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The intuition that profit is optimized by maximizing marginal revenue is a guiding principle in microeconomics. In the classical auction theory for agents with linear utility and single-dimensional preferences, Bulow and Roberts (1989) show…

Computer Science and Game Theory · Computer Science 2014-06-06 Saeed Alaei , Hu Fu , Nima Haghpanah , Jason Hartline

We introduce a flexible framework for modeling dependent feature allocations. Our approach addresses limitations in traditional nonparametric methods by directly modeling the logit-probability surface of the feature paintbox, enabling the…

Methodology · Statistics 2025-12-22 Bernardo Flores , Yang Ni , Yanxun Xu , Peter Müller

We study the following fundamental data-driven pricing problem. How can/should a decision-maker price its product based on data at a single historical price? How valuable is such data? We consider a decision-maker who optimizes over…

Computer Science and Game Theory · Computer Science 2022-03-30 Amine Allouah , Achraf Bahamou , Omar Besbes

Two sellers compete to sell identical products to a single buyer. Each seller chooses an arbitrary mechanism, possibly involving lotteries, to sell their product. The utility-maximizing buyer can choose to participate in one or both…

Computer Science and Game Theory · Computer Science 2025-05-27 Brendan Lucier , Raghuvansh R. Saxena

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

Problem definition: We study a data-driven pricing problem in which a seller sets a price for a single item based on demand observed at a limited number of historical prices. Our goal is to quantify the value of such information and to…

Computer Science and Game Theory · Computer Science 2026-05-19 Achraf Bahamou , Omar Besbes , Omar Mouchtaki

A major problem in fair division is how to allocate a set of indivisible resources among agents fairly and efficiently. The goal of this work is to characterize the tradeoffs between two well-studied measures of fairness and efficiency --…

Computer Science and Game Theory · Computer Science 2024-01-17 Michal Feldman , Simon Mauras , Tomasz Ponitka

We consider a fundamental problem in microeconomics: selling a single item to a number of potential buyers, whose values are drawn from known independent and regular (not necessarily identical) distributions. There are four widely-used and…

Computer Science and Game Theory · Computer Science 2020-01-23 Yaonan Jin , Pinyan Lu , Zhihao Gavin Tang , Tao Xiao

Inspired by Internet ad auction applications, we study the problem of allocating a single item via an auction when bidders place very different values on the item. We formulate this as the problem of prior-free auction and focus on…

Computer Science and Game Theory · Computer Science 2009-09-30 Vahab Mirrokni , S. Muthukrishnan , Uri Nadav

We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt both parametric and nonparametric regression models to learn…

Optimization and Control · Mathematics 2026-05-21 Qing Zhu , Xian Yu , Guzin Bayraksan

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

Classical Bayesian mechanism design relies on the common prior assumption, but such prior is often not available in practice. We study the design of prior-independent mechanisms that relax this assumption: the seller is selling an…

Theoretical Economics · Economics 2024-12-12 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes

We study robustly optimal mechanisms for selling multiple items. The seller maximizes revenue against a worst-case distribution of a buyer's valuations within a set of distributions, called an "ambiguity" set. We identify the exact forms of…

Theoretical Economics · Economics 2024-08-26 Yeon-Koo Che , Weijie Zhong

We study revenue maximization in multi-item auctions, where bidders have subadditive valuations over independent items. Providing a simple mechanism that is approximately revenue-optimal in this setting is a major open problem in mechanism…

Computer Science and Game Theory · Computer Science 2023-10-13 Yang Cai , Ziyun Chen , Jinzhao Wu

We study consumer demand in large-scale retail settings with many products, multiple categories and repeated purchase behavior. While inertia and brand loyalty are well documented, existing discrete choice models typically focus on single…

Econometrics · Economics 2026-05-25 Daniel Brunner , Florian Heiss , Anna B. Schmidt

We consider the revenue maximization problem for an online retailer who plans to display in order a set of products differing in their prices and qualities. Consumers have attention spans, i.e., the maximum number of products they are…

Machine Learning · Computer Science 2025-11-11 Ningyuan Chen , Anran Li , Shuoguang Yang

In recent years, a variety of novel measures of dependence have been introduced being capable of characterizing diverse types of directed dependence, hence diverse types of how a number of predictor variables $\mathbf{X} = (X_1, \dots,…

Statistics Theory · Mathematics 2025-06-06 Sebastian Fuchs , Carsten Limbach

Assortment optimization is a critical tool for online retailers aiming to maximize revenue. However, optimizing purely for revenue can lead to unbalanced sales across products, potentially causing a long tail of low-selling products and…

Computer Science and Game Theory · Computer Science 2026-03-16 Omar El Housni , Qing Feng , Huseyin Topaloglu

The Rasch model is one of the most fundamental models in \emph{item response theory} and has wide-ranging applications from education testing to recommendation systems. In a universe with $n$ users and $m$ items, the Rasch model assumes…

Machine Learning · Computer Science 2023-10-31 Duc Nguyen , Anderson Zhang

We consider an online assortment problem with $[n]:=\{1,2,\ldots,n\}$ sellers, each holding exactly one item $i\in[n]$ with initial inventory $c_i\in \mathbb{Z}_+$, and a sequence of homogeneous buyers arriving over a finite time horizon…

Computer Science and Game Theory · Computer Science 2021-12-10 S. Rasoul Etesami