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This paper presents an integrated model for bidding energy storage in day-ahead and real-time markets to maximize profits. We show that in integrated two-stage bidding, the real-time bids are independent of day-ahead settlements, while the…

Optimization and Control · Mathematics 2024-04-30 Saud Alghumayjan , Jiajun Han , Ningkun Zheng , Ming Yi , Bolun Xu

We study a new "laminated" queueing model for orders on batched trading venues such as decentralised exchanges. The model aims to capture and generalise transaction queueing infrastructure that has arisen to organise MEV activity on public…

Trading and Market Microstructure · Quantitative Finance 2024-01-17 Andrew W. Macpherson

Core-selecting combinatorial auctions are popular auction designs that constrain prices to eliminate the incentive for any group of bidders -- with the seller -- to renegotiate for a better deal. They help overcome the low-revenue issues of…

Computer Science and Game Theory · Computer Science 2025-05-21 Siddharth Prasad , Maria-Florina Balcan , Tuomas Sandholm

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

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

We consider auction environments in which at the time of the auction bidders observe signals about their ex-post value. We introduce a model of novice bidders who do not know know the joint distribution of signals and instead build a…

Theoretical Economics · Economics 2021-07-02 Philippe Jehiel , Konrad Mierendorff

Ethereum block builders run sealed auctions among searchers, but nothing in the protocol forces a builder to honor the auction outcome after observing submitted bundles. This paper studies the commitment problem. We model a builder who…

Computer Science and Game Theory · Computer Science 2026-05-26 Aleksei Adadurov , Sergey Barseghyan , Anton Chtepine , Antero Eloranta , Andrei Sebyakin , Arsenii Valitov

We consider auctions with N+1 bidders. Of these, N are symmetric and N+1 is "sufficiently strong" relative to the others. The auction is a "tournament" in which the first N players bid to win the right to compete with N+1. The bids of the…

Theoretical Economics · Economics 2024-09-18 Luca Anderlini , GaOn Kim

A single unit of a good is sold to one of two bidders. Each bidder has either a high prior valuation or a low prior valuation for the good. Their prior valuations are independently and identically distributed. Each bidder may observe an…

Theoretical Economics · Economics 2022-05-10 Wanchang Zhang

The Maker Protocol is a decentralized finance application that enables collateralized lending. The application uses open-bid, second-price auctions to complete its loan liquidation process. In this paper, we develop a bidding function for…

Trading and Market Microstructure · Quantitative Finance 2021-05-27 Michael Darlin , Nikolaos Papadis , Leandros Tassiulas

While the auto-bidding literature predominantly considers independent bidding, we investigate the coordination problem among multiple auto-bidders in online advertising platforms. Two motivating scenarios are: collaborative bidding among…

Computer Science and Game Theory · Computer Science 2026-05-27 Yanru Guan , Jiahao Zhang , Zhe Feng , Tao Lin

This paper considers an electric vehicle charging scheduling setting where vehicle users can reserve charging time in advance at a charging station. In this setting, users are allowed to explicitly express their preferences over different…

Computer Science and Game Theory · Computer Science 2019-07-23 Luyang Hou , Chun Wang , Jun Yan

Online auctions are fast gaining popularity in today's electronic commerce. Relative to offline auctions, there is a greater degree of multiple bidding and late bidding in online auctions, an empirical finding by some recent research. These…

Statistics Theory · Mathematics 2007-06-13 Sharad Borle , Peter Boatwright , Joseph B. Kadane

Traditional single-proposer blockchains suffer from miner extractable value (MEV), where validators exploit their serial monopoly on transaction inclusion and ordering to extract rents from users. While there have been many developments at…

Cryptography and Security · Computer Science 2025-09-30 Pranav Garimidi , Joachim Neu , Max Resnick

Simultaneous ascending auctions present agents with the exposure problem: bidding to acquire a bundle risks the possibility of obtaining an undesired subset of the goods. Auction theory provides little guidance for dealing with this…

Computer Science and Game Theory · Computer Science 2012-07-09 Anna Osepayshvili , Michael P. Wellman , Daniel Reeves , Jeffrey K. MacKie-Mason

In blockchain networks, the strategic ordering of transactions within blocks has emerged as a significant source of profit extraction, known as Maximal Extractable Value (MEV). The transition from spam-based Priority Gas Auctions to…

Block space on the blockchain is scarce and must be allocated efficiently through block building. However, Ethereum's current block-building ecosystem, MEV-Boost, has become highly centralized due to integration, which distorts competition,…

Cryptography and Security · Computer Science 2026-02-05 Mengqian Zhang , Sen Yang , Kartik Nayak , Fan Zhang

In online advertising markets, budget-constrained advertisers acquire ad placements through repeated bidding in auctions on various platforms. We present a strategy for bidding optimally in a set of auctions that may or may not be…

Computer Science and Game Theory · Computer Science 2023-06-14 Fransisca Susan , Negin Golrezaei , Okke Schrijvers

This paper studies mechanism design for revenue maximization in a distribution-reporting setting, where the auctioneer does not know the buyers' true value distributions. Instead, each buyer reports and commits to a bid distribution in the…

Computer Science and Game Theory · Computer Science 2025-07-08 Xiaotie Deng , Yanru Guan , Ningyuan Li , Zihe Wang , Jie Zhang

We study buyer-optimal procurement mechanisms when quality is contractible. When some costs are borne by every participant of a procurement auction regardless of winning, the classic analysis should be amended. We show that an optimal…

Theoretical Economics · Economics 2024-11-20 Pasha Andreyanov , Ilia Krasikov , Alex Suzdaltsev