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When agents with independent priors bid for a single item, Myerson's optimal auction maximizes expected revenue, whereas Vickrey's second-price auction optimizes social welfare. We address the natural question of trade-offs between the two…

Computer Science and Game Theory · Computer Science 2012-05-15 Ilias Diakonikolas , Christos Papadimitriou , George Pierrakos , Yaron Singer

This paper proposes a new combinatorial auction framework for local energy flexibility markets, which addresses the issue of prosumers' inability to bundle multiple flexibility time intervals. To solve the underlying NP-complete winner…

Machine Learning · Computer Science 2023-07-27 Awadelrahman M. A. Ahmed , Frank Eliassen , Yan Zhang

Computing market equilibria is an important practical problem for market design, for example in fair division of items. However, computing equilibria requires large amounts of information (typically the valuation of every buyer for every…

Computer Science and Game Theory · Computer Science 2021-09-07 Christian Kroer , Alexander Peysakhovich , Eric Sodomka , Nicolas E. Stier-Moses

Small operators who take part in secondary wireless spectrum markets typically have strict budget limits. In this paper, we study the bidding problem of a budget constrained operator in repeated secondary spectrum auctions. In existing…

Networking and Internet Architecture · Computer Science 2016-08-29 Mehrdad Khaledi , Alhussein Abouzeid

Optimal mechanism design enjoys a beautiful and well-developed theory, and also a number of killer applications. Rules of thumb produced by the field influence everything from how governments sell wireless spectrum licenses to how the major…

Computer Science and Game Theory · Computer Science 2014-09-23 Tim Roughgarden

We study a seller who sells a single good to multiple bidders with uncertainty over the joint distribution of bidders' valuations, as well as bidders' higher-order beliefs about their opponents. The seller only knows the (possibly…

Theoretical Economics · Economics 2022-02-16 Ethan Che

We study the power and limitations of posted prices in multi-unit markets, where agents arrive sequentially in an arbitrary order. We prove upper and lower bounds on the largest fraction of the optimal social welfare that can be guaranteed…

Computer Science and Game Theory · Computer Science 2020-02-18 Tomer Ezra , Michal Feldman , Tim Roughgarden , Warut Suksompong

This work gives the first natural non-utilitarian problems for which the trivial $n$ approximation via VCG mechanisms is the best possible. That is, no truthful mechanism can be better than $n$ approximate, where $n$ is the number of…

Computer Science and Game Theory · Computer Science 2018-05-31 Stefano Leucci , Akaki Mamageishvili , Paolo Penna

Decarbonizing electric grids is a crucial global endeavor in the pursuit of carbon neutrality. Taking carbon emissions from generation into account when pricing electricity usage is an essential way to achieve this goal. However, such…

Optimization and Control · Mathematics 2024-04-19 Yue Chen , Changhong Zhao

Standard procurement models assume that the buyer knows the quality of the good at the time of procurement; however, in many settings, the quality is learned only long after the transaction. We study procurement problems in which the…

Theoretical Economics · Economics 2026-04-03 Kun Zhang

Designing an incentive compatible auction that maximizes expected revenue is a central problem in Auction Design. While theoretical approaches to the problem have hit some limits, a recent research direction initiated by Duetting et al.…

Computer Science and Game Theory · Computer Science 2021-10-26 Jad Rahme , Samy Jelassi , S. Matthew Weinberg

Market-based mechanisms such as auctions are being studied as an appropriate means for resource allocation in distributed and mulitagent decision problems. When agents value resources in combination rather than in isolation, they must often…

Artificial Intelligence · Computer Science 2013-01-30 Craig Boutilier , Moises Goldszmidt , Bikash Sabata

We formulate an equilibrium model of intraday trading in electricity markets. Agents face balancing constraints between their customers consumption plus intraday sales and their production plus intraday purchases. They have continuously…

Computational Finance · Quantitative Finance 2020-10-20 René Aid , Andrea Cosso , Huyên Pham

Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…

Machine Learning · Computer Science 2022-08-01 Yigit Efe Erginbas , Soham Phade , Kannan Ramchandran

This paper gives a theoretical model for design and analysis of mechanisms for online marketplaces where a bidding dashboard enables the bid-optimization of long-lived agents. We assume that a good allocation algorithm exists when given the…

Computer Science and Game Theory · Computer Science 2019-09-04 Jason Hartline , Aleck Johnsen , Denis Nekipelov , Onno Zoeter

Auctions are widely used in exchanges to match buy and sell requests. Once the buyers and sellers place their requests, the exchange determines how these requests are to be matched. The two most popular objectives used while determining the…

Data Structures and Algorithms · Computer Science 2024-03-06 Mohit Garg , Suneel Sarswat

We consider a revenue maximization model, in which a company aims at designing a menu of contracts, given a population of customers. A standard approach consists in constructing an incentive-compatible continuum of contracts, i.e., a menu…

Optimization and Control · Mathematics 2023-03-31 Quentin Jacquet , Wim van Ackooij , Clémence Alasseur , Stéphane Gaubert

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

This paper proposes a simple descriptive model of discrete-time double auction markets for divisible assets. As in the classical models of exchange economies, we consider a finite set of agents described by their initial endowments and…

Theoretical Economics · Economics 2021-01-07 Teemu Pennanen

We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…

Computer Science and Game Theory · Computer Science 2017-04-17 Nikhil Devanur , Jugal Garg , Ruta Mehta , Vijay V. Vazirani , Sadra Yazdanbod
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