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We study revenue optimization learning algorithms for repeated second-price auctions with reserve where a seller interacts with multiple strategic bidders each of which holds a fixed private valuation for a good and seeks to maximize his…

Computer Science and Game Theory · Computer Science 2019-06-25 Alexey Drutsa

We study the problem of social welfare maximization in bilateral trade, where two agents, a buyer and a seller, trade an indivisible item. We consider arguably the simplest form of mechanisms -- the fixed-price mechanisms, where the…

Computer Science and Game Theory · Computer Science 2023-06-21 Yang Cai , Jinzhao Wu

In the standard single-dimensional model of position auctions, bidders agree on the relative values of the positions and each of them submits a single bid that is interpreted in terms of these values. Motivated by current practice in…

Computer Science and Game Theory · Computer Science 2018-06-22 Paul Dütting , Felix Fischer , David C. Parkes

The auction of a single indivisible item is one of the most celebrated problems in mechanism design with transfers. Despite its simplicity, it provides arguably the cleanest and most insightful results in the literature. When the…

Computer Science and Game Theory · Computer Science 2023-07-04 Rangeet Bhattacharyya , Parvik Dave , Palash Dey , Swaprava Nath

In this paper, we introduce a novel, non-recursive, maximal matching algorithm for double auctions, which aims to maximize the amount of commodities to be traded. It differs from the usual equilibrium matching, which clears a market at the…

Computer Science and Game Theory · Computer Science 2013-04-12 Jinzhong Niu , Simon Parsons

We study sequential procurement auctions where the sellers are provided with a ``best and final offer'' (BAFO) strategy. This strategy allows each seller $i$ to effectively ``freeze'' their price while remaining active in the auction, and…

Computer Science and Game Theory · Computer Science 2025-03-17 Vasilis Gkatzelis , Randolph Preston McAfee , Renato Paes Leme

We revisit the well-studied problem of budget-feasible procurement, where a buyer with a strict budget constraint seeks to acquire services from a group of strategic providers (the sellers). During the last decade, several strategyproof…

Computer Science and Game Theory · Computer Science 2021-07-22 Eric Balkanski , Pranav Garimidi , Vasilis Gkatzelis , Daniel Schoepflin , Xizhi Tan

In this paper we design information elicitation mechanisms for Bayesian auctions. While in Bayesian mechanism design the distributions of the players' private types are often assumed to be common knowledge, information elicitation considers…

Computer Science and Game Theory · Computer Science 2018-06-27 Jing Chen , Bo Li , Yingkai Li

Standard procurement models assume that the buyer knows the quality of the good at the time of procurement; however, in many settings, the quality is learned only long after the transaction. We study procurement problems in which the…

Theoretical Economics · Economics 2026-04-03 Kun Zhang

We provide a new, much simplified and straightforward proof to a result of Pavlov [2011] regarding the revenue maximizing mechanism for selling two goods with uniformly i.i.d. valuations over intervals $[c,c+1]$, to an additive buyer. This…

Computer Science and Game Theory · Computer Science 2015-10-14 Yiannis Giannakopoulos

The paper designs revenue-maximizing auction mechanisms for agents who aim to maximize their total obtained values rather than the classical quasi-linear utilities. Several models have been proposed to capture the behaviors of such agents…

Computer Science and Game Theory · Computer Science 2023-07-11 Pinyan Lu , Chenyang Xu , Ruilong Zhang

This paper studies optimal auction design when valuations depend endogenously on post-auction collaboration between the seller and the winning bidder. Both parties exert non-contractible efforts after the auction, generating a double moral…

Theoretical Economics · Economics 2026-04-21 Dazhong Wang , Ruqu Wang , Xinyi Xu

Auction theory traditionally assumes that bidders' valuation distributions are known to the auctioneer, such as in the celebrated, revenue-optimal Myerson auction. However, this theory does not describe how the auctioneer comes to possess…

Computer Science and Game Theory · Computer Science 2014-07-11 Avrim Blum , Yishay Mansour , Jamie Morgenstern

While conventional ranking systems focus solely on maximizing the utility of the ranked items to users, fairness-aware ranking systems additionally try to balance the exposure for different protected attributes such as gender or race. To…

Machine Learning · Computer Science 2021-12-14 Omid Memarrast , Ashkan Rezaei , Rizal Fathony , Brian Ziebart

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 study the identification and estimation of first-price auction models where bidders have ambiguity about the valuation distribution and their preferences are represented by maxmin expected utility. When entry is exogenous, the…

Economics · Quantitative Finance 2015-04-13 Gaurab Aryal , Dong-Hyuk Kim

Most work in mechanism design assumes that buyers are risk neutral; some considers risk aversion arising due to a non-linear utility for money. Yet behavioral studies have established that real agents exhibit risk attitudes which cannot be…

Computer Science and Game Theory · Computer Science 2018-03-13 Shuchi Chawla , Kira Goldner , J. Benjamin Miller , Emmanouil Pountourakis

We continue the study of the performance for fixed-price mechanisms in the bilateral trade problem, and improve approximation ratios of welfare-optimal mechanisms in several settings. Specifically, in the case where only the buyer…

Computer Science and Game Theory · Computer Science 2023-03-29 Zhengyang Liu , Zeyu Ren , Zihe Wang

We propose a refinement of the maxmin approach to robustness. A mechanism's payoff guarantee over an ambiguity set is \emph{robust} if the guarantee is approximately satisfied at priors near the ambiguity set (in the weak topology). We show…

Theoretical Economics · Economics 2026-05-06 Ian Ball , Deniz Kattwinkel

This paper studies the design of mechanisms that are robust to misspecification. We introduce a novel notion of robustness that connects a variety of disparate approaches and study its implications in a wide class of mechanism design…

Theoretical Economics · Economics 2021-08-31 Giuseppe Lopomo , Luca Rigotti , Chris Shannon
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