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Related papers: Assignment Markets with Budget Constraints

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Motivated by sponsored search auctions, we study multi-unit auctions with budget constraints. In the mechanism we propose, Sort-Cut, understating budgets or values is weakly dominated. Since Sort-Cut's revenue is increasing in budgets and…

Computer Science and Game Theory · Computer Science 2011-03-03 I. Hafalir , R. Ravi , A. Sayedi

We study the problem of a budget limited buyer who wants to buy a set of items, each from a different seller, to maximize her value. The budget feasible mechanism design problem aims to design a mechanism which incentivizes the sellers to…

Computer Science and Game Theory · Computer Science 2017-04-03 Pooya Jalaly , Eva Tardos

Advances in computational optimization allow for the organization of large combinatorial markets. We aim for allocations and competitive equilibrium prices, i.e. outcomes that are in the core. The research is motivated by the design of…

Computer Science and Game Theory · Computer Science 2018-07-24 Martin Bichler , Stefan Waldherr

The Generalized Second Price (GSP) auction used typically to model sponsored search auctions does not include the notion of budget constraints, which is present in practice. Motivated by this, we introduce the different variants of GSP…

Computer Science and Game Theory · Computer Science 2013-09-27 Josep Diaz , Ioannis Giotis , Lefteris Kirousis , Evangelos Markakis , Maria Serna

The European power grid can be divided into several market areas where the price of electricity is determined in a day-ahead auction. Market participants can provide continuous hourly bid curves and combinatorial bids with associated…

Optimization and Control · Mathematics 2015-03-02 Alexander Martin , Johannes C. Müller , Sebastian Pokutta

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 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

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),…

Computer Science and Game Theory · Computer Science 2024-05-02 Peyman Khezr , Vijay Mohan , Lionel Page

The paper studies the problem of auction design in a setting where the auctioneer accesses the knowledge of the valuation distribution only through statistical samples. A new framework is established that combines the statistical decision…

Econometrics · Economics 2022-02-22 Haitian Xie

We consider a combinatorial auction model where preferences of agents over bundles of objects and payments need not be quasilinear. However, we restrict the preferences of agents to be dichotomous. An agent with dichotomous preference…

Theoretical Economics · Economics 2022-02-22 Komal Malik , Debasis Mishra

The auction theory literature has so far focused mostly on the design of mechanisms that takes the revenue or the efficiency as a yardstick. However, scenarios where the {\it capacity}, which we define as \textit{``the number of bidders the…

Computer Science and Game Theory · Computer Science 2007-11-13 Sudhir Kumar Singh , Vwani P. Roychowdhury

We consider the unit-demand envy-free pricing problem, which is a unit-demand auction where each bidder receives an item that maximizes his utility, and the goal is to maximize the auctioneer's profit. This problem is NP-hard and unlikely…

Computer Science and Game Theory · Computer Science 2013-10-02 Cristina G. Fernandes , Carlos E. Ferreira , Álvaro J. P. Franco , Rafael C. S. Schouery

We consider two risk-averse financial agents who negotiate the price of an illiquid indivisible contingent claim in an incomplete semimartingale market environment. Under the assumption that the agents are exponential utility maximizers…

Pricing of Securities · Quantitative Finance 2008-12-02 Michail Anthropelos , Gordan Zitkovic

In a single-parameter mechanism design problem, a provider is looking to sell a service to a group of potential buyers. Each buyer $i$ has a private value $v_i$ for receiving the service and a feasibility constraint restricts which sets of…

Computer Science and Game Theory · Computer Science 2022-02-21 Michal Feldman , Vasilis Gkatzelis , Nick Gravin , Daniel Schoepflin

In many first-price auctions, bidders face considerable strategic uncertainty: They cannot perfectly anticipate the other bidders' bidding behavior. We propose a model in which bidders do not know the entire distribution of opponent bids…

Theoretical Economics · Economics 2022-03-30 Bernhard Kasberger

We investigate approximately optimal mechanisms in settings where bidders' utility functions are non-linear; specifically, convex, with respect to payments (such settings arise, for instance, in procurement auctions for energy). We provide…

Computer Science and Game Theory · Computer Science 2017-02-23 Amy Greenwald , Takehiro Oyakawa , Vasilis Syrgkanis

We study the pay-as-bid auction game, a supply function model with discriminatory pricing and asymmetric firms. In this game, strategies are non-decreasing supply functions relating pric to quantity and the exact choice of the strategy…

Optimization and Control · Mathematics 2025-04-23 Martina Vanelli , Giacomo Como , Fabio Fagnani

We study a class of iterative combinatorial auctions which can be viewed as subgradient descent methods for the problem of pricing bundles to balance supply and demand. We provide concrete convergence rates for auctions in this class,…

Computer Science and Game Theory · Computer Science 2016-06-01 Jacob Abernethy , Sébastien Lahaie , Matus Telgarsky

In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…

Networking and Internet Architecture · Computer Science 2013-05-29 Yu-e Sun , He Huang , Xiang-Yang Li , Zhili Chen , Wei Yang , Hongli Xu , Liusheng Huang

We study the communication complexity of incentive compatible auction-protocols between a monopolist seller and a single buyer with a combinatorial valuation function over $n$ items. Motivated by the fact that revenue-optimal auctions are…

Computer Science and Game Theory · Computer Science 2021-04-26 Aviad Rubinstein , Junyao Zhao