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When selling many goods with independent valuations, we develop a distributionally robust framework, consisting of a two-player game between seller and nature. The seller has only limited knowledge about the value distribution. The seller…

Computer Science and Game Theory · Computer Science 2026-03-30 Tim S. G. van Eck , Pieter Kleer , Johan S. H. van Leeuwaarden

We consider the problem of revenue-optimal dynamic mechanism design in settings where agents' types evolve over time as a function of their (both public and private) experience with items that are auctioned repeatedly over an infinite…

Computer Science and Game Theory · Computer Science 2010-10-18 Sham M. Kakade , Ilan Lobel , Hamid Nazerzadeh

This paper considers the design of non-truthful mechanisms from samples. We identify a parameterized family of mechanisms with strategically simple winner-pays-bid, all-pay, and truthful payment formats. In general (not necessarily…

Computer Science and Game Theory · Computer Science 2019-06-26 Jason Hartline , Samuel Taggart

We consider the problem of a single seller repeatedly selling a single item to a single buyer (specifically, the buyer has a value drawn fresh from known distribution $D$ in every round). Prior work assumes that the buyer is fully rational…

Computer Science and Game Theory · Computer Science 2017-11-28 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

A patient seller aims to sell a good to an impatient buyer (i.e., one who discounts utility over time). The buyer will remain in the market for a period of time $T$, and her private value is drawn from a publicly known distribution. What is…

Computer Science and Game Theory · Computer Science 2023-02-14 Yuan Deng , Jieming Mao , Balasubramanian Sivan , Kangning Wang

We document a connection between constraint reasoning and probabilistic reasoning. We present an algorithm, called {em probabilistic arc consistency}, which is both a generalization of a well known algorithm for arc consistency used in…

Artificial Intelligence · Computer Science 2013-01-18 Michael C. Horsch , Bill Havens

Selling a single item to $n$ self-interested buyers is a fundamental problem in economics, where the two objectives typically considered are welfare maximization and revenue maximization. Since the optimal mechanisms are often impractical…

Computer Science and Game Theory · Computer Science 2024-11-06 Billy Jin , Thomas Kesselheim , Will Ma , Sahil Singla

We study gains from trade in multi-dimensional two-sided markets. Specifically, we focus on a setting with $n$ heterogeneous items, where each item is owned by a different seller $i$, and there is a constrained-additive buyer with…

Computer Science and Game Theory · Computer Science 2022-03-15 Yang Cai , Kira Goldner , Steven Ma , Mingfei Zhao

We obtain an index of the complexity of a random sequence by allowing the role of the measure in classical probability theory to be played by a function we call the generating mechanism. Typically, this generating mechanism will be a finite…

Machine Learning · Statistics 2008-12-11 Finn Macleod , James Gleeson

We study non-monetary mechanisms for the fair and efficient allocation of reusable public resources, i.e., resources used for varying durations. We consider settings where a limited resource is repeatedly shared among a set of agents, each…

Computer Science and Game Theory · Computer Science 2023-10-17 Siddhartha Banerjee , Giannis Fikioris , Éva Tardos

Neural networks can be used as approximations of several complex control schemes such as model predictive control. We show in this paper which properties deep neural networks with rectifier linear units as activation functions need to…

Systems and Control · Electrical Eng. & Systems 2020-04-02 Benjamin Karg , Sergio Lucia

Assortment optimization concerns the problem of selling items with fixed prices to a buyer who will purchase at most one. Typically, retailers select a subset of items, corresponding to an "assortment" of brands to carry, and make each…

Computer Science and Game Theory · Computer Science 2022-05-23 Will Ma

For any business, planning is a continuous process, and typically business-owners focus on making both long-term planning aligned with a particular strategy as well as short-term planning that accommodates the dynamic market situations. An…

General Finance · Quantitative Finance 2017-01-25 Amita Gajewar , Gagan Bansal

We consider a robust version of the revenue maximization problem, where a single seller wishes to sell $n$ items to a single unit-demand buyer. In this robust version, the seller knows the buyer's marginal value distribution for each item…

Computer Science and Game Theory · Computer Science 2020-08-27 Moshe Babaioff , Michal Feldman , Yannai A. Gonczarowski , Brendan Lucier , Inbal Talgam-Cohen

Model checking properties are often described by means of finite automata. Any particular such automaton divides the set of infinite trees into finitely many classes, according to which state has an infinite run. Building the full type…

Logic in Computer Science · Computer Science 2015-07-01 Klaus Aehlig

We revisit the problem of searching for a target at an unknown location on a line when given upper and lower bounds on the distance D that separates the initial position of the searcher from the target. Prior to this work, only asymptotic…

Data Structures and Algorithms · Computer Science 2013-10-04 Prosenjit Bose , Jean-Lou De Carufel , Stephane Durocher

Optimal mechanism design enjoys a beautiful and well-developed theory, and also a number of killer applications. Rules of thumb produced by the field influence everything from how governments sell wireless spectrum licenses to how the major…

Theoretical Economics · Economics 2020-08-12 Tim Roughgarden , Inbal Talgam-Cohen

We consider the problem of dynamic pricing with limited supply. A seller has $k$ identical items for sale and is facing $n$ potential buyers ("agents") that are arriving sequentially. Each agent is interested in buying one item. Each…

Computer Science and Game Theory · Computer Science 2013-11-27 Moshe Babaioff , Shaddin Dughmi , Robert Kleinberg , Aleksandrs Slivkins

We develop a dual-control method for approximating investment strategies in incomplete environments that emerge from the presence of trading constraints. Convex duality enables the approximate technology to generate lower and upper bounds…

Mathematical Finance · Quantitative Finance 2019-10-29 Thijs Kamma , Antoon Pelsser

We consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is…

Computer Science and Game Theory · Computer Science 2019-05-15 Thomas Nedelec , Noureddine El Karoui , Vianney Perchet
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