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We study the design of prior-independent auctions in a setting with heterogeneous bidders. In particular, we consider the setting of selling to $n$ bidders whose values are drawn from $n$ independent but not necessarily identical…

Computer Science and Game Theory · Computer Science 2023-11-08 Guru Guruganesh , Aranyak Mehta , Di Wang , Kangning Wang

In the multi-unit pricing problem, multiple units of a single item are for sale. A buyer's valuation for $n$ units of the item is $v \min \{ n, d\} $, where the per unit valuation $v$ and the capacity $d$ are private information of the…

Computer Science and Game Theory · Computer Science 2017-04-18 Nikhil R. Devanur , Nima Haghpanah , Christos-Alexandros Psomas

We study revenue maximization in multi-item multi-bidder auctions under the natural item-independence assumption - a classical problem in Multi-Dimensional Bayesian Mechanism Design. One of the biggest challenges in this area is developing…

Computer Science and Game Theory · Computer Science 2022-04-12 Yang Cai , Argyris Oikonomou , Mingfei Zhao

Consider a seller that intends to auction some item. The seller can invest money and effort in advertising in different market segments in order to recruit $n$ bidders to the auction. Alternatively, the seller can have a much cheaper and…

Computer Science and Game Theory · Computer Science 2021-06-03 Amir Ban , Avi Cohen , Shahar Dobzinski , Itai Ashlagi

In this paper, we consider the problem of designing incentive compatible auctions for multiple (homogeneous) units of a good, when bidders have private valuations and private budget constraints. When only the valuations are private and the…

Computer Science and Game Theory · Computer Science 2009-04-23 Sayan Bhattacharya , Vincent Conitzer , Kamesh Munagala , Lirong Xia

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

A seminal result of Bulow and Klemperer [1989] demonstrates the power of competition for extracting revenue: when selling a single item to $n$ bidders whose values are drawn i.i.d. from a regular distribution, the simple welfare-maximizing…

Computer Science and Game Theory · Computer Science 2016-12-30 Alon Eden , Michal Feldman , Ophir Friedler , Inbal Talgam-Cohen , S. Matthew Weinberg

We study the optimal behavior of a bidder in a real-time auction subject to the requirement that a specified collections of heterogeneous items be acquired within given time constraints. The problem facing this bidder is cast as a…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

An indivisible object may be sold to one of $n$ agents who know their valuations of the object. The seller would like to use a revenue-maximizing mechanism but her knowledge of the valuations' distribution is scarce: she knows only the…

Theoretical Economics · Economics 2020-08-27 Alex Suzdaltsev

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

It was recently shown in [http://arxiv.org/abs/1207.5518] that revenue optimization can be computationally efficiently reduced to welfare optimization in all multi-dimensional Bayesian auction problems with arbitrary (possibly…

Computer Science and Game Theory · Computer Science 2013-05-20 Yang Cai , Constantinos Daskalakis , S. Matthew Weinberg

In this paper, we introduce a novel approach for reducing the $k$-item $n$-bidder auction with additive valuation to $k$-item $1$-bidder auctions. This approach, called the \emph{Best-Guess} reduction, can be applied to address several…

Computer Science and Game Theory · Computer Science 2014-06-24 Andrew Chi-Chih Yao

We consider a revenue-maximizing single seller with $m$ items for sale to a single buyer whose value $v(\cdot)$ for the items is drawn from a known distribution $D$ of support $k$. A series of works by Cai et al. establishes that when each…

Computer Science and Game Theory · Computer Science 2020-07-13 Natalie Collina , S. Matthew Weinberg

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

This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential auctions, simultaneous auctions, and the Trading Agent…

Computer Science and Game Theory · Computer Science 2012-07-19 Amy Greenwald , Justin Boyan

The current art in optimal combinatorial auctions is limited to handling the case of single units of multiple items, with each bidder bidding on exactly one bundle (single minded bidders). This paper extends the current art by proposing an…

Computer Science and Game Theory · Computer Science 2010-04-27 Sujit Gujar , Y Narahari

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

Classical optimal auction theory assumes that bids reach the seller directly. We study how this picture changes when a revenue-maximizing intermediary controls access to the seller's auction. Motivated by blockchain auctions, online…

Computer Science and Game Theory · Computer Science 2026-05-22 Jingyi Liu , Aviad Rubinstein , Ertem Nusret Tas , S. Matthew Weinberg , Qianfan Zhang

This paper studies some basic problems in a multiple-object auction model using methodologies from theoretical computer science. We are especially concerned with situations where an adversary bidder knows the bidding algorithms of all the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Ming-Yang Kao , Junfeng Qi , Lei Tan

We study the problem of a seller dynamically pricing $d$ distinct types of indivisible goods, when faced with the online arrival of unit-demand buyers drawn independently from an unknown distribution. The goods are not in limited supply,…

Data Structures and Algorithms · Computer Science 2017-06-13 Aaron Roth , Aleksandrs Slivkins , Jonathan Ullman , Zhiwei Steven Wu