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One of the central problems in auction design is developing an incentive-compatible mechanism that maximizes the auctioneer's expected revenue. While theoretical approaches have encountered bottlenecks in multi-item auctions, recently,…

Computer Science and Game Theory · Computer Science 2023-01-24 Zhijian Duan , Jingwu Tang , Yutong Yin , Zhe Feng , Xiang Yan , Manzil Zaheer , Xiaotie Deng

Diffusion auction design is a new trend in mechanism design for which the main goal is to incentivize existing buyers to invite new buyers, who are their neighbors on a social network, to join an auction even though they are competitors.…

Computer Science and Game Theory · Computer Science 2024-08-26 Yao Zhang , Shanshan Zheng , Dengji Zhao

We develop multiattribute auctions that accommodate generalized additive independent (GAI) preferences. We propose an iterative auction mechanism that maintains prices on potentially overlapping GAI clusters of attributes, thus decreases…

Computer Science and Game Theory · Computer Science 2014-01-17 Yagil Engel , Michael P. Wellman

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

This paper presents a new application for multi-dimensional Skyline query. The idea presented in this paper can be used to find best shopping malls based on users requirements. A web-based application was used to simulate the problem and…

Databases · Computer Science 2020-03-25 Md Amiruzzaman , Suphanut Jamonnak

Combinatorial auctions are formulated as frustrated lattice gases on sparse random graphs, allowing the determination of the optimal revenue by methods of statistical physics. Transitions between computationally easy and hard regimes are…

Statistical Mechanics · Physics 2009-11-11 Tobias Galla , Michele Leone , Matteo Marsili , Mauro Sellitto , Martin Weigt , Riccardo Zecchina

We consider auction environments in which at the time of the auction bidders observe signals about their ex-post value. We introduce a model of novice bidders who do not know know the joint distribution of signals and instead build a…

Theoretical Economics · Economics 2021-07-02 Philippe Jehiel , Konrad Mierendorff

We provide sufficient conditions for revenue maximization in a two-good monopoly where the buyer's values for the items come from independent (but not necessarily identical) distributions over bounded intervals. Under certain distributional…

Computer Science and Game Theory · Computer Science 2015-11-24 Yiannis Giannakopoulos , Elias Koutsoupias

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 consider the problem of revenue-maximizing Bayesian auction design with several bidders having independent private values over several items. We show that it can be reduced to the problem of continuous optimal transportation introduced…

Theoretical Economics · Economics 2022-09-08 Alexander V. Kolesnikov , Fedor Sandomirskiy , Aleh Tsyvinski , Alexander P. Zimin

We introduce draft auctions, which is a sequential auction format where at each iteration players bid for the right to buy items at a fixed price. We show that draft auctions offer an exponential improvement in social welfare at equilibrium…

Computer Science and Game Theory · Computer Science 2013-11-13 Nikhil R. Devanur , Jamie Morgenstern , Vasilis Syrgkanis

We develop extensions to auction theory results that are useful in real life scenarios. 1. Since valuations are generally positive we first develop approximations using the log-normal distribution. This would be useful for many finance…

Computer Science and Game Theory · Computer Science 2019-05-09 Ravi Kashyap

Modern ad auctions allow advertisers to target more specific segments of the user population. Unfortunately, this is not always in the best interest of the ad platform. In this paper, we examine the following basic question in the context…

Computer Science and Game Theory · Computer Science 2019-07-16 Ashwinkumar Badanidiyuru , Kshipra Bhawalkar , Haifeng Xu

Consider a seller with m heterogeneous items for sale to a single additive buyer whose values for the items are arbitrarily correlated. It was previously shown that, in such settings, distributions exist for which the seller's optimal…

Computer Science and Game Theory · Computer Science 2018-12-03 Christos-Alexandros Psomas , Ariel Schvartzman , S. Matthew Weinberg

We develop a novel optimization model to maximize the profit of a Demand-Side Platform (DSP) while ensuring that the budget utilization preferences of the DSP's advertiser clients are adequately met. Our model is highly flexible and can be…

Optimization and Control · Mathematics 2018-05-31 Alfonso Lobos , Paul Grigas , Zheng Wen , Kuang-chih Lee

We consider the optimization problem of a multi-resource, multi-unit VCG auction that produces an optimal, i.e., non-approximated, social welfare. We present an algorithm that solves this optimization problem with pseudo-polynomial…

Computer Science and Game Theory · Computer Science 2019-05-23 Liran Funaro , Orna Agmon Ben-Yehuda , Assaf Schuster

We examine trade-offs among stakeholders in ad auctions. Our metrics are the revenue for the utility of the auctioneer, the number of clicks for the utility of the users and the welfare for the utility of the advertisers. We show how to…

Computer Science and Game Theory · Computer Science 2014-04-22 Yoram Bachrach , Sofia Ceppi , Ian A. Kash , Peter Key , David Kurokawa

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

In online combinatorial allocations/auctions, n bidders sequentially arrive, each with a combinatorial valuation (such as submodular/XOS) over subsets of m indivisible items. The aim is to immediately allocate a subset of the remaining…

Computer Science and Game Theory · Computer Science 2024-09-18 Paul Dütting , Thomas Kesselheim , Brendan Lucier , Rebecca Reiffenhäuser , Sahil Singla

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