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Related papers: Robust double auction mechanisms

200 papers

We study the question of setting and testing reserve prices in single item auctions when the bidders are not identical. At a high level, there are two generalizations of the standard second price auction: in the lazy version we first…

Computer Science and Game Theory · Computer Science 2016-02-26 Renato Paes Leme , Martin Pal , Sergei Vassilvitskii

The first-price auction is popular in practice for its simplicity and transparency. Moreover, its potential virtues grow in complex settings where incentive compatible auctions may generate little or no revenue. Unfortunately, the…

Computer Science and Game Theory · Computer Science 2013-04-30 Darrell Hoy , Kamal Jain , Christopher A. Wilkens

We study auction design when a seller relies on machine-learning predictions of bidders' valuations that may be unreliable. Motivated by modern ML systems that are often accurate but occasionally fail in a way that is essentially…

Computer Science and Game Theory · Computer Science 2026-01-29 Ilan Lobel , Humberto Moreira , Omar Mouchtaki

We study the mechanism design problem of selling a public good to a group of agents by a principal in the correlated private value environment. We assume the principal only knows the expectations of the agents' values, but does not know the…

Theoretical Economics · Economics 2022-01-06 Wanchang Zhang

Consider a trade market with one seller and multiple buyers. The seller aims to sell an indivisible item and maximize their revenue. This paper focuses on a simple and popular mechanism--the fixed-price mechanism. Unlike the standard…

Computer Science and Game Theory · Computer Science 2024-11-19 Zhikang Fan , Weiran Shen

We consider repeated allocation of a shared resource via a non-monetary mechanism, wherein a single item must be allocated to one of multiple agents in each round. We assume that each agent has i.i.d. values for the item across rounds, and…

Computer Science and Game Theory · Computer Science 2025-11-07 David X. Lin , Siddhartha Banerjee , Giannis Fikioris , Éva Tardos

Exploiting a precise reproduction of a stock exchange, the robustness of the Continuous Double Auction (CDA) mechanism, evaluated by means of the waiting time distributions, has been proved versus 36 different set ups made by varying both…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Alessandro Cappellini , Gianluigi Ferraris

In a recent publication, using a simple two-period model, which is already capable to capture essential non-convex multiperiod bids, Richstein et al. have shown that in the case of optimal bidding, multi-part bidding always ensures a higher…

General Economics · Economics 2025-10-09 Dávid Csercsik , Mihály András Vághy

We study the design of information acquisition games-environments where a designer contracts their action on Sender's choice of experiment and the realized signals about some state-and identify which predictions can be made absent knowledge…

Theoretical Economics · Economics 2026-01-22 Eric Gao , Daniel Luo

In this paper, we study efficiency in truthful auctions via a social network, where a seller can only spread the information of an auction to the buyers through the buyers' network. In single-item auctions, we show that no mechanism is…

Theoretical Economics · Economics 2019-04-30 Seiji Takanashi , Takehiro Kawasaki , Taiki Todo , Makoto Yokoo

This paper studies a simplicity notion in a mechanism design setting in which agents do not necessarily share a common prior. I develop a model in which agents participate in a prior-free game of (coarse) information acquisition followed by…

Theoretical Economics · Economics 2024-10-10 Joseph Feffer

We study dynamic mechanisms for optimizing revenue in repeated auctions, that are robust to heterogeneous forward-looking and learning behavior of the buyers. Typically it is assumed that the buyers are either all myopic or are all infinite…

Computer Science and Game Theory · Computer Science 2019-06-11 Shipra Agrawal , Eric Balkanski , Vahab Mirrokni , Balasubramanian Sivan

In online bilateral trade, a platform posts prices to incoming pairs of buyers and sellers that have private valuations for a certain good. If the price is lower than the buyers' valuation and higher than the sellers' valuation, then a…

Computer Science and Game Theory · Computer Science 2024-05-24 François Bachoc , Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni

As autobidding systems increasingly dominate online advertising auctions, characterizing their long-term dynamical behavior is brought to the fore. In this paper, we examine the dynamics of autobidders who optimize value subject to a…

Computer Science and Game Theory · Computer Science 2026-02-11 Ioannis Anagnostides , Ian Gemp , Georgios Piliouras , Kelly Spendlove

Good economic mechanisms depend on the preferences of participants in the mechanism. For example, the revenue-optimal auction for selling an item is parameterized by a reserve price, and the appropriate reserve price depends on how much the…

Computer Science and Game Theory · Computer Science 2014-06-10 Shuchi Chawla , Jason Hartline , Denis Nekipelov

As computational agents are developed for increasingly complicated e-commerce applications, the complexity of the decisions they face demands advances in artificial intelligence techniques. For example, an agent representing a seller in an…

Artificial Intelligence · Computer Science 2017-01-08 W. P. Birmingham , E. H. Durfee , S. Park

The idea of this paper is an advanced game concept. This concept is expected to model non-monetary bilateral cooperations between self-interested agents. Such non-monetary cases are social cooperations like allocation of high level jobs or…

Computer Science and Game Theory · Computer Science 2009-05-25 Rustam Tagiew

The connection between games and no-regret algorithms has been widely studied in the literature. A fundamental result is that when all players play no-regret strategies, this produces a sequence of actions whose time-average is a…

Computer Science and Game Theory · Computer Science 2020-09-15 Zhe Feng , Guru Guruganesh , Christopher Liaw , Aranyak Mehta , Abhishek Sethi

We study the design of mechanisms -- e.g., auctions -- when the designer does not control information flows between mechanism participants. A mechanism equilibrium is leakage-proof if no player conditions their actions on leaked…

Theoretical Economics · Economics 2025-11-04 Samuel Häfner , Marek Pycia , Haoyuan Zeng

In an all-pay auction, only one bidder wins but all bidders must pay the auctioneer. All-pay bidding games arise from attaching a similar bidding structure to traditional combinatorial games to determine which player moves next. In contrast…

Computer Science and Game Theory · Computer Science 2015-05-15 Michael Menz , Justin Wang , Jiyang Xie