English
Related papers

Related papers: Robust Analysis of Auction Equilibria

200 papers

For selling a single item to agents with independent but non-identically distributed values, the revenue optimal auction is complex. With respect to it, Hartline and Roughgarden (2009) showed that the approximation factor of the…

Computer Science and Game Theory · Computer Science 2016-11-17 Saeed Alaei , Jason Hartline , Rad Niazadeh , Emmanouil Pountourakis , Yang Yuan

For cheap-talk games with a binary state space in which the sender has state-independent preferences, we characterize equilibria that are robust to introducing slight state-dependence on the side of the sender. Not all equilibria are…

Theoretical Economics · Economics 2024-03-18 Jan-Henrik Steg , Elshan Garashli , Michael Greinecker , Christoph Kuzmics

Combinatorial auctions are formulated as frustrated lattice gases on sparse random graphs, allowing the determination of the optimal revenue by methods of statistical physics. Transitions between computationally easy and hard regimes are…

Statistical Mechanics · Physics 2009-11-11 Tobias Galla , Michele Leone , Matteo Marsili , Mauro Sellitto , Martin Weigt , Riccardo Zecchina

Many auction settings implicitly or explicitly require that bidders are treated equally ex-ante. This may be because discrimination is philosophically or legally impermissible, or because it is practically difficult to implement or…

Computer Science and Game Theory · Computer Science 2014-11-06 Christos Tzamos , Christopher A. Wilkens

This paper studies risk in a stochastic auction which facilitates the integration of renewable generation in electricity markets. We model market participants who are risk averse and reflect their risk aversion through coherent risk…

Optimization and Control · Mathematics 2020-05-01 Ryan Cory-Wright , Golbon Zakeri

Under certain assumptions in terms of information and models, equilibria correspond to possible stable outcomes in conflicting or cooperative scenarios where rational entities interact. For wireless engineers, it is of paramount importance…

Computer Science and Game Theory · Computer Science 2015-05-13 S. Lasaulce , M. Debbah , E. Altman

We study multi-unit auctions in which bidders have limited knowledge of opponent strategies and values. We characterize optimal prior-free bids; these bids minimize the maximal loss in expected utility resulting from uncertainty surrounding…

Theoretical Economics · Economics 2023-05-02 Bernhard Kasberger , Kyle Woodward

We consider auction environments in which at the time of the auction bidders observe signals about their ex-post value. We introduce a model of novice bidders who do not know know the joint distribution of signals and instead build a…

Theoretical Economics · Economics 2021-07-02 Philippe Jehiel , Konrad Mierendorff

In digital goods auctions, there is an auctioneer who sells an item with unlimited supply to a set of potential buyers, and the objective is to design truthful auction to maximize the total profit of the auctioneer. Motivated from an…

Computer Science and Game Theory · Computer Science 2011-07-27 Nick Gravin , Pinyan Lu

In many applications, ads are displayed together with the prices, so as to provide a direct comparison among similar products or services. The price-displaying feature not only influences the consumers' decisions, but also affects the…

Artificial Intelligence · Computer Science 2023-03-24 Bin Li , Yahui Lei

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

Computer Science and Game Theory · Computer Science 2021-09-23 Thomas Nedelec , Clément Calauzènes , Noureddine El Karoui , Vianney Perchet

Incorporating budget constraints into the analysis of auctions has become increasingly important, as they model practical settings more accurately. The social welfare function, which is the standard measure of efficiency in auctions, is…

Computer Science and Game Theory · Computer Science 2015-11-05 Yossi Azar , Michal Feldman , Nick Gravin , Alan Roytman

Revenue-optimal auction design is a challenging problem with significant theoretical and practical implications. Sequential auction mechanisms, known for their simplicity and strong strategyproofness guarantees, are often limited by…

Computer Science and Game Theory · Computer Science 2024-07-12 Sai Srivatsa Ravindranath , Zhe Feng , Di Wang , Manzil Zaheer , Aranyak Mehta , David C. Parkes

We study markets of indivisible items in which price-based (Walrasian) equilibria often do not exist due to the discrete non-convex setting. Instead we consider Nash equilibria of the market viewed as a game, where players bid for items,…

Computer Science and Game Theory · Computer Science 2011-03-22 Avinatan Hassidim , Haim Kaplan , Yishay Mansour , Noam Nisan

Platforms design the form of presentation by which sellers are shown to the buyers. This design not only shapes the buyers' experience but also leads to different market equilibria or dynamics. One component in this design is through the…

Computer Science and Game Theory · Computer Science 2025-04-22 Ophir Friedler , Hu Fu , Anna Karlin , Ariana Tang

We initiate the study of efficient mechanism design with guaranteed good properties even when players participate in multiple different mechanisms simultaneously or sequentially. We define the class of smooth mechanisms, related to smooth…

Computer Science and Game Theory · Computer Science 2012-11-07 Vasilis Syrgkanis , Eva Tardos

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas

A single unit of a good is sold to one of two bidders. Each bidder has either a high prior valuation or a low prior valuation for the good. Their prior valuations are independently and identically distributed. Each bidder may observe an…

Theoretical Economics · Economics 2022-05-10 Wanchang Zhang

We investigate \emph{bi-valued} auctions in the digital good setting and construct an explicit polynomial time deterministic auction. We prove an unconditional tight lower bound which holds even for random superpolynomial auctions. The…

Data Structures and Algorithms · Computer Science 2011-06-24 Oren Ben-Zwi , Ilan Newman

We provide efficient estimation methods for first- and second-price auctions under independent (asymmetric) private values and partial observability. Given a finite set of observations, each comprising the identity of the winner and the…

Computer Science and Game Theory · Computer Science 2022-05-05 Yeshwanth Cherapanamjeri , Constantinos Daskalakis , Andrew Ilyas , Manolis Zampetakis