English
Related papers

Related papers: Optimal Diffusion Auctions

200 papers

A patient seller aims to sell a good to an impatient buyer (i.e., one who discounts utility over time). The buyer will remain in the market for a period of time $T$, and her private value is drawn from a publicly known distribution. What is…

Computer Science and Game Theory · Computer Science 2023-02-14 Yuan Deng , Jieming Mao , Balasubramanian Sivan , Kangning Wang

We study a mechanism design problem where a seller aims to allocate a good to multiple bidders, each with a private value. The seller supports or favors a specific group, referred to as the minority group. Specifically, the seller requires…

Theoretical Economics · Economics 2025-02-13 Ruiqin Wang , Cagil Kocyigit , Napat Rujeerapaiboon

This paper studies a joint design problem where a seller can design both the signal structures for the agents to learn their values, and the allocation and payment rules for selling the item. In his seminal work, Myerson (1981) shows how to…

Computer Science and Game Theory · Computer Science 2024-03-14 Yang Cai , Yingkai Li , Jinzhao Wu

Online advertising is a major source of income for many online companies. One common approach is to sell online advertisements via waterfall auctions, through which a publisher makes sequential price offers to ad networks. The publisher…

Artificial Intelligence · Computer Science 2022-04-08 Dan Halbersberg , Matan Halevi , Moshe Salhov

We study the problem of designing revenue-maximizing auctions for allocating multiple goods to flexible consumers. In our model, each consumer is interested in a subset of goods known as its flexibility set and wants to consume one good…

Computer Science and Game Theory · Computer Science 2018-02-01 Shiva Navabi , Ashutosh Nayyar

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

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

Optimization and Control · Mathematics 2015-06-03 Jianshu Chen , Ali H. Sayed

Auto-bidding is widely used in advertising systems, serving a diverse range of advertisers. Generative bidding is increasingly gaining traction due to its strong planning capabilities and generalizability. Unlike traditional reinforcement…

Machine Learning · Computer Science 2025-08-26 Yunshan Peng , Wenzheng Shu , Jiahao Sun , Yanxiang Zeng , Jinan Pang , Wentao Bai , Yunke Bai , Xialong Liu , Peng Jiang

In this paper, we develop a new method for finding an optimal biddingstrategy in sequential auctions, using a dynamic programming technique. Theexisting method assumes that the utility of a user is represented in anadditive form. Thus, the…

Computer Science and Game Theory · Computer Science 2013-01-14 Hiromitsu Hattori , Makoto Yokoo , Yuko Sakurai , Toramatsu Shintani

We present a number of models for the adword auctions used for pricing advertising slots on search engines such as Google, Yahoo! etc. We begin with a general problem formulation which allows the privately known valuation per click to be a…

Computer Science and Game Theory · Computer Science 2007-05-23 Garud Iyengar , Anuj Kumar

Recent empirical work demonstrates that online advertisement can exhibit bias in the delivery of ads across users even when all advertisers bid in a non-discriminatory manner. We study the design of ad auctions that, given fair bids, are…

Computer Science and Game Theory · Computer Science 2021-12-02 Shuchi Chawla , Meena Jagadeesan

This paper designs a market algorithm for fractional ownership of an indivisible asset. It provides an efficient market mechanism, named Direct Fractional Auction (DFA) that offers valuable assets to both small and large investors who can…

General Economics · Economics 2024-11-19 Dmitriy Taubman , Boris Gleyzer , Ke Yang , Farhad Rassekh

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 buyer-optimal procurement mechanisms when quality is contractible. When some costs are borne by every participant of a procurement auction regardless of winning, the classic analysis should be amended. We show that an optimal…

Theoretical Economics · Economics 2024-11-20 Pasha Andreyanov , Ilia Krasikov , Alex Suzdaltsev

On ad exchange platforms the place for advertisement is sold through different kinds of auctions. However, it is not uncommon the situation where the seller repeatedly encounters only one buyer, thus the posted price auction degenerates…

Computer Science and Game Theory · Computer Science 2019-02-05 Nikita Kalinin

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

Cooperative transmission can greatly improve communication system performance by taking advantage of the broadcast nature of wireless channels. Most previous work on resource allocation for cooperation transmission is based on centralized…

Information Theory · Computer Science 2016-11-17 Jianwei Huang , Zhu Han , Mung Chiang , H. Vincent Poor

Auction theory traditionally assumes that bidders' valuation distributions are known to the auctioneer, such as in the celebrated, revenue-optimal Myerson auction. However, this theory does not describe how the auctioneer comes to possess…

Computer Science and Game Theory · Computer Science 2014-07-11 Avrim Blum , Yishay Mansour , Jamie Morgenstern

We study the revenue maximization problem of a seller with n heterogeneous items for sale to a single buyer whose valuation function for sets of items is unknown and drawn from some distribution D. We show that if D is a distribution over…

Computer Science and Game Theory · Computer Science 2018-07-05 Aviad Rubinstein , S. Matthew Weinberg

Online advertising is a vital revenue source for major internet platforms. Recently, joint advertising, which assigns a bundle of two advertisers in an ad slot instead of allocating a single advertiser, has emerged as an effective method…

Computer Science and Game Theory · Computer Science 2025-07-11 Yang Li , Yuchao Ma , Qi Qi