information on the valuations of the traders. McAfee's mechanism handles…

Computer Science and Game Theory · Computer Science 2017-12-20 Erel Segal-Halevi , Avinatan Hassidim , Yonatan Aumann

In two-sided markets, Myerson and Satterthwaite's impossibility theorem states that one can not maximize the gain-from-trade while also satisfying truthfulness, individual-rationality and no deficit. Attempts have been made to circumvent…

Computer Science and Game Theory · Computer Science 2019-12-10 Rica Gonen , Erel Segal-Halevi

In classical contract theory, we usually impose two assumptions: delegated contracts and perfect commitment. While the second assumption is demanding, the first one suffers no loss of generality. Following this tradition, current…

Theoretical Economics · Economics 2023-09-22 Seungjin Han , Siyang Xiong

Adverse selection is a version of the principal-agent problem that includes monopolist nonlinear pricing, where a monopolist with known costs seeks a profit-maximizing price menu facing a population of potential consumers whose preferences…

Optimization and Control · Mathematics 2023-11-27 Robert J. McCann , Kelvin Shuangjian Zhang

Relation extraction (RE) aims to extract potential relations according to the context of two entities, thus, deriving rational contexts from sentences plays an important role. Previous works either focus on how to leverage the entity…

Computation and Language · Computer Science 2023-05-08 Xuming Hu , Zhaochen Hong , Chenwei Zhang , Irwin King , Philip S. Yu

We consider the setting of repeated fair division between two players, denoted Alice and Bob, with private valuations over a cake. In each round, a new cake arrives, which is identical to the ones in previous rounds. Alice cuts the cake at…

Computer Science and Game Theory · Computer Science 2024-02-20 Simina Brânzei , MohammadTaghi Hajiaghayi , Reed Phillips , Suho Shin , Kun Wang

Mechanism design is addressed in the context of fair allocations of indivisible goods with monetary compensation. Motivated by a real-world social choice problem, mechanisms with verification are considered in a setting where (i) agents'…

Computer Science and Game Theory · Computer Science 2012-09-18 Gianluigi Greco , Francesco Scarcello

A principal and an agent divide a surplus. Only the agent knows the surplus' true size and decides how much of it to reveal initially. Both parties can exert costly effort to conclusively prove the surplus' true size. The agent's liability…

Theoretical Economics · Economics 2025-10-20 Deniz Kattwinkel , Justus Preusser

In a seminal paper, McAfee (1992) presented the first dominant strategy truthful mechanism for double auction. His mechanism attains nearly optimal gain-from-trade when the market is sufficiently large. However, his mechanism may leave…

Computer Science and Game Theory · Computer Science 2016-09-07 Erel Segal-Halevi , Avinatan Hassidim , Yonatan Aumann

We develop a general duality-theory framework for revenue maximization in additive Bayesian auctions. The framework extends linear programming duality and complementarity to constraints with partial derivatives. The dual system reveals the…

Computer Science and Game Theory · Computer Science 2018-01-16 Yiannis Giannakopoulos , Elias Koutsoupias

We study the convex duality method for robust utility maximization in the presence of a random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true for a…

Computational Finance · Quantitative Finance 2015-03-17 Keita Owari

It is widely believed that complex machine learning models generally encode features through linear representations. This is the foundational hypothesis behind a vast body of work on interpretability. A key challenge toward extracting…

Machine Learning · Computer Science 2026-04-01 Allen Liu

We establish a rigorous duality theory, under No Unbounded Profit with Bounded Risk, for an infinite horizon problem of optimal consumption in the presence of an income stream that can terminate randomly at an exponentially distributed…

Mathematical Finance · Quantitative Finance 2021-11-30 Ashley Davey , Michael Monoyios , Harry Zheng

Farkas established that a system of linear inequalities has a solution if and only if we cannot obtain a contradiction by taking a linear combination of the inequalities. We state and formally prove several Farkas-like theorems over…

Optimization and Control · Mathematics 2026-03-18 Martin Dvorak , Vladimir Kolmogorov

Dunnell's (1989) explanation for cultural elaboration proposed that elaboration could be a consequence of selection within uncertain environments. He developed the theory to the extent that it performed well explaining the distribution of…

adap-org · Physics 2007-05-23 Mark Madsen , Carl Lipo , Michael Cannon

We study a setting where a receiver must design a questionnaire to recover a sequence of symbols known to strategic sender, whose utility may not be incentive compatible. We allow the receiver the possibility of selecting the alternatives…

Information Theory · Computer Science 2022-09-16 Anuj S. Vora , Ankur A. Kulkarni

Lagrangian duality underlies both classical and modern mechanism design. In particular, the dual perspective often permits simple and detail-free characterizations of optimal and approximately optimal mechanisms. This paper applies this…

Computer Science and Game Theory · Computer Science 2019-09-25 Shaddin Dughmi , Rad Niazadeh , Alexandros Psomas , S. Matthew Weinberg
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