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Designing an incentive compatible auction that maximizes expected revenue is an intricate task. The single-item case was resolved in a seminal piece of work by Myerson in 1981, but more than 40 years later a full analytical understanding of…

Computer Science and Game Theory · Computer Science 2022-10-17 Paul Dütting , Zhe Feng , Harikrishna Narasimhan , David C. Parkes , Sai Srivatsa Ravindranath

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

Auctions are markets with strict regulations governing the information available to traders in the market and the possible actions they can take. Since well designed auctions achieve desirable economic outcomes, they have been widely used…

Artificial Intelligence · Computer Science 2009-04-14 Jinzhong Niu , Simon Parsons

Auctions are important mechanisms extensively implemented in various markets, e.g., search engines' keyword auctions, antique auctions, etc. Finding an optimal auction mechanism is extremely difficult due to the constraints of imperfect…

Machine Learning · Computer Science 2025-07-28 Jiayin Liu , Chenglong Zhang

The design of data markets has gained importance as firms increasingly use machine learning models fueled by externally acquired training data. A key consideration is the externalities firms face when data, though inherently freely…

Computer Science and Game Theory · Computer Science 2024-10-22 Anish Agarwal , Munther Dahleh , Thibaut Horel , Maryann Rui

In mechanism design, it is challenging to design the optimal auction with correlated values in general settings. Although value distribution can be further exploited to improve revenue, the complex correlation structure makes it hard to…

Computer Science and Game Theory · Computer Science 2023-02-21 Da Huo , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu

Big data has been emerging as a new approach in utilizing large datasets to optimize complex system operations. Big data is fueled with Internet-of-Things (IoT) services that generate immense sensory data from numerous sensors and devices.…

Computer Science and Game Theory · Computer Science 2016-08-16 Dusit Niyato , Mohammad Abu Alsheikh , Ping Wang , Dong In Kim , Zhu Han

The design of optimal auctions is a problem of interest in economics, game theory and computer science. Despite decades of effort, strategyproof, revenue-maximizing auction designs are still not known outside of restricted settings.…

Computer Science and Game Theory · Computer Science 2021-10-19 Neehar Peri , Michael J. Curry , Samuel Dooley , John P. Dickerson

High-quality machine learning models are dependent on access to high-quality training data. When the data are not already available, it is tedious and costly to obtain them. Data markets help with identifying valuable training data: model…

Machine Learning · Computer Science 2023-06-06 Boxin Zhao , Boxiang Lyu , Raul Castro Fernandez , Mladen Kolar

The acquisition of training data is crucial for machine learning applications. Data markets can increase the supply of data, particularly in data-scarce domains such as healthcare, by incentivizing potential data providers to join the…

Machine Learning · Computer Science 2024-10-01 Charles Lu , Baihe Huang , Sai Praneeth Karimireddy , Praneeth Vepakomma , Michael Jordan , Ramesh Raskar

The design of revenue-maximizing auctions with strong incentive guarantees is a core concern of economic theory. Computational auctions enable online advertising, sourcing, spectrum allocation, and myriad financial markets. Analytic…

Computer Science and Game Theory · Computer Science 2020-10-14 Kevin Kuo , Anthony Ostuni , Elizabeth Horishny , Michael J. Curry , Samuel Dooley , Ping-yeh Chiang , Tom Goldstein , John P. Dickerson

Online auction has been very widespread in the recent years. Platform administrators are working hard to refine their auction mechanisms that will generate high profits while maintaining a fair resource allocation. With the advancement of…

Computer Science and Game Theory · Computer Science 2021-10-14 Zhanhao Zhang

From social networks to supply chains, more and more aspects of how humans, firms and organizations interact is mediated by artificial learning agents. As the influence of machine learning systems grows, it is paramount that we study how to…

Multiagent Systems · Computer Science 2022-11-02 Andrea Tacchetti , DJ Strouse , Marta Garnelo , Thore Graepel , Yoram Bachrach

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

Motivated by the problem of selling large, proprietary data, we consider an information pricing problem proposed by Bergemann et al. that involves a decision-making buyer and a monopolistic seller. The seller has access to the underlying…

Computer Science and Game Theory · Computer Science 2026-03-26 Andrew Li , R. Ravi , Karan Singh , Zihong Yi , Weizhong Zhang

In this work, we aim to design a data marketplace; a robust real-time matching mechanism to efficiently buy and sell training data for Machine Learning tasks. While the monetization of data and pre-trained models is an essential focus of…

Computer Science and Game Theory · Computer Science 2019-05-14 Anish Agarwal , Munther Dahleh , Tuhin Sarkar

The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied. In this work, we cast the problem of predicting clearing prices into a learning framework and use the resulting models to…

Machine Learning · Computer Science 2019-06-25 Weiran Shen , Sébastien Lahaie , Renato Paes Leme

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

Machine Learning · Statistics 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

Energy forecasting has attracted enormous attention over the last few decades, with novel proposals related to the use of heterogeneous data sources, probabilistic forecasting, online learn-ing, etc. A key aspect that emerged is that…

Applications · Statistics 2022-04-05 Pierre Pinson , Liyang Han , Jalal Kazempour

Signaling is an important topic in the study of asymmetric information in economic settings. In particular, the transparency of information available to a seller in an auction setting is a question of major interest. We introduce the study…

Computer Science and Game Theory · Computer Science 2012-04-26 Yuval Emek , Michal Feldman , Iftah Gamzu , Renato Paes Leme , Moshe Tennenholtz
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