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Developing efficient sequential bidding strategies for repeated auctions is an important practical challenge in various marketing tasks. In this setting, the bidding agent obtains information, on both the value of the item at sale and the…

Machine Learning · Computer Science 2021-03-01 Juliette Achddou , Olivier Cappé , Aurélien Garivier

We consider a model of bilateral trade with private values. The value of the buyer and the cost of the seller are jointly distributed. The true joint distribution is unknown to the designer, however, the marginal distributions of the value…

Theoretical Economics · Economics 2023-01-02 Komal Malik

We consider a monopolist seller with $n$ heterogeneous items, facing a single buyer. The buyer has a value for each item drawn independently according to (non-identical) distributions, and her value for a set of items is additive. The…

Computer Science and Game Theory · Computer Science 2020-08-03 Moshe Babaioff , Nicole Immorlica , Brendan Lucier , S. Matthew Weinberg

Recent empirical work demonstrates that online advertisement can exhibit bias in the delivery of ads across users even when all advertisers bid in a non-discriminatory manner. We study the design of ad auctions that, given fair bids, are…

Computer Science and Game Theory · Computer Science 2021-12-02 Shuchi Chawla , Meena Jagadeesan

Diffusion auction design is a new trend in mechanism design for which the main goal is to incentivize existing buyers to invite new buyers, who are their neighbors on a social network, to join an auction even though they are competitors.…

Computer Science and Game Theory · Computer Science 2024-08-26 Yao Zhang , Shanshan Zheng , Dengji Zhao

Real-Time Bidding is a new Internet advertising system that has become very popular in recent years. This system works like a global auction where advertisers bid to display their impressions in the publishers' ad slots. The most popular…

Computer Science and Game Theory · Computer Science 2020-10-26 Luis Miralles-Pechuán , Fernando Jiménez , José Manuel García

We obtain revenue guarantees for the simple pricing mechanism of a single posted price, in terms of a natural parameter of the distribution of buyers' valuations. Our revenue guarantee applies to the single item n buyers setting, with…

Computer Science and Game Theory · Computer Science 2015-06-02 Balasubramanian Sivan , Vasilis Syrgkanis , Omer Tamuz

We analyze a model of selling a single object to a principal-agent pair who want to acquire the object for a firm. The principal and the agent have different assessments of the object's value to the firm. The agent is budget-constrained…

Theoretical Economics · Economics 2024-10-07 Debasis Mishra , Kolagani Paramahamsa

We study the price of anarchy of the generalized second-price auction where bidders are value maximizers (i.e., autobidders). We show that in general the price of anarchy can be as bad as $0$. For comparison, the price of anarchy of running…

Computer Science and Game Theory · Computer Science 2023-10-06 Yuan Deng , Mohammad Mahdian , Jieming Mao , Vahab Mirrokni , Hanrui Zhang , Song Zuo

We study buyer-optimal procurement mechanisms when quality is contractible. When some costs are borne by every participant of a procurement auction regardless of winning, the classic analysis should be amended. We show that an optimal…

Theoretical Economics · Economics 2024-11-20 Pasha Andreyanov , Ilia Krasikov , Alex Suzdaltsev

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

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

Sellers often prescreen potential bidders, restricting participation to a select group of capable participants. Recent advances in machine learning and generative AI make this strategy increasingly viable by enabling the cost-effective…

Computer Science and Game Theory · Computer Science 2025-08-25 Yanwei Sun , Fupeng Sun , Chiwei Yan , Jiahua Wu

Sellers in online markets face the challenge of determining the right time to sell in view of uncertain future offers. Classical stopping theory assumes that sellers have full knowledge of the value distributions, and leverage this…

Theoretical Economics · Economics 2022-06-30 Pieter Kleer , Johan van Leeuwaarden

One method to offer some bidders a discount in a first-price auction is to augment their bids when selecting a winner but only charge them their original bids should they win. Another method is to use their original bids to select a winner,…

Computer Science and Game Theory · Computer Science 2024-03-12 Miguel Alcobendas , Eric Bax

Automated negotiation is a well-known mechanism for autonomous agents to reach agreements. To realize beneficial agreements quickly, it is key to employ a good bidding strategy. When a negotiating agent has a good back-up plan, i.e., a high…

Computer Science and Game Theory · Computer Science 2024-05-01 Tamara C. P. Florijn , Pinar Yolum , Tim Baarslag

This paper describes an engine to optimize web publisher revenues from second-price auctions. These auctions are widely used to sell online ad spaces in a mechanism called real-time bidding (RTB). Optimization within these auctions is…

Computer Science and Game Theory · Computer Science 2020-06-15 Pedro Chahuara , Nicolas Grislain , Grégoire Jauvion , Jean-Michel Renders

The planner wants to give k identical, indivisible objects to the top k valuation agents at zero costs. Each agent knows her own valuation of the object and whether it is among the top k. Modify the (k+1)st-price sealed-bid auction by…

Computer Science and Game Theory · Computer Science 2011-07-05 H. Reiju Mihara

We study a mechanism design problem where a seller aims to allocate a good to multiple bidders, each with a private value. The seller supports or favors a specific group, referred to as the minority group. Specifically, the seller requires…

Theoretical Economics · Economics 2025-02-13 Ruiqin Wang , Cagil Kocyigit , Napat Rujeerapaiboon

We present a new approach to machine learning-powered combinatorial auctions, which is based on the principles of Differential Privacy. Our methodology guarantees that the auction mechanism is truthful, meaning that rational bidders have…

Computer Science and Game Theory · Computer Science 2024-05-20 Arash Jamshidi , Seyed Mohammad Hosseini , Seyed Mahdi Noormousavi , Mahdi Jafari Siavoshani
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