Related papers: Beckmann's approach to multi-item multi-bidder auc…
In this work we propose a batch version of the Greenkhorn algorithm for multimarginal regularized optimal transport problems. Our framework is general enough to cover, as particular cases, some existing algorithms like Sinkhorn and…
While the auto-bidding literature predominantly considers independent bidding, we investigate the coordination problem among multiple auto-bidders in online advertising platforms. Two motivating scenarios are: collaborative bidding among…
The optimal pricing problem is a fundamental problem that arises in combinatorial auctions. Suppose that there is one seller who has indivisible items and multiple buyers who want to purchase a combination of the items. The seller wants to…
We investigate the problem of optimal transport in the so-called Beckmann form, i.e. given two Radon measures on a compact set, we seek an optimal flow field which is a vector valued Radon measure on the same set that describes a flow…
We are interested in the problem of optimal commitments in rank-and-bid based auctions, a general class of auctions that include first price and all-pay auctions as special cases. Our main contribution is a novel approach to solve for…
We study the problem of multi-dimensional revenue maximization when selling $m$ items to a buyer that has additive valuations for them, drawn from a (possibly correlated) prior distribution. Unlike traditional Bayesian auction design, we…
This paper studies a joint design problem where a seller can design both the signal structures for the agents to learn their values, and the allocation and payment rules for selling the item. In his seminal work, Myerson (1981) shows how to…
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…
Designing revenue optimal auctions for selling an item to $n$ symmetric bidders is a fundamental problem in mechanism design. Myerson (1981) shows that the second price auction with an appropriate reserve price is optimal when bidders'…
We consider the problem of finding the (unique) minimal Walrasian equilibrium price in multi-item, multi-unit auction models: there are multiple indivisible items for sale, with several units of each item, and a bidder may be interested in…
Consider a transportation problem with sets of sources and sinks. There are profits and prices on the edges. The goal is to maximize the profit while meeting the following constraints; the total flow going out of a source must not exceed…
This study explores the design of an efficient rebate policy in auction markets, focusing on a continuous-time setting with competition among market participants. In this model, a stock exchange collects transaction fees from auction…
We completely characterise the optimal solutions for the three-marginal optimal transport problem - introduced in [K. Bolbotowski, G. Bouchitt\'e, Kantorovich-Rubinstein duality theory for the Hessian, 2024, preprint], and whose relaxation…
We investigate duality and existence of dual optimizers for several adapted optimal transport problems under minimal assumptions. This includes the causal and bicausal transport, the causal and bicausal barycenter problem, and a…
For Bayesian combinatorial auctions, we present a general framework for approximately reducing the mechanism design problem for multiple buyers to single buyer sub-problems. Our framework can be applied to any setting which roughly…
We study a classic Bayesian mechanism design setting of monopoly problem for an additive buyer in the presence of budgets. In this setting a monopolist seller with $m$ heterogeneous items faces a single buyer and seeks to maximize her…
This paper examines knapsack auctions as a method to solve the knapsack problem with incomplete information, where object values are private and sizes are public. We analyze three auction types-uniform price (UP), discriminatory price (DP),…
Robust mechanism design is a rising alternative to Bayesian mechanism design, which yields designs that do not rely on assumptions like full distributional knowledge. We apply this approach to mechanisms for selling a single item, assuming…
Designing an incentive compatible auction that maximizes expected revenue is a central problem in Auction Design. While theoretical approaches to the problem have hit some limits, a recent research direction initiated by Duetting et al.…
In combinatorial auctions, a designer must decide how to allocate a set of indivisible items amongst a set of bidders. Each bidder has a valuation function which gives the utility they obtain from any subset of the items. Our focus is…