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Mechanism design, a branch of economics, aims to design rules that can autonomously achieve desired outcomes in resource allocation and public decision making. The research on mechanism design using machine learning is called automated…

Computer Science and Game Theory · Computer Science 2024-12-17 Tsuyoshi Suehara , Koh Takeuchi , Hisashi Kashima , Satoshi Oyama , Yuko Sakurai , Makoto Yokoo

Multi-item mechanisms can be very complex offering many different bundles to the buyer that could even be randomized. Such complexity is thought to be necessary as the revenue gaps between randomized and deterministic mechanisms, or…

Computer Science and Game Theory · Computer Science 2019-07-03 Shuchi Chawla , Yifeng Teng , Christos Tzamos

A seller wants to sell a good to a set of bidders using a credible mechanism. We show that when the seller has private information about her cost, it is impossible for a static mechanism to achieve the optimal revenue. In particular, even…

Theoretical Economics · Economics 2025-09-29 Martino Banchio , Andrzej Skrzypacz , Frank Yang

We study the problem of characterizing revenue optimal auctions for single-minded buyers. Each buyer is interested only in a specific bundle of items and has a value for the same. Both his bundle and its value are his private information.…

Computer Science and Game Theory · Computer Science 2010-09-14 Vineet Abhishek , Bruce Hajek

We study the problem of finding the optimal bidding strategy for an advertiser in a multi-platform auction setting. The competition on a platform is captured by a value and a cost function, mapping bidding strategies to value and cost…

Computer Science and Game Theory · Computer Science 2025-02-27 Gagan Aggarwal , Anupam Gupta , Xizhi Tan , Mingfei Zhao

In a bipartite max-min LP, we are given a bipartite graph $\myG = (V \cup I \cup K, E)$, where each agent $v \in V$ is adjacent to exactly one constraint $i \in I$ and exactly one objective $k \in K$. Each agent $v$ controls a variable…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-05-15 Patrik Floréen , Marja Hassinen , Petteri Kaski , Jukka Suomela

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

We develop efficient algorithms to construct utility maximizing mechanisms in the presence of risk averse players (buyers and sellers) in Bayesian settings. We model risk aversion by a concave utility function, and players play…

Computer Science and Game Theory · Computer Science 2012-06-28 Anand Bhalgat , Tanmoy Chakraborty , Sanjeev Khanna

We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…

Computational Engineering, Finance, and Science · Computer Science 2022-06-28 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

In budget-feasible mechanism design, there is a set of items $U$, each owned by a distinct seller. The seller of item $e$ incurs a private cost $\overline{c}_e$ for supplying her item. A buyer wishes to procure a set of items from the…

Computer Science and Game Theory · Computer Science 2026-03-04 Rian Neogi , Kanstantsin Pashkovich , Chaitanya Swamy

In Bayesian single-item auctions, a monotone bidding strategy--one that prescribes a higher bid for a higher value type--can be equivalently represented as a partition of the quantile space into consecutive intervals corresponding to…

Computer Science and Game Theory · Computer Science 2026-02-10 Junyao Zhao

In this paper, we present the first approximation algorithms for the problem of designing revenue optimal Bayesian incentive compatible auctions when there are multiple (heterogeneous) items and when bidders can have arbitrary demand and…

Computer Science and Game Theory · Computer Science 2010-03-30 Sayan Bhattacharya , Gagan Goel , Sreenivas Gollapudi , Kamesh Munagala

Budget-feasible procurement auctions play a pivotal role in various AI-driven marketplaces, such as data acquisition and crowdsourcing, where a buyer with a limited budget seeks to procure services from strategic sellers with private costs.…

Computer Science and Game Theory · Computer Science 2026-05-04 Shuang Cui , He Huang , Yu-e Sun , Chen Xue

We show that in the single-parameter mechanism design environment, the only non-wasteful, symmetric, incentive compatible and Sybil-proof direct mechanism is a second price auction with symmetric tie-breaking. Thus, if there is private…

Computer Science and Game Theory · Computer Science 2026-02-10 Minghao Pan , Bruno Mazorra , Christoph Schlegel , Akaki Mamageishvili

Online Resource Allocation addresses the problem of efficiently allocating limited resources to buyers with incomplete knowledge of future requests. In our setting, buyers arrive sequentially requesting a set of items, each with a value…

Computer Science and Game Theory · Computer Science 2026-02-11 Dimitris Fotakis , Charalampos Platanos , Thanos Tolias

We study two standard multi-unit auction formats for allocating multiple units of a single good to multi-demand bidders. The first one is the Discriminatory Auction, which charges every winner his winning bids. The second is the Uniform…

Computer Science and Game Theory · Computer Science 2016-05-02 Bart de Keijzer , Evangelos Markakis , Guido Schäfer , Orestis Telelis

The challenge of taking many variables into account in optimization problems may be overcome under the hypothesis of low effective dimensionality. Then, the search of solutions can be reduced to the random embedding of a low dimensional…

Optimization and Control · Mathematics 2018-10-23 Mickaël Binois , David Ginsbourger , Olivier Roustant

In this paper, we develop a new method for finding an optimal biddingstrategy in sequential auctions, using a dynamic programming technique. Theexisting method assumes that the utility of a user is represented in anadditive form. Thus, the…

Computer Science and Game Theory · Computer Science 2013-01-14 Hiromitsu Hattori , Makoto Yokoo , Yuko Sakurai , Toramatsu Shintani

We study the mechanism design problem of selling $k$ items to unit-demand buyers with private valuations for the items. A buyer either participates directly in the auction or is represented by an intermediary, who represents a subset of…

Computer Science and Game Theory · Computer Science 2021-11-23 Gagan Aggarwal , Kshipra Bhawalkar , Guru Guruganesh , Andres Perlroth

For Bayesian combinatorial auctions, we present a general framework for approximately reducing the mechanism design problem for multiple buyers to single buyer sub-problems. Our framework can be applied to any setting which roughly…

Computer Science and Game Theory · Computer Science 2012-06-18 Saeed Alaei