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Related papers: Complex Dynamics in Autobidding Systems

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The optimization of bidding strategies for online advertising slot auctions presents a critical challenge across numerous digital marketplaces. A significant obstacle to the development, evaluation, and refinement of real-time autobidding…

In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that…

Machine Learning · Statistics 2025-02-14 Matilde Tullii , Solenne Gaucher , Nadav Merlis , Vianney Perchet

The design of revenue-maximizing combinatorial auctions, i.e. multi-item auctions over bundles of goods, is one of the most fundamental problems in computational economics, unsolved even for two bidders and two items for sale. In the…

Machine Learning · Computer Science 2016-06-15 Maria-Florina Balcan , Tuomas Sandholm , Ellen Vitercik

The first-price auction is popular in practice for its simplicity and transparency. Moreover, its potential virtues grow in complex settings where incentive compatible auctions may generate little or no revenue. Unfortunately, the…

Computer Science and Game Theory · Computer Science 2013-04-30 Darrell Hoy , Kamal Jain , Christopher A. Wilkens

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

Decision procedures aggregating the preferences of multiple agents can produce cycles and hence outcomes which have been described heuristically as `chaotic'. We make this description precise by constructing an explicit dynamical system…

Statistical Mechanics · Physics 2009-10-31 David A. Meyer , Thad A. Brown

An artificial stock market is established based on multi-agent . Each agent has a limit memory of the history of stock price, and will choose an action according to his memory and trading strategy. The trading strategy of each agent evolves…

Other Condensed Matter · Physics 2009-11-10 Chun-Xia Yang , Tao Zhou , Pei-Ling Zhou , Jun Liu , Zi-Nan Tang

In a combinatorial auction with item bidding, agents participate in multiple single-item second-price auctions at once. As some items might be substitutes, agents need to strategize in order to maximize their utilities. A number of results…

Computer Science and Game Theory · Computer Science 2017-04-17 Paul Dütting , Thomas Kesselheim

Ads on the Internet are increasingly sold via ad exchanges such as RightMedia, AdECN and Doubleclick Ad Exchange. These exchanges allow real-time bidding, that is, each time the publisher contacts the exchange, the exchange ``calls out'' to…

Computer Science and Game Theory · Computer Science 2015-03-13 Tanmoy Chakraborty , Eyal Even-Dar , Sudipto Guha , Yishay Mansour , S. Muthukrishnan

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

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

In this paper, we present a new model and two mechanisms for auctions in two-sided markets of buyers and sellers, where budget constraints are imposed on buyers. Our model incorporates polymatroidal environments, and is applicable to a wide…

Computer Science and Game Theory · Computer Science 2018-09-17 Hiroshi Hirai , Ryosuke Sato

Online bidding is a classic optimization problem, with several applications in online decision-making, the design of interruptible systems, and the analysis of approximation algorithms. In this work, we study online bidding under…

Computer Science and Game Theory · Computer Science 2025-10-30 Spyros Angelopoulos , Bertrand Simon

Many companies rely on advertising platforms such as Google, Facebook, or Instagram to recruit a large and diverse applicant pool for job openings. Prior works have shown that equitable bidding may not result in equitable outcomes due to…

Computers and Society · Computer Science 2023-05-24 Inbal Livni Navon , Charlotte Peale , Omer Reingold , Judy Hanwen Shen

Automated bidding to optimize online advertising with various constraints, e.g. ROI constraints and budget constraints, is widely adopted by advertisers. A key challenge lies in designing algorithms for non-truthful mechanisms with ROI…

Computer Science and Game Theory · Computer Science 2025-10-21 Yuan Deng , Yilin Li , Wei Tang , Hanrui Zhang

A seller wants to sell a good to a set of bidders using a credible mechanism. We show that when the seller has private information about her cost, it is impossible for a static mechanism to achieve the optimal revenue. In particular, even…

Theoretical Economics · Economics 2025-09-29 Martino Banchio , Andrzej Skrzypacz , Frank Yang

This paper develops algorithms to solve strong-substitutes product-mix auctions. That is, it finds competitive equilibrium prices and quantities for agents who use this auction's bidding language to truthfully express their…

Computer Science and Game Theory · Computer Science 2023-07-11 Elizabeth Baldwin , Paul W. Goldberg , Paul Klemperer , Edwin Lock

Dynamics of arbitrary communication system is analysed as unreduced interaction process. The applied generalised, universally nonperturbative method of effective potential reveals the phenomenon of dynamic multivaluedness of competing…

General Physics · Physics 2007-05-23 Andrei P. Kirilyuk

This paper proposes a diffusion-based auto-bidding framework that leverages graph representations to model large-scale auction environments. In such settings, agents must dynamically optimize bidding strategies under constraints defined by…

Machine Learning · Computer Science 2025-04-22 Dom Huh , Prasant Mohapatra

A variety of physical, social and biological systems generate complex fluctuations with correlations across multiple time scales. In physiologic systems, these long-range correlations are altered with disease and aging. Such correlated…

Other Quantitative Biology · Quantitative Biology 2009-11-10 Luis A. N. Amaral , Albert Diaz-Guilera , Andre A. Moreira , Ary L. Goldberger , Lewis A. Lipsitz