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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 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

Auto-bidding is an area of increasing importance in the domain of online advertising. We study the problem of designing auctions in an auto-bidding setting with the goal of maximizing welfare at system equilibrium. Previous results showed…

Computer Science and Game Theory · Computer Science 2022-04-26 Aranyak Mehta

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

Cr\'emer and McLean [1985] showed that, when buyers' valuations are drawn from a correlated distribution, an auction with full knowledge on the distribution can extract the full social surplus. We study whether this phenomenon persists when…

Computer Science and Game Theory · Computer Science 2014-06-09 Hu Fu , Nima Haghpanah , Jason Hartline , Robert Kleinberg

We introduce a new matching design for financial transactions in an electronic market. In this mechanism, called ad-hoc electronic auction design (AHEAD), market participants can trade between themselves at a fixed price and trigger an…

Trading and Market Microstructure · Quantitative Finance 2020-10-07 Joffrey Derchu , Philippe Guillot , Thibaut Mastrolia , Mathieu Rosenbaum

In this paper, we present a new model and two mechanisms for auctions in two-sided markets of buyers and sellers, where budget constraints are imposed on buyers. Our model incorporates polymatroidal environments, and is applicable to a wide…

Computer Science and Game Theory · Computer Science 2018-09-17 Hiroshi Hirai , Ryosuke Sato

The revenue optimal mechanism for selling a single item to agents with independent but non-identically distributed values is complex for agents with linear utility (Myerson,1981) and has no closed-form characterization for agents with…

Computer Science and Game Theory · Computer Science 2020-11-24 Yiding Feng , Jason D. Hartline , Yingkai Li

We study the equilibria of uniform price auctions where many asymmetric bidders have flat demands up to their respective quantity constraints. We present an iterative procedure that systematically finds an equilibrium outcome as well as an…

Theoretical Economics · Economics 2026-04-09 Kiho Yoon

Selling a perfectly divisible item to potential buyers is a fundamental task with apparent applications to pricing communication bandwidth and cloud computing services. Surprisingly, despite the rich literature on single-item auctions,…

Computer Science and Game Theory · Computer Science 2025-02-11 Ioannis Caragiannis , Zhile Jiang , Apostolis Kerentzis

We consider the fundamental problem of designing a truthful single-item auction with the challenging objective of extracting a large fraction of the highest agent valuation as revenue. Following a recent trend in algorithm design, we assume…

Computer Science and Game Theory · Computer Science 2024-01-25 Ioannis Caragiannis , Georgios Kalantzis

This paper studies the incentives of the seller and buyers to shill bid in a single-item auction. An auction is seller identity-compatible if the seller cannot profit from pretending to be one or more bidders via fake identities. It is…

Theoretical Economics · Economics 2025-11-04 Haoyuan Zeng

Many online platforms, ranging from online retail stores to social media platforms, employ algorithms to optimize their offered assortment of items (e.g., products and contents). These algorithms often focus exclusively on achieving the…

Data Structures and Algorithms · Computer Science 2025-02-24 Qinyi Chen , Negin Golrezaei , Fransisca Susan

Simultaneous item auctions are simple procedures for allocating items to bidders with potentially complex preferences over different item sets. In a simultaneous auction, every bidder submits bids on all items simultaneously. The allocation…

Computer Science and Game Theory · Computer Science 2012-09-24 Michal Feldman , Hu Fu , Nick Gravin , Brendan Lucier

We study the problem of computing data-driven personalized reserve prices in eager second price auctions without having any assumption on valuation distributions. Here, the input is a data-set that contains the submitted bids of $n$ buyers…

Computer Science and Game Theory · Computer Science 2020-11-03 Mahsa Derakhshan , Negin Golrezaei , Renato Paes Leme

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

The planner wants to give k identical, indivisible objects to the top k valuation agents at zero costs. Each agent knows her own valuation of the object and whether it is among the top k. Modify the (k+1)st-price sealed-bid auction by…

Computer Science and Game Theory · Computer Science 2011-07-05 H. Reiju Mihara

We consider a revenue-maximizing seller with a single item for sale to multiple buyers with i.i.d. valuations. Akbarpour and Li (2020) show that the only optimal, credible, strategyproof auction is the ascending price auction with reserves…

Computer Science and Game Theory · Computer Science 2023-10-31 Meryem Essaidi , Matheus V. X. Ferreira , S. Matthew Weinberg

Single-shot auctions are commonly used as a means to sell goods, for example when selling ad space or allocating radio frequencies, however devising mechanisms for auctions with multiple bidders and multiple items can be complicated. It has…

Machine Learning · Computer Science 2023-03-02 Alex Stein , Avi Schwarzschild , Michael Curry , Tom Goldstein , John Dickerson

The competitive auction was first proposed by Goldberg, Hartline, and Wright. In their paper, they introduce the competitive analysis framework of online algorithm designing into the traditional revenue-maximizing auction design problem.…

Computer Science and Game Theory · Computer Science 2024-06-19 Pinyan Lu , Zongqi Wan , Jialin Zhang