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We provide a Polynomial Time Approximation Scheme (PTAS) for the Bayesian optimal multi-item multi-bidder auction problem under two conditions. First, bidders are independent, have additive valuations and are from the same population.…

Computer Science and Game Theory · Computer Science 2012-11-06 Yang Cai , Zhiyi Huang

We consider budget feasible mechanisms for procurement auctions with additive valuation functions. For the divisible case, where agents can be allocated fractionally, there exists an optimal mechanism with approximation guarantee $e/(e-1)$…

Computer Science and Game Theory · Computer Science 2022-09-02 Sophie Klumper , Guido Schäfer

We study the problem of learning revenue-optimal multi-bidder auctions from samples when the samples of bidders' valuations can be adversarially corrupted or drawn from distributions that are adversarially perturbed. First, we prove tight…

Computer Science and Game Theory · Computer Science 2021-07-14 Wenshuo Guo , Michael I. Jordan , Manolis Zampetakis

We consider a pair of traders in a market where the information available to the second trader is a strict subset of the information available to the first trader. The traders make prices based on the information available concerning a…

Mathematical Finance · Quantitative Finance 2024-01-24 George Bouzianis , Lane P. Hughston , Leandro Sánchez-Betancourt

We study simple and approximately optimal auctions for agents with a particular form of risk-averse preferences. We show that, for symmetric agents, the optimal revenue (given a prior distribution over the agent preferences) can be…

Computer Science and Game Theory · Computer Science 2013-01-04 Hu Fu , Jason Hartline , Darrell Hoy

When agents with independent priors bid for a single item, Myerson's optimal auction maximizes expected revenue, whereas Vickrey's second-price auction optimizes social welfare. We address the natural question of trade-offs between the two…

Computer Science and Game Theory · Computer Science 2012-05-15 Ilias Diakonikolas , Christos Papadimitriou , George Pierrakos , Yaron Singer

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

Computer Science and Game Theory · Computer Science 2021-09-23 Thomas Nedelec , Clément Calauzènes , Noureddine El Karoui , Vianney Perchet

Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, who wish to trade a good. We study this problem from the perspective of a profit-maximizing broker within an online learning framework,…

Computer Science and Game Theory · Computer Science 2026-05-14 Simone Di Gregorio , Paul Dütting , Federico Fusco , Chris Schwiegelshohn

In the mechanism design theory, a designer would like to implement a desired social choice function which specifies her favorite outcome for each possible profile of all agents' types. Traditionally, the designer may be in a dilemma in the…

Computer Science and Game Theory · Computer Science 2019-06-04 Haoyang Wu

In this paper, we introduce a Bayesian revenue-maximizing mechanism design model where the items have fixed, exogenously-given prices. Buyers are unit-demand and have an ordinal ranking over purchasing either one of these items at its given…

Computer Science and Game Theory · Computer Science 2020-10-16 Will Ma

The idea of this paper is an advanced game concept. This concept is expected to model non-monetary bilateral cooperations between self-interested agents. Such non-monetary cases are social cooperations like allocation of high level jobs or…

Computer Science and Game Theory · Computer Science 2009-05-25 Rustam Tagiew

We consider a two-way trading problem, where investors buy and sell a stock whose price moves within a certain range. Naturally they want to maximize their profit. Investors can perform up to $k$ trades, where each trade must involve the…

Data Structures and Algorithms · Computer Science 2017-06-19 Stanley P. Y. Fung

Myerson's seminal characterization of the revenue-optimal auction for a single item \cite{myerson1981optimal} remains a cornerstone of mechanism design. However, generalizing this framework to multi-item settings has proven exceptionally…

Computer Science and Game Theory · Computer Science 2025-10-08 Marios Mertzanidis , Athina Terzoglou

This paper explores the gain maximization problem of two nations engaging in non-cooperative bilateral trade. Probabilistic model of an exchange of commodities under different price systems is considered. Volume of commodities exchanged…

Theoretical Economics · Economics 2020-01-09 Tsotne Kutalia , Revaz Tevzadze

We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identically distributed random valuations and costs, respectively. When the number of buyers and sellers is large, we…

Probability · Mathematics 2017-03-02 Ellen V. Muir , Konstantin Borovkov

In this paper, we present the first approximation algorithms for the problem of designing revenue optimal Bayesian incentive compatible auctions when there are multiple (heterogeneous) items and when bidders can have arbitrary demand and…

Computer Science and Game Theory · Computer Science 2010-03-30 Sayan Bhattacharya , Gagan Goel , Sreenivas Gollapudi , Kamesh Munagala

We design an expected polynomial-time, truthful-in-expectation, (1-1/e)-approximation mechanism for welfare maximization in a fundamental class of combinatorial auctions. Our results apply to bidders with valuations that are m matroid rank…

Computer Science and Game Theory · Computer Science 2011-04-19 Shaddin Dughmi , Tim Roughgarden , Qiqi Yan

We provide simple and approximately revenue-optimal mechanisms in the multi-item multi-bidder settings. We unify and improve all previous results, as well as generalize the results to broader cases. In particular, we prove that the better…

Computer Science and Game Theory · Computer Science 2019-08-27 Yang Cai , Mingfei Zhao

We study the problem of fair online resource allocation via non-monetary mechanisms, where multiple agents repeatedly share a resource without monetary transfers. Previous work has shown that every agent can guarantee $1/2$ of their ideal…

Computer Science and Game Theory · Computer Science 2025-05-27 David X. Lin , Daniel Hall , Giannis Fikioris , Siddhartha Banerjee , Éva Tardos

In this paper, we show a tight approximation guarantee for budget-feasible mechanisms with an additive buyer. We propose a new simple randomized mechanism with approximation ratio of $2$, improving the previous best known result of $3$. Our…

Computer Science and Game Theory · Computer Science 2020-07-22 Nick Gravin , Yaonan Jin , Pinyan Lu , Chenhao Zhang
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