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The Empirical Revenue Maximization (ERM) is one of the most important price learning algorithms in auction design: as the literature shows it can learn approximately optimal reserve prices for revenue-maximizing auctioneers in both repeated…

Computer Science and Game Theory · Computer Science 2020-10-13 Xiaotie Deng , Ron Lavi , Tao Lin , Qi Qi , Wenwei Wang , Xiang Yan

We consider the fundamental scenario where a single item is to be sold to one of two agents. Both agents draw their valuation for the item from the same probability distribution. However, only one of them submits a bid to the mechanism. The…

Computer Science and Game Theory · Computer Science 2025-08-26 Ioannis Caragiannis , Georgios Kalantzis

We provide a near-optimal, computationally efficient algorithm for the unit-demand pricing problem, where a seller wants to price n items to optimize revenue against a unit-demand buyer whose values for the items are independently drawn…

Computer Science and Game Theory · Computer Science 2014-10-28 Yang Cai , Constantinos Daskalakis

We study the problem of learning a linear model to set the reserve price in an auction, given contextual information, in order to maximize expected revenue from the seller side. First, we show that it is not possible to solve this problem…

Optimization and Control · Mathematics 2020-11-17 Joey Huchette , Haihao Lu , Hossein Esfandiari , Vahab Mirrokni

The literature on "mechanism design from samples," which has flourished in recent years at the interface of economics and computer science, offers a bridge between the classic computer-science approach of worst-case analysis (corresponding…

Computer Science and Game Theory · Computer Science 2018-07-03 Moshe Babaioff , Yannai A. Gonczarowski , Yishay Mansour , Shay Moran

This paper explores the critical domain of Revenue Management (RM) within Operations Research (OR), focusing on intricate pricing dynamics. Utilizing Mixed Integer Linear Programming (MILP) models, the study enhances revenue optimization by…

Optimization and Control · Mathematics 2024-04-08 Amirreza Talebi , Sayed Pedram Haeri Boroujeni , Abolfazl Razi

We study the revenue maximization problem with an imprecisely estimated distribution of a single buyer or several independent and identically distributed buyers given that this estimation is not far away from the true distribution. We use…

Computer Science and Game Theory · Computer Science 2019-03-05 Yingkai Li , Pinyan Lu , Haoran Ye

Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Machine Learning · Computer Science 2024-12-11 Koby Bibas

While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…

Machine Learning · Statistics 2022-05-27 Avishek Ghosh , Arya Mazumdar , Soumyabrata Pal , Rajat Sen

Large language models (LLMs) have shown promise in performing complex multi-step reasoning, yet they continue to struggle with mathematical reasoning, often making systematic errors. A promising solution is reinforcement learning (RL)…

Machine Learning · Computer Science 2025-09-22 Hanning Zhang , Pengcheng Wang , Shizhe Diao , Yong Lin , Rui Pan , Hanze Dong , Dylan Zhang , Pavlo Molchanov , Tong Zhang

We study revenue maximization in a buyer-seller setting where the seller has a single object and the buyer has both a private valuation and a private budget. Private budgets complicate the classic single-product monopoly problem, making…

Computer Science and Game Theory · Computer Science 2026-04-30 Juan Carlos Carbajal , Ahuva Mualem

In this work we investigate to which extent one can recover class probabilities within the empirical risk minimization (ERM) paradigm. The main aim of our paper is to extend existing results and emphasize the tight relations between…

Machine Learning · Computer Science 2020-07-22 Alexander Mey , Marco Loog

In this paper, we settle the problem of learning optimal linear contracts from data in the offline setting, where agent types are drawn from an unknown distribution and the principal's goal is to design a contract that maximizes her…

Computer Science and Game Theory · Computer Science 2026-05-28 Mikael Møller Høgsgaard

It has been recognized that the diversity of base learners is of utmost importance to a good ensemble. This paper defines a novel measurement of diversity, termed as exclusivity. With the designed exclusivity, we further propose an ensemble…

Machine Learning · Computer Science 2016-05-17 Xiaojie Guo

We advance a recently flourishing line of work at the intersection of learning theory and computational economics by studying the learnability of two classes of mechanisms prominent in economics, namely menus of lotteries and two-part…

Computer Science and Game Theory · Computer Science 2024-07-17 Maria-Florina Balcan , Hedyeh Beyhaghi

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

Methodology · Statistics 2025-10-17 Andrew Welbaum , Wanli Qiao

Emek et al. presented a model of probabilistic single-item second price auctions where an auctioneer who is informed about the type of an item for sale, broadcasts a signal about this type to uninformed bidders. They proved that finding the…

Computer Science and Game Theory · Computer Science 2012-02-08 Peter Bro Miltersen , Or Sheffet

Maximizing the revenue from selling _more than one_ good (or item) to a single buyer is a notoriously difficult problem, in stark contrast to the one-good case. For two goods, we show that simple "one-dimensional" mechanisms, such as…

Computer Science and Game Theory · Computer Science 2022-09-22 Sergiu Hart , Noam Nisan

We continue the study of the performance for fixed-price mechanisms in the bilateral trade problem, and improve approximation ratios of welfare-optimal mechanisms in several settings. Specifically, in the case where only the buyer…

Computer Science and Game Theory · Computer Science 2023-03-29 Zhengyang Liu , Zeyu Ren , Zihe Wang

A sequence of recent studies show that even in the simple setting of a single seller and a single buyer with additive, independent valuations over $m$ items, the revenue-maximizing mechanism is prohibitively complex. This problem has been…

Computer Science and Game Theory · Computer Science 2018-01-10 Michal Feldman , Ophir Friedler , Aviad Rubinstein
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