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A seller chooses a reserve price in a second-price auction to maximize worst-case expected revenue when she knows only the mean of value distribution and an upper bound on either values themselves or variance. Values are private and iid.…

Theoretical Economics · Economics 2020-08-10 Alex Suzdaltsev

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

Consider Myerson's optimal auction with respect to an inaccurate prior, e.g., estimated from data, which is an underestimation of the true value distribution. Can the auctioneer expect getting at least the optimal revenue w.r.t. the…

Computer Science and Game Theory · Computer Science 2022-11-10 Ziyun Chen , Zhiyi Huang , Dorsa Majdi , Zipeng Yan

We study the robust double auction mechanisms, that is, the double auction mechanisms that satisfy dominant strategy incentive compatibility, ex-post individual rationality and ex-post budget balance. We first establish that the price in…

Theoretical Economics · Economics 2024-09-09 Kiho Yoon

We provide the first direct test of how the credibility of an auction format affects bidding behavior and final outcomes. To do so, we conduct a series of laboratory experiments where the role of the seller is played by a human subject who…

General Economics · Economics 2025-03-19 Ahrash Dianat , Mikhail Freer

Consider the problem of allocating goods to buyers through an auction. An auction is efficient if the resulting allocation maximizes total welfare, conditional on the information available. If buyers have private values, the…

Computer Science and Game Theory · Computer Science 2018-05-23 Andrei Ciupan

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

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

We study collusion in a second-price auction with two bidders in a dynamic environment. One bidder can make a take-it-or-leave-it collusion proposal, which consists of both an offer and a request of bribes, to the opponent. We show that…

Theoretical Economics · Economics 2021-05-31 Jingfeng Lu , Zongwei Lu , Christian Riis

We introduce several new estimation methods that leverage shape constraints in auction models to estimate various objects of interest, including the distribution of a bidder's valuations, the bidder's ex ante expected surplus, and the…

Econometrics · Economics 2019-12-17 Joris Pinkse , Karl Schurter

We design fair sponsored search auctions that achieve a near-optimal tradeoff between fairness and quality. Our work builds upon the model and auction design of Chawla and Jagadeesan \cite{CJ22}, who considered the special case of a single…

Computer Science and Game Theory · Computer Science 2022-04-11 Shuchi Chawla , Rojin Rezvan , Nathaniel Sauerberg

We experimentally evaluate the comparative performance of the winner-bid, average-bid, and loser-bid auctions for the dissolution of a partnership. The analysis of these auctions based on the empirical equilibrium refinement of Velez and…

General Economics · Economics 2020-07-15 Alexander L. Brown , Rodrigo A. Velez

In the standard single-dimensional model of position auctions, bidders agree on the relative values of the positions and each of them submits a single bid that is interpreted in terms of these values. Motivated by current practice in…

Computer Science and Game Theory · Computer Science 2018-06-22 Paul Dütting , Felix Fischer , David C. Parkes

In the context of auctions for digital goods, an interesting random sampling auction has been proposed by Goldberg, Hartline, and Wright [2001]. This auction has been analyzed by Feige, Flaxman, Hartline, and Kleinberg [2005], who have…

Computer Science and Game Theory · Computer Science 2013-03-20 Saeed Alaei , Azarakhsh Malekian , Aravind Srinivasan

The existing literature on optimal auctions focuses on optimizing the expected revenue of the seller, and is appropriate for risk-neutral sellers. In this paper, we identify good mechanisms for risk-averse sellers. As is standard in the…

Computer Science and Game Theory · Computer Science 2010-04-02 Mukund Sundararajan , Qiqi Yan

Auctions are key for maximizing sellers' revenue and ensuring truthful bidding among buyers. Recently, an approach known as differentiable economics based on machine learning (ML) has shown promise in learning powerful auction mechanisms…

Computer Science and Game Theory · Computer Science 2025-10-02 Roy Maor Lotan , Inbal Talgam-Cohen , Yaniv Romano

We present a general framework for designing approximately revenue-optimal mechanisms for multi-item additive auctions, which applies to both truthful and non-truthful auctions. Given a (not necessarily truthful) single-item auction format…

Computer Science and Game Theory · Computer Science 2022-09-23 Constantinos Daskalakis , Maxwell Fishelson , Brendan Lucier , Vasilis Syrgkanis , Santhoshini Velusamy

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

Conventional bidding strategies for online display ad auction heavily relies on observed performance indicators such as clicks or conversions. A bidding strategy naively pursuing these easily observable metrics, however, fails to optimize…

Machine Learning · Computer Science 2020-07-10 Daisuke Moriwaki , Yuta Hayakawa , Isshu Munemasa , Yuta Saito , Akira Matsui

We consider the sample complexity of revenue maximization for multiple bidders in unrestricted multi-dimensional settings. Specifically, we study the standard model of $n$ additive bidders whose values for $m$ heterogeneous items are drawn…

Computer Science and Game Theory · Computer Science 2021-04-13 Yannai A. Gonczarowski , S. Matthew Weinberg
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