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Combinatorial auctions where agents can bid on bundles of items are desirable because they allow the agents to express complementarity and substitutability between the items. However, expressing one's preferences can require bidding on all…

Computer Science and Game Theory · Computer Science 2007-05-23 Benoit Hudson , Tuomas Sandholm

We introduce a new numerical framework to learn optimal bidding strategies in repeated auctions when the seller uses past bids to optimize her mechanism. Crucially, we do not assume that the bidders know what optimization mechanism is used…

Computer Science and Game Theory · Computer Science 2021-02-09 Thomas Nedelec , Jules Baudet , Vianney Perchet , Noureddine El Karoui

We consider the problem of a single seller repeatedly selling a single item to a single buyer (specifically, the buyer has a value drawn fresh from known distribution $D$ in every round). Prior work assumes that the buyer is fully rational…

Computer Science and Game Theory · Computer Science 2017-11-28 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

This paper studies inference in first-price and second-price sealed-bid auctions with many bidders, using an asymptotic framework where the number of bidders increases while the number of auctions remains fixed. Our approach enables…

Econometrics · Economics 2026-04-28 Federico A. Bugni , Yulong Wang

The classic result of Bulow and Klemperer \cite{BK96} says that in a single-item auction recruiting one more bidder and running the Vickrey auction achieves a higher revenue than the optimal auction's revenue on the original set of bidders,…

Computer Science and Game Theory · Computer Science 2013-10-07 Balasubramanian Sivan , Vasilis Syrgkanis

Along with substantial progress made recently in designing near-optimal mechanisms for multi-item auctions, interesting structural questions have also been raised and studied. In particular, is it true that the seller can always extract…

Computer Science and Game Theory · Computer Science 2017-09-12 Andrew Chi-Chih Yao

In markets such as digital advertising auctions, bidders want to maximize value rather than payoff. This is different to the utility functions typically assumed in auction theory and leads to different strategies and outcomes. We refer to…

Computer Science and Game Theory · Computer Science 2016-07-14 Salman Fadaei , Martin Bichler

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 study risk-free bidding strategies in combinatorial auctions with incomplete information. Specifically, what is the maximum profit that a complement-free (subadditive) bidder can guarantee in a multi-item combinatorial auction? Suppose…

Computer Science and Game Theory · Computer Science 2021-11-30 Vishnu V. Narayan , Gautam Rayaprolu , Adrian Vetta

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

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

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

Multi-item revenue-optimal mechanisms are known to be extremely complex, often offering buyers randomized lotteries of goods. In the standard buy-one model, it is known that optimal mechanisms can yield revenue infinitely higher than that…

Computer Science and Game Theory · Computer Science 2022-11-22 Sepehr Assadi , Vikram Kher , George Li , Ariel Schvartzman

We propose a uniform approach for the design and analysis of prior-free competitive auctions and online auctions. Our philosophy is to view the benchmark function as a variable parameter of the model and study a broad class of functions…

Computer Science and Game Theory · Computer Science 2014-11-11 Ning Chen , Nick Gravin , Pinyan Lu

We examine ``tournament'' second-price auctions in which $N$ bidders compete for the right to participate in a second stage and contend against bidder $N+1$. When the first $N$ bidders are committed so that their bids cannot be changed in…

Theoretical Economics · Economics 2024-03-14 Luca Anderlini , GaOn Kim

We consider a revenue-maximizing seller with a single item for sale to multiple buyers with i.i.d. valuations. Akbarpour and Li (2020) show that the only optimal, credible, strategyproof auction is the ascending price auction with reserves…

Computer Science and Game Theory · Computer Science 2023-10-31 Meryem Essaidi , Matheus V. X. Ferreira , S. Matthew Weinberg

In this work we are concerned with the design of efficient mechanisms while eliciting limited information from the agents. First, we study the performance of sampling approximations in facility location games. Our key result is to show that…

Computer Science and Game Theory · Computer Science 2022-08-26 Ioannis Anagnostides , Dimitris Fotakis , Panagiotis Patsilinakos

We investigate revenue guarantees for auction mechanisms in a model where a distribution is specified for each bidder, but only some of the distributions are correct. The subset of bidders whose distribution is correctly specified…

Computer Science and Game Theory · Computer Science 2020-07-22 Makis Arsenis , Odysseas Drosis , Robert Kleinberg

We study the revenue guarantees and approximability of item pricing. Recent work shows that with $n$ heterogeneous items, item-pricing guarantees an $O(\log n)$ approximation to the optimal revenue achievable by any (buy-many) mechanism,…

Computer Science and Game Theory · Computer Science 2021-11-08 Shuchi Chawla , Rojin Rezvan , Yifeng Teng , Christos Tzamos