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We study large markets with a single seller which can produce many types of goods, and many multi-minded buyers. The seller chooses posted prices for its many items, and the buyers purchase bundles to maximize their utility. For this…

Computer Science and Game Theory · Computer Science 2016-10-14 Elliot Anshelevich , Koushik Kar , Shreyas Sekar

We study the design of mechanisms -- e.g., auctions -- when the designer does not control information flows between mechanism participants. A mechanism equilibrium is leakage-proof if no player conditions their actions on leaked…

Theoretical Economics · Economics 2025-11-04 Samuel Häfner , Marek Pycia , Haoyuan Zeng

We study the limits of an information intermediary in the classical Bayesian auction, where a revenue-maximizing seller sells one item to $n$ buyers with independent private values. In addition, we have an intermediary who knows the buyers'…

Computer Science and Game Theory · Computer Science 2022-05-20 Reza Alijani , Siddhartha Banerjee , Kamesh Munagala , Kangning Wang

We consider a fixed-price mechanism design setting where a seller sells one item via a social network, but the seller can only directly communicate with her neighbours initially. Each other node in the network is a potential buyer with a…

Computer Science and Game Theory · Computer Science 2019-05-15 Tianyi Zhang , Dengji Zhao , Wen Zhang , Xuming He

In many markets buyers are poorly informed about which firms sell the product (product availability) and prices, and therefore have to spend time to obtain this information. In contrast, sellers typically have a better idea about which…

Theoretical Economics · Economics 2021-10-01 Atabek Atayev

We undertake a formal study of the value of targeting data to an advertiser. As expected, this value is increasing in the utility difference between realizations of the targeting data and the accuracy of the data, and depends on the…

Computer Science and Game Theory · Computer Science 2014-07-15 Kshipra Bhawalkar , Patrick Hummel , Sergei Vassilvitskii

In many shopping scenarios, e.g., in online shopping, customers have a large menu of options to choose from. However, most of the buyers do not browse all the options and make decision after considering only a small part of the menu. To…

Computer Science and Game Theory · Computer Science 2018-02-15 Nick Gravin , Zhihao Gavin Tang

We consider an assortment selection and pricing problem in which a seller has $N$ different items available for sale. In each round, the seller observes a $d$-dimensional contextual preference information vector for the user, and offers to…

Machine Learning · Computer Science 2025-03-18 Yigit Efe Erginbas , Thomas A. Courtade , Kannan Ramchandran

Traditional economic models typically treat private information, or signals, as generated from some underlying state. Recent work has explicated alternative models, where signals correspond to interpretations of available information. We…

Computer Science and Game Theory · Computer Science 2012-02-20 Michael P. Wellman , Lu Hong , Scott E. Page

When an investor is faced with the option to purchase additional information regarding an asset price, how much should she pay? To address this question, we solve for the indifference price of information in a setting where a trader…

Mathematical Finance · Quantitative Finance 2024-03-08 Sebastian Jaimungal , Xiaofei Shi

We study a basic auction design problem with online supply. There are two unit-demand bidders and two types of items. The first item type will arrive first for sure, and the second item type may or may not arrive. The auctioneer has to…

Computer Science and Game Theory · Computer Science 2017-07-17 Nikhil R. Devanur , Balasubramanian Sivan , Vasilis Syrgkanis

When bidders bid on complex objects, they might be unaware of characteristics effecting their valuations. We assume that each buyer's valuation is a sum of independent random variables, one for each characteristic. When a bidder is unaware…

Theoretical Economics · Economics 2025-12-22 Ying Xue Li , Burkhard C. Schipper

This work addresses the buyer's inspection paradox for information markets. The paradox is that buyers need to access information to determine its value, while sellers need to limit access to prevent theft. To study this, we introduce an…

Artificial Intelligence · Computer Science 2024-03-22 Nasim Rahaman , Martin Weiss , Manuel Wüthrich , Yoshua Bengio , Li Erran Li , Chris Pal , Bernhard Schölkopf

Contemporary real-world online ad auctions differ from canonical models [Edelman et al., 2007; Varian, 2009] in at least four ways: (1) values and click-through rates can depend upon users' search queries, but advertisers can only partially…

Machine Learning · Computer Science 2024-04-11 Ming Chen , Sareh Nabi , Marciano Siniscalchi

Good economic mechanisms depend on the preferences of participants in the mechanism. For example, the revenue-optimal auction for selling an item is parameterized by a reserve price, and the appropriate reserve price depends on how much the…

Computer Science and Game Theory · Computer Science 2014-06-10 Shuchi Chawla , Jason Hartline , Denis Nekipelov

This paper studies a decentralized many-to-one matching market where preferences remain uncertain during the matching process. Institutions initiate matching by sending offers, and applicants decide whether to accept upon receiving them.…

Theoretical Economics · Economics 2025-11-14 Yu-Ting Ho

We study revenue optimization in a repeated auction between a single seller and a single buyer. Traditionally, the design of repeated auctions requires strong modeling assumptions about the bidder behavior, such as it being myopic, infinite…

Computer Science and Game Theory · Computer Science 2019-03-12 Shipra Agrawal , Constantinos Daskalakis , Vahab Mirrokni , Balasubramanian Sivan

We examine information structure design, also called "persuasion" or "signaling", in the presence of a constraint on the amount of communication. We focus on the fundamental setting of bilateral trade, which in its simplest form involves a…

Computer Science and Game Theory · Computer Science 2020-03-09 Shaddin Dughmi , David Kempe , Ruixin Qiang

We consider the problem of a single seller repeatedly selling a single item to a single buyer (specifically, the buyer has a value drawn fresh from known distribution $D$ in every round). Prior work assumes that the buyer is fully rational…

Computer Science and Game Theory · Computer Science 2017-11-28 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

We introduce a new numerical framework to learn optimal bidding strategies in repeated auctions when the seller uses past bids to optimize her mechanism. Crucially, we do not assume that the bidders know what optimization mechanism is used…

Computer Science and Game Theory · Computer Science 2021-02-09 Thomas Nedelec , Jules Baudet , Vianney Perchet , Noureddine El Karoui