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We consider the problem of designing revenue-optimal auctions for selling two items and bidders' valuations are independent among bidders but negatively correlated among items. In this paper, we obtain the closed-form optimal auction for…

Computer Science and Game Theory · Computer Science 2016-06-03 Pingzhong Tang , Zihe Wang

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

We study auctions with severe bounds on the communication allowed: each bidder may only transmit t bits of information to the auctioneer. We consider both welfare- and profit-maximizing auctions under this communication restriction. For…

Computer Science and Game Theory · Computer Science 2011-10-13 L. Blumrosen , N. Nisan , I. Segal

We study revenue optimization pricing algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation. We show that, in the case when both the seller and the buyer…

Computer Science and Game Theory · Computer Science 2018-05-08 Arsenii Vanunts , Alexey Drutsa

In online advertising markets, budget-constrained advertisers acquire ad placements through repeated bidding in auctions on various platforms. We present a strategy for bidding optimally in a set of auctions that may or may not be…

Computer Science and Game Theory · Computer Science 2023-06-14 Fransisca Susan , Negin Golrezaei , Okke Schrijvers

We study an abstract optimal auction problem for a single good or service. This problem includes environments where agents have budgets, risk preferences, or multi-dimensional preferences over several possible configurations of the good…

Computer Science and Game Theory · Computer Science 2012-03-23 Saeed Alaei , Hu Fu , Nima Haghpanah , Jason Hartline , Azarakhsh Malekian

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 improve the best known competitive ratio (from 1/4 to 1/2), for the online multi-unit allocation problem, where the objective is to maximize the single-price revenue. Moreover, the competitive ratio of our algorithm tends to 1, as the…

Computer Science and Game Theory · Computer Science 2009-01-13 Sourav Chakraborty , Nikhil Devanur

Finding optimal solutions for multi-unit combinatorial auctions is a hard problem and finding approximations to the optimal solution is also hard. We investigate the use of Branch-and-Bound techniques: they require both a way to bound from…

Computer Science and Game Theory · Computer Science 2007-05-23 Rica Gonen , Daniel Lehmann

We consider the problem of choosing prices of a set of products so as to maximize profit, taking into account self-elasticity and cross-elasticity, subject to constraints on the prices. We show that this problem can be formulated as…

Optimization and Control · Mathematics 2026-04-30 Maximilian Schaller , Stephen Boyd

Online advertising in E-commerce platforms provides sellers an opportunity to achieve potential audiences with different target goals. Ad serving systems (like display and search advertising systems) that assign ads to pages should satisfy…

Machine Learning · Computer Science 2019-10-09 Chao Wei , Weiru Zhang , Shengjie Sun , Fei Li , Xiaonan Meng , Yi Hu , Hao Wang

The design of optimal auctions is a problem of interest in economics, game theory and computer science. Despite decades of effort, strategyproof, revenue-maximizing auction designs are still not known outside of restricted settings.…

Computer Science and Game Theory · Computer Science 2021-10-19 Neehar Peri , Michael J. Curry , Samuel Dooley , John P. Dickerson

Most recent papers addressing the algorithmic problem of allocating advertisement space for keywords in sponsored search auctions assume that pricing is done via a first-price auction, which does not realistically model the Generalized…

Data Structures and Algorithms · Computer Science 2009-08-21 Yossi Azar , Benjamin Birnbaum , Anna R. Karlin , C. Thach Nguyen

The design of revenue-maximizing auctions with strong incentive guarantees is a core concern of economic theory. Computational auctions enable online advertising, sourcing, spectrum allocation, and myriad financial markets. Analytic…

Computer Science and Game Theory · Computer Science 2020-10-14 Kevin Kuo , Anthony Ostuni , Elizabeth Horishny , Michael J. Curry , Samuel Dooley , Ping-yeh Chiang , Tom Goldstein , John P. Dickerson

In this paper, we investigate the capacitated assortment optimization problem with pricing under the paired combinatorial logit model, whose goal is to identify the revenue-maximizing subset of products as well as their selling prices…

Optimization and Control · Mathematics 2018-10-24 Daihan Zhang , Zhenghe Zhong , Chuning Gao , Rui Chen

We consider budget constrained combinatorial auctions where bidder $i$ has a private value $v_i$, a budget $b_i$, and is interested in all the items in $S_i$. The value to agent $i$ of a set of items $R$ is $|R \cap S_i| \cdot v_i$. Such…

Computer Science and Game Theory · Computer Science 2010-04-21 Amos Fiat , Stefano Leonardi , Jared Saia , Piotr Sankowski

We show an auction-based algorithm to compute market equilibrium prices in a production model, where consumers purchase items under separable nonlinear utility concave functions which satisfy W.G.S(Weak Gross Substitutes); producers produce…

Computer Science and Game Theory · Computer Science 2016-11-26 Junghwan Shin , Sanjiv Kapoor

We study the design and approximation of optimal crowdsourcing contests. Crowdsourcing contests can be modeled as all-pay auctions because entrants must exert effort up-front to enter. Unlike all-pay auctions where a usual design objective…

Computer Science and Game Theory · Computer Science 2011-11-15 Shuchi Chawla , Jason D. Hartline , Balasubramanian Sivan

We study revenue maximization in a buyer-seller setting where the seller has a single object and the buyer has both a private valuation and a private budget. Private budgets complicate the classic single-product monopoly problem, making…

Computer Science and Game Theory · Computer Science 2026-04-30 Juan Carlos Carbajal , Ahuva Mualem

A standard result from auction theory is that bidding truthfully in a second price auction is a weakly dominant strategy. The result, however, does not apply in the presence of Cost Per Action (CPA) constraints. Such constraints exist, for…

Computer Science and Game Theory · Computer Science 2019-05-13 Benjamin Heymann