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Generating good revenue is one of the most important problems in Bayesian auction design, and many (approximately) optimal dominant-strategy incentive compatible (DSIC) Bayesian mechanisms have been constructed for various auction settings.…

Computer Science and Game Theory · Computer Science 2020-08-07 Jing Chen , Bo Li , Yingkai Li , Pinyan Lu

We show that the multiplicative weight update method provides a simple recipe for designing and analyzing optimal Bayesian Incentive Compatible (BIC) auctions, and reduces the time complexity of the problem to pseudo-polynomial in…

Computer Science and Game Theory · Computer Science 2013-04-12 Anand Bhalgat , Sreenivas Gollapudi , Kamesh Munagala

In this paper, we introduce a novel approach for reducing the $k$-item $n$-bidder auction with additive valuation to $k$-item $1$-bidder auctions. This approach, called the \emph{Best-Guess} reduction, can be applied to address several…

Computer Science and Game Theory · Computer Science 2014-06-24 Andrew Chi-Chih Yao

We study independent private values auction environments in which the auctioneer's revenue depends nonlinearly on bidders' interim winning probabilities. Our framework accommodates heterogeneity among bidders and places no ad hoc…

Theoretical Economics · Economics 2026-02-23 Pasha Andreyanov , Ilia Krasikov , Alex Suzdaltsev

We consider a monopolist seller with $n$ heterogeneous items, facing a single buyer. The buyer has a value for each item drawn independently according to (non-identical) distributions, and her value for a set of items is additive. The…

Computer Science and Game Theory · Computer Science 2020-08-03 Moshe Babaioff , Nicole Immorlica , Brendan Lucier , S. Matthew Weinberg

In a multiple-object auction, every bidder tries to win as many objects as possible with a bidding algorithm. This paper studies position-randomized auctions, which form a special class of multiple-object auctions where a bidding algorithm…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Yuyu Chen , Ming-Yang Kao , Hsueh-I Lu

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

We consider the problem of repeatedly auctioning a single item to multiple i.i.d buyers who each use a no-regret learning algorithm to bid over time. In particular, we study the seller's optimal revenue, if they know that the buyers are…

Computer Science and Game Theory · Computer Science 2023-07-11 Linda Cai , S. Matthew Weinberg , Evan Wildenhain , Shirley Zhang

A common practice in many auctions is to offer bidders an opportunity to improve their bids, known as a Best and Final Offer (BAFO) stage. This final bid can depend on new information provided about either the asset or the competitors. This…

Computer Science and Game Theory · Computer Science 2021-04-21 Galit Ashkenazi-Golan , Yevgeny Tsodikovich , Yannick Viossat

I study the design of auctions in which the auctioneer is assumed to have information only about the marginal distribution of a generic bidder's valuation, but does not know the correlation structure of the joint distribution of bidders'…

Theoretical Economics · Economics 2022-05-10 Wanchang Zhang

The enhanced competition paradigm is an attempt at bridging the gap between simple and optimal auctions. In this line of work, given an auction setting with $m$ items and $n$ bidders, the goal is to find the smallest $n' \geq n$ such that…

Computer Science and Game Theory · Computer Science 2021-05-19 Linda Cai , Raghuvansh R. Saxena

We study probabilistic single-item second-price auctions where the item is characterized by a set of attributes. The auctioneer knows the actual instantiation of all the attributes, but he may choose to reveal only a subset of these…

Computer Science and Game Theory · Computer Science 2013-02-22 Mingyu Guo , Argyrios Deligkas

We study auction design when a seller relies on machine-learning predictions of bidders' valuations that may be unreliable. Motivated by modern ML systems that are often accurate but occasionally fail in a way that is essentially…

Computer Science and Game Theory · Computer Science 2026-01-29 Ilan Lobel , Humberto Moreira , Omar Mouchtaki

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

A digital goods auction is a type of auction where potential buyers bid the maximal price that they are willing to pay for a certain item, which a seller can produce at a negligible cost and in unlimited quantity. To maximise her benefits,…

Information Theory · Computer Science 2020-09-22 Patrick Ah-Fat , Michael Huth

We study auctions that are robust at any scale, i.e., they can be applied to sell both expensive and cheap items and achieve the best multiplicative approximations of the optimal revenue in the worst case. We show that the optimal mechanism…

Computer Science and Game Theory · Computer Science 2025-10-27 Jason Hartline , Aleck Johnsen , Yingkai Li

In mechanism design, it is challenging to design the optimal auction with correlated values in general settings. Although value distribution can be further exploited to improve revenue, the complex correlation structure makes it hard to…

Computer Science and Game Theory · Computer Science 2023-02-21 Da Huo , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu

We study the problem of designing optimal auctions under restrictions on the set of permissible allocations. In addition to allowing us to restrict to deterministic mechanisms, we can also indirectly model non-additive valuations. We prove…

Computer Science and Game Theory · Computer Science 2016-06-07 Ian Kash , Rafael Frongillo

In a sponsored search auction the advertisement slots on a search result page are generally ordered by click-through rate. Bidders have a valuation, which is usually assumed to be linear in the click-through rate, a budget constraint, and…

Computer Science and Game Theory · Computer Science 2011-12-30 Riccardo Colini-Baldeschi , Monika Henzinger , Stefano Leonardi , Martin Starnberger

We study the design of truthful auctions for selling identical items in unlimited supply (e.g., digital goods) to n unit demand buyers. This classic problem stands out from profit-maximizing auction design literature as it requires no…

Computer Science and Game Theory · Computer Science 2014-01-07 Ning Chen , Nick Gravin , Pinyan Lu