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We study a class of iterative combinatorial auctions which can be viewed as subgradient descent methods for the problem of pricing bundles to balance supply and demand. We provide concrete convergence rates for auctions in this class,…

Computer Science and Game Theory · Computer Science 2016-06-01 Jacob Abernethy , Sébastien Lahaie , Matus Telgarsky

Auto-bidding is now widely adopted as an interface between advertisers and internet advertising as it allows advertisers to specify high-level goals, such as maximizing value subject to a value-per-spend constraint. Prior research has…

Computer Science and Game Theory · Computer Science 2022-07-11 Christopher Liaw , Aranyak Mehta , Andres Perlroth

In the context of advertising auctions, finding good reserve prices is a notoriously challenging learning problem. This is due to the heterogeneity of ad opportunity types and the non-convexity of the objective function. In this work, we…

Machine Learning · Computer Science 2017-11-07 Andrés Muñoz Medina , Sergei Vassilvitskii

A seller with one unit of a good faces N\geq3 buyers and a single competitor who sells one other identical unit in a second-price auction with a reserve price. Buyers who do not get the seller's good will compete in the competitor's…

Theoretical Economics · Economics 2021-10-26 Kenneth Hendricks , Thomas Wiseman

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

In a multiple-object auction, every bidder tries to win as many objects as possible with a bidding algorithm. This paper studies position-randomized auctions, which form a special class of multiple-object auctions where a bidding algorithm…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Yuyu Chen , Ming-Yang Kao , Hsueh-I Lu

Traditional auction theory posits that bid value exhibits a positive correlation with the probability of securing the auctioned object in ascending auctions. However, under uncertainty and incomplete information, as is characteristic in…

Theoretical Economics · Economics 2025-12-19 Dipankar Das

As commerce shifts to digital marketplaces, platforms increasingly monetize traffic through Sponsored Shopping auctions. Unlike classic ``Sponsored Search", where an advertiser typically bids for a single link, these settings involve…

Computer Science and Game Theory · Computer Science 2026-02-27 Paul Dütting , Yuhao Li , Renato Paes Leme , Kelly Spendlove , Yifeng Teng

This paper studies equilibrium quality of semi-separable position auctions (known as the Ad Types setting) with greedy or optimal allocation combined with generalized second-price (GSP) or Vickrey-Clarke-Groves (VCG) pricing. We make three…

Computer Science and Game Theory · Computer Science 2021-03-11 Hadi Elzayn , Riccardo Colini-Baldeschi , Brian Lan , Okke Schrijvers

We study a setting where agents use no-regret learning algorithms to participate in repeated auctions. \citet{kolumbus2022auctions} showed, rather surprisingly, that when bidders participate in second-price auctions using no-regret bidding…

Computer Science and Game Theory · Computer Science 2024-11-15 Gagan Aggarwal , Anupam Gupta , Andres Perlroth , Grigoris Velegkas

Motivated by sponsored search auctions, we study multi-unit auctions with budget constraints. In the mechanism we propose, Sort-Cut, understating budgets or values is weakly dominated. Since Sort-Cut's revenue is increasing in budgets and…

Computer Science and Game Theory · Computer Science 2011-03-03 I. Hafalir , R. Ravi , A. Sayedi

Motivated by practical concerns in the online advertising industry, we study a bidder subset selection problem in single-item auctions. In this problem, a large pool of candidate bidders have independent values sampled from known prior…

Computer Science and Game Theory · Computer Science 2022-11-22 Xiaohui Bei , Nick Gravin , Pinyan Lu , Zhihao Gavin Tang

We present a quantum auction protocol using superpositions to represent bids and distributed search to identify the winner(s). Measuring the final quantum state gives the auction outcome while simultaneously destroying the superposition.…

Quantum Physics · Physics 2007-11-26 Tad Hogg , Pavithra Harsha , Kay-Yut Chen

Information technology has revolutionized the traditional structure of markets. The removal of geographical and time constraints has fostered the growth of online auction markets, which now include millions of economic agents worldwide and…

Physics and Society · Physics 2012-01-20 Filippo Radicchi , Andrea Baronchelli , Luis A. N. Amaral

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

In this work we introduce a new class of mechanisms composed of a traditional Generalized Second Price (GSP) auction and a fair division scheme, in order to achieve some desired level of fairness between groups of Bayesian strategic…

Computer Science and Game Theory · Computer Science 2022-10-19 Georgios Birmpas , Andrea Celli , Riccardo Colini-Baldeschi , Stefano Leonardi

In a sponsored search auction, decisions about how to rank ads impose tradeoffs between objectives such as revenue and welfare. In this paper, we examine how these tradeoffs should be made. We begin by arguing that the most natural solution…

Computer Science and Game Theory · Computer Science 2013-04-30 Ben Roberts , Dinan Gunawardena , Ian A. Kash , Peter Key

In a sponsored search auction the advertisement slots on a search result page are generally ordered by click-through rate. Bidders have a valuation, which is usually assumed to be linear in the click-through rate, a budget constraint, and…

Computer Science and Game Theory · Computer Science 2011-12-30 Riccardo Colini-Baldeschi , Monika Henzinger , Stefano Leonardi , Martin Starnberger

A large fraction of online advertisement is sold via repeated second price auctions. In these auctions, the reserve price is the main tool for the auctioneer to boost revenues. In this work, we investigate the following question: Can…

Computer Science and Game Theory · Computer Science 2020-02-19 Yash Kanoria , Hamid Nazerzadeh

We present our results on Uniform Price Auctions, one of the standard sealed-bid multi-unit auction formats, for selling multiple identical units of a single good to multi-demand bidders. Contrary to the truthful and economically efficient…

Computer Science and Game Theory · Computer Science 2013-06-20 Evangelos Markakis , Orestis Telelis