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We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…

Computer Science and Game Theory · Computer Science 2024-01-17 Simina Brânzei , Mahsa Derakhshan , Negin Golrezaei , Yanjun Han

We improve the best known competitive ratio (from 1/4 to 1/2), for the online multi-unit allocation problem, where the objective is to maximize the single-price revenue. Moreover, the competitive ratio of our algorithm tends to 1, as the…

Computer Science and Game Theory · Computer Science 2009-01-13 Sourav Chakraborty , Nikhil Devanur

In this paper, the survival function of waiting times between orders and the corresponding trades in a double-auction market is studied both by means of experiments and of empirical data. It turns out that, already at the level of order…

Physics and Society · Physics 2008-12-02 Enrico Scalas , Taisei Kaizoji , Michael Kirchler , Juergen Huber , Alessandra Tedeschi

We study an auction setting in which bidders bid for placement of their content within a summary generated by a large language model (LLM), e.g., an ad auction in which the display is a summary paragraph of multiple ads. This generalizes…

Computer Science and Game Theory · Computer Science 2024-04-15 Kumar Avinava Dubey , Zhe Feng , Rahul Kidambi , Aranyak Mehta , Di Wang

The auction theory literature has so far focused mostly on the design of mechanisms that takes the revenue or the efficiency as a yardstick. However, scenarios where the {\it capacity}, which we define as \textit{``the number of bidders the…

Computer Science and Game Theory · Computer Science 2007-11-13 Sudhir Kumar Singh , Vwani P. Roychowdhury

Crowdsourcing has become an important tool to collect data for various artificial intelligence applications and auction can be an effective way to allocate work and determine reward in a crowdsourcing platform. In this paper, we focus on…

Computer Science and Game Theory · Computer Science 2022-02-22 Timothy Shin Heng Mak , Albert Y. S. Lam

Auction data often contain information on only the most competitive bids as opposed to all bids. The usual measurement error approaches to unobserved heterogeneity are inapplicable due to dependence among order statistics. We bridge this…

Econometrics · Economics 2023-04-25 Yao Luo , Ruli Xiao

Sponsored search positions are typically allocated through real-time auctions, where the outcomes depend on advertisers' quality-adjusted bids - the product of their bids and quality scores. Although quality scoring helps promote ads with…

Computer Science and Game Theory · Computer Science 2025-09-01 Mohammad Rashid , Omid Rafieian , Soheil Ghili

Second-price auctions with deposits are frequently used in blockchain environments. An auction takes place on-chain: bidders deposit an amount that fully covers their bid (but possibly exceeds it) in a smart contract. The deposit is used as…

Computer Science and Game Theory · Computer Science 2022-07-19 Jan Christoph Schlegel , Akaki Mamageishvili

Diffusion auction design is a new trend in mechanism design for which the main goal is to incentivize existing buyers to invite new buyers, who are their neighbors on a social network, to join an auction even though they are competitors.…

Computer Science and Game Theory · Computer Science 2024-08-26 Yao Zhang , Shanshan Zheng , Dengji Zhao

Edge computing as a promising technology provides lower latency, more efficient transmission, and faster speed of data processing since the edge servers are closer to the user devices. Each edge server with limited resources can offload…

Computer Science and Game Theory · Computer Science 2021-05-11 Houming Qiu , Kun Zhu , Nguyen Cong Luong , Changyan Yi , Dusit Niyato , Dong In Kim

This paper deals with a stochastic order-driven market model with waiting costs, for order books with heterogenous traders. Offer and demand of liquidity drives price formation and traders anticipate future evolutions of the order book. The…

Trading and Market Microstructure · Quantitative Finance 2015-08-11 Aimé Lachapelle , Jean-Michel Lasry , Charles-Albert Lehalle , Pierre-Louis Lions

When agents with independent priors bid for a single item, Myerson's optimal auction maximizes expected revenue, whereas Vickrey's second-price auction optimizes social welfare. We address the natural question of trade-offs between the two…

Computer Science and Game Theory · Computer Science 2012-05-15 Ilias Diakonikolas , Christos Papadimitriou , George Pierrakos , Yaron Singer

DeFi applications are vulnerable to MEV, where specialized actors profit by reordering or inserting transactions. To mitigate latency races and internalize MEV revenue, Arbitrum introduced Timeboost, an auction-based transaction sequencing…

Cryptography and Security · Computer Science 2025-09-29 Johnnatan Messias , Christof Ferreira Torres

Cryptocurrencies, enabling secure digital asset transfers without a central authority, are experiencing increasing interest. With the increasing number of global and Turkish investors, it is evident that interest in digital assets will…

Innovative auction methods can be exploited to increase profits, with Shubik's famous "dollar auction" perhaps being the most widely known example. Recently, some mainstream e-commerce web sites have apparently achieved the same end on a…

Computer Science and Game Theory · Computer Science 2015-03-13 John W. Byers , Michael Mitzenmacher , Georgios Zervas

Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…

Information Retrieval · Computer Science 2023-08-01 Ruiyang Xu , Jalaj Bhandari , Dmytro Korenkevych , Fan Liu , Yuchen He , Alex Nikulkov , Zheqing Zhu

We consider the problem of a designer who wants to allocate resources to representatives, that then distribute the resources they receive among the individuals they represent. Motivated by the way Feeding America, one of the largest U.S.…

Computer Science and Game Theory · Computer Science 2024-10-01 Gagan Aggarwal , Marios Mertzanidis , Alexandros Psomas , Di Wang

This letter considers the design of an auction mechanism to sell the object of a seller when the buyers quantize their private value estimates regarding the object prior to communicating them to the seller. The designed auction mechanism…

Computer Science and Game Theory · Computer Science 2016-11-03 Nianxia Cao , Swastik Brahma , Pramod K. Varshney

We study methods to enhance statistical privacy in blockchain transactions. We analyze economic mechanisms for privacy-aware transaction owners whose utility depends not only on the outcome of the mechanism but also negatively on the…

Computer Science and Game Theory · Computer Science 2026-05-19 Georgios Chionas , Olga Gorelkina , Piotr Krysta , Rida Laraki