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The principle of optimism in the face of uncertainty is prevalent throughout sequential decision making problems such as multi-armed bandits and reinforcement learning (RL). To be successful, an optimistic RL algorithm must over-estimate…

Machine Learning · Computer Science 2021-12-07 Aldo Pacchiano , Philip J. Ball , Jack Parker-Holder , Krzysztof Choromanski , Stephen Roberts

We propose a new architecture to approximately learn incentive compatible, revenue-maximizing auctions from sampled valuations. Our architecture uses the Sinkhorn algorithm to perform a differentiable bipartite matching which allows the…

Computer Science and Game Theory · Computer Science 2021-06-16 Michael J. Curry , Uro Lyi , Tom Goldstein , John Dickerson

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

Strategyproofness in network auctions requires that bidders not only report their valuations truthfully, but also do their best to invite neighbours from the social network. In contrast to canonical auctions, where the value-monotone…

Computer Science and Game Theory · Computer Science 2025-07-22 Yuhang Guo , Dong Hao , Bin Li , Mingyu Xiao , Bakh Khoussainov

We study truthful mechanisms for approximating the Maximin-Share (MMS) allocation of agents with additive valuations for indivisible goods. Algorithmically, constant factor approximations exist for the problem for any number of agents. When…

Computer Science and Game Theory · Computer Science 2024-06-12 Ilan Reuven Cohen , Alon Eden , Talya Eden , Arsen Vasilyan

We study the problem of learning to bid when the bidder's value is dynamic, i.e., when the current value depends on past outcomes. Specifically, we consider a bidder participating in repeated second-price auctions whose value depends on the…

Machine Learning · Computer Science 2026-05-28 Benjamin Heymann , Otmane Sakhi

Strategyproof mechanisms provide robust equilibrium with minimal assumptions about knowledge and rationality but can be unachievable in combination with other desirable properties such as budget-balance, stability against deviations by…

Computer Science and Game Theory · Computer Science 2012-05-14 Benjamin Lubin , David C. Parkes

Auto-bidding is now widely adopted as an interface between advertisers and internet advertising as it allows advertisers to specify high-level goals, such as maximizing value subject to a value-per-spend constraint. Prior research has…

Computer Science and Game Theory · Computer Science 2022-07-11 Christopher Liaw , Aranyak Mehta , Andres Perlroth

To support a freight carrier in a combinatorial transport auction, we proposes an exact and two heuristic strategies for bidding on subsets of requests. The exact bidding strategy is based on the concept of elementary request combinations.…

Computer Science and Game Theory · Computer Science 2014-06-10 Tobias Buer

We consider the problem of repeatedly auctioning a single item to multiple i.i.d buyers who each use a no-regret learning algorithm to bid over time. In particular, we study the seller's optimal revenue, if they know that the buyers are…

Computer Science and Game Theory · Computer Science 2023-07-11 Linda Cai , S. Matthew Weinberg , Evan Wildenhain , Shirley Zhang

With the growing adoption of machine learning (ML) systems in areas like law enforcement, criminal justice, finance, hiring, and admissions, it is increasingly critical to guarantee the fairness of decisions assisted by ML. In this paper,…

Machine Learning · Computer Science 2024-05-17 Meiyu Zhong , Ravi Tandon

We propose and study a novel mechanism design setup where each bidder holds two kinds of private information: (1) type variable, which can be misreported; (2) information variable, which the bidder may want to conceal or partially reveal,…

Computer Science and Game Theory · Computer Science 2023-01-31 Jibang Wu , Ashwinkumar Badanidiyuru , Haifeng Xu

We study revenue optimization learning algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation for a good and seeks to maximize his cumulative discounted…

Computer Science and Game Theory · Computer Science 2018-02-09 Alexey Drutsa

Advertisers increasingly use automated bidding to optimize their ad campaigns on online advertising platforms. Autobidding optimizes an advertiser's objective subject to various constraints, e.g. average ROI and budget constraints. In this…

Computer Science and Game Theory · Computer Science 2024-04-16 Gagan Aggarwal , Giannis Fikioris , Mingfei Zhao

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

A strictly strategy-proof mechanism is one that asks agents to use strictly dominant strategies. In the canonical one-dimensional mechanism design setting with private values, we show that strict strategy-proofness is equivalent to strict…

Theoretical Economics · Economics 2020-07-28 Matteo Escudé , Ludvig Sinander

Online double auctions (DAs) model a dynamic two-sided matching problem with private information and self-interest, and are relevant for dynamic resource and task allocation problems. We present a general method to design truthful DAs, such…

Computer Science and Game Theory · Computer Science 2012-07-09 Jonathan Bredin , David C. Parkes

We investigate the problem of designing randomized obviously strategy-proof (OSP) mechanisms in several canonical auction settings. Obvious strategy-proofness, introduced by Li [American Economic Review, 2017], strengthens the well-known…

Computer Science and Game Theory · Computer Science 2025-02-18 Shiri Ron , Daniel Schoepflin

We study a sequential mechanism design problem in which a principal seeks to elicit truthful reports from multiple rational agents while starting with no prior knowledge of agents' beliefs. We introduce Distributionally Robust Adaptive…

Computer Science and Game Theory · Computer Science 2026-04-22 Qiushi Han , David Simchi-Levi , Renfei Tan , Zishuo Zhao

We study the bidding problem in repeated uniform price multi-unit auctions from the perspective of a value-maximizing buyer. The buyer aims to maximize their cumulative value over $T$ rounds while adhering to per-round return-on-investment…

Data Structures and Algorithms · Computer Science 2025-10-07 Negin Golrezaei , Sourav Sahoo
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