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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 a problem related to submodular function optimization and the exact matching problem for which we show a rather peculiar status: its natural LP-relaxation can have fractional optimal vertices, but there is always also an optimal…

Data Structures and Algorithms · Computer Science 2025-04-11 Alexander Armbruster , Lars Rohwedder , Stefan Weltge , Andreas Wiese , Ruilong Zhang

We present tight bounds and heuristics for personalized, multi-product pricing problems. Under mild conditions we show that the best price in the direction of a positive vector results in profits that are guaranteed to be at least as large…

Theoretical Economics · Economics 2021-02-17 Guillermo Gallego , Gerardo Berbeglia

In continuous-choice settings, consumers decide not only on whether to purchase a product, but also on how much to purchase. Thus, firms optimize a full price schedule rather than a single price point. This paper provides a methodology to…

General Economics · Economics 2024-08-13 Soheil Ghili , Russ Yoon

Assortment optimization has received active explorations in the past few decades due to its practical importance. Despite the extensive literature dealing with optimization algorithms and latent score estimation, uncertainty quantification…

Machine Learning · Statistics 2023-05-05 Shuting Shen , Xi Chen , Ethan X. Fang , Junwei Lu

We study a robust selling problem where a seller attempts to sell one item to a buyer but is uncertain about the buyer's valuation distribution. Existing literature shows that robust screening provides a stronger theoretical guarantee than…

Theoretical Economics · Economics 2024-09-27 Shixin Wang

Finding diverse solutions to optimization problems has been of practical interest for several decades, and recently enjoyed increasing attention in research. While submodular optimization has been rigorously studied in many fields, its…

Data Structures and Algorithms · Computer Science 2023-07-18 Anh Viet Do , Mingyu Guo , Aneta Neumann , Frank Neumann

We study the identification and estimation of a multidimensional screening model, where a monopolist sells a multi-attribute product to consumers with private information about their multidimensional preferences. Under optimal screening,…

General Economics · Economics 2024-10-18 Gaurab Aryal , Federico Zincenko

We study revenue maximization through sequential posted-price (SPP) mechanisms in single-dimensional settings with $n$ buyers and independent but not necessarily identical value distributions. We construct the SPP mechanisms by considering…

Computer Science and Game Theory · Computer Science 2021-01-11 Hedyeh Beyhaghi , Negin Golrezaei , Renato Paes Leme , Martin Pal , Balasubramanian Sivan

We interpret multi-product supply chains (SCs) as coordinated markets; under this interpretation, a SC optimization problem is a market clearing problem that allocates resources and associated economic values (prices) to different…

Optimization and Control · Mathematics 2020-07-03 Philip A. Tominac , Victor M. Zavala

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

Situations where a group of agents come together to jointly buy a resource that they individually cannot afford to buy are commonly observed in markets. For example in the US market for radio spectrum, a recent proposal invited small firms…

Computer Science and Game Theory · Computer Science 2015-03-09 Vijay Kamble , Jean Walrand

This paper studies assortment and pricing optimization problems under the Two-Stage Luce model (2SLM), a discrete choice model introduced by Echenique and Saito (2018) that generalizes the multinomial logit model (MNL). The model employs an…

Discrete Mathematics · Computer Science 2019-04-24 Alvaro Flores , Gerardo Berbeglia , Pascal Van Hentenryck

Motivated by recent progress on pricing in the AI literature, we study marketplaces that contain multiple vendors offering identical or similar products and unit-demand buyers with different valuations on these vendors. The objective of…

We study a classical Bayesian mechanism design problem where a seller is selling multiple items to multiple buyers. We consider the case where the seller has costs to produce the items, and these costs are private information to the seller.…

Computer Science and Game Theory · Computer Science 2020-04-20 Yang Cai , Mingfei Zhao

We consider the theoretical properties of a model which encompasses bi-partite matching under transferable utility on the one hand, and hedonic pricing on the other. This framework is intimately connected to tripartite matching problems…

Economics · Quantitative Finance 2017-01-18 Brendan Pass

We consider the design of a revenue-optimal mechanism when two items are available to be sold to a single buyer whose valuation is uniformly distributed over an arbitrary rectangle $[c_1,c_1+b_1]\times[c_2,c_2+b_2]$ in the positive…

Computer Science and Game Theory · Computer Science 2019-03-06 D. Thirumulanathan , Rajesh Sundaresan , Y Narahari

It is well-known that optimal (i.e., revenue-maximizing) selling mechanisms in multidimensional type spaces may involve randomization. We obtain conditions under which deterministic mechanisms are optimal for selling two identical,…

Theoretical Economics · Economics 2022-02-22 Sushil Bikhchandani , Debasis Mishra

Duality of linear programming is a standard approach to the classical weighted maximum matching problem. From an economic perspective, the dual variables can be regarded as prices of products and payoffs of buyers in a two-sided matching…

Data Structures and Algorithms · Computer Science 2019-12-03 Xiaoming Li , Tao Lin

We consider the well known, and notoriously difficult, problem of a single revenue-maximizing seller selling two or more heterogeneous goods to a single buyer whose private values for the goods are drawn from a (possibly correlated) known…

Computer Science and Game Theory · Computer Science 2022-09-23 Sergiu Hart , Noam Nisan
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