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We study the identification and estimation of a multidimensional screening model, where a monopolist sells a multi-attribute product to consumers with private information about their multidimensional preferences. Under optimal screening,…

General Economics · Economics 2024-10-18 Gaurab Aryal , Federico Zincenko

Optimal mechanism design enjoys a beautiful and well-developed theory, and also a number of killer applications. Rules of thumb produced by the field influence everything from how governments sell wireless spectrum licenses to how the major…

Computer Science and Game Theory · Computer Science 2014-09-23 Tim Roughgarden

In market modeling, one often treats buyers as a homogeneous group. In this paper we consider buyers with heterogeneous preferences and products available in many variants. Such a framework allows us to successfully model various market…

Trading and Market Microstructure · Quantitative Finance 2009-01-06 Matus Medo , Yi-Cheng Zhang

An indivisible object may be sold to one of $n$ agents who know their valuations of the object. The seller would like to use a revenue-maximizing mechanism but her knowledge of the valuations' distribution is scarce: she knows only the…

Theoretical Economics · Economics 2020-08-27 Alex Suzdaltsev

We study the monopolist's screening problem with a multi-dimensional distribution of consumers and a one-dimensional space of goods. We establish general conditions under which solutions satisfy a structural condition known as nestedness,…

Optimization and Control · Mathematics 2025-10-30 Omar Abdul Halim , Brendan Pass

We study revenue maximization in multi-item auctions, where bidders have subadditive valuations over independent items. Providing a simple mechanism that is approximately revenue-optimal in this setting is a major open problem in mechanism…

Computer Science and Game Theory · Computer Science 2023-10-13 Yang Cai , Ziyun Chen , Jinzhao Wu

We consider the optimal pricing problem for a model of the rich media advertisement market, as well as other related applications. In this market, there are multiple buyers (advertisers), and items (slots) that are arranged in a line such…

Computer Science and Game Theory · Computer Science 2013-08-07 Xiaotie Deng , Paul Goldberg , Yang Sun , Bo Tang , Jinshan Zhang

We present a general analysis of multidimensional matching problems with transferable utility, paying particular attention to the case in which the dimensions of heterogeneity on the two sides of the market are unequal. A particular…

Economics · Quantitative Finance 2016-04-21 Pierre-André Chiappori , Robert McCann , Brendan Pass

Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…

Data Structures and Algorithms · Computer Science 2019-05-14 Will Ma , David Simchi-Levi

We present a macroeconomic agent-based model that combines several mechanisms operating at the same timescale, while remaining mathematically tractable. It comprises enterprises and workers who compete in a job market and a commodity goods…

General Finance · Quantitative Finance 2012-11-26 Cornelia Metzig , Mirta Gordon

We consider markets consisting of a set of indivisible items, and buyers that have {\em sharp} multi-unit demand. This means that each buyer $i$ wants a specific number $d_i$ of items; a bundle of size less than $d_i$ has no value, while a…

Computer Science and Game Theory · Computer Science 2015-03-13 Ning Chen , Xiaotie Deng , Paul. W. Goldberg , Jinshan Zhang

We consider the well known, and notoriously difficult, problem of a single revenue-maximizing seller selling two or more heterogeneous goods to a single buyer whose private values for the goods are drawn from a (possibly correlated) known…

Computer Science and Game Theory · Computer Science 2022-09-23 Sergiu Hart , Noam Nisan

Typically, models with a heterogeneous property are considerably harder to analyze than the corresponding homogeneous models, in which the heterogeneous property is replaced with its average value. In this study we show that any outcome of…

Classical Analysis and ODEs · Mathematics 2012-04-05 Gadi Fibich , Arieh Gavious , Eilon Solan

We consider the problem of designing auctions which maximize consumer surplus (i.e., the social welfare minus the payments charged to the buyers). In the consumer surplus maximization problem, a seller with a set of goods faces a set of…

Computer Science and Game Theory · Computer Science 2025-03-18 Tomer Ezra , Daniel Schoepflin , Ariel Shaulker

We consider the problem of a firm seeking to use personalized pricing to sell an exogenously given stock of a product over a finite selling horizon to different consumer types. We assume that the type of an arriving consumer can be observed…

Machine Learning · Computer Science 2021-10-08 Ningyuan Chen , Guillermo Gallego

Situations where a group of agents come together to jointly buy a resource that they individually cannot afford to buy are commonly observed in markets. For example in the US market for radio spectrum, a recent proposal invited small firms…

Computer Science and Game Theory · Computer Science 2015-03-09 Vijay Kamble , Jean Walrand

We study gains from trade in multi-dimensional two-sided markets. Specifically, we focus on a setting with $n$ heterogeneous items, where each item is owned by a different seller $i$, and there is a constrained-additive buyer with…

Computer Science and Game Theory · Computer Science 2022-03-15 Yang Cai , Kira Goldner , Steven Ma , Mingfei Zhao

This paper studies a monopolist selling multiple goods to a consumer with one-dimensional private types. I provide a sufficient condition under which the monopolist's problem is equivalent to finding the upper envelope of the marginal…

Theoretical Economics · Economics 2025-10-28 Zhiming Feng

In this paper, we study sequential auctions with two budget constrained bidders and any number of identical items. All prior results on such auctions consider only two items. We construct a canonical outcome of the auction that is the only…

Computer Science and Game Theory · Computer Science 2012-09-11 Zhiyi Huang , Nikhil R. Devanur , David Malec

Classical Bayesian mechanism design relies on the common prior assumption, but such prior is often not available in practice. We study the design of prior-independent mechanisms that relax this assumption: the seller is selling an…

Theoretical Economics · Economics 2024-12-12 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes