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We study the mechanism design problem of selling $k$ items to unit-demand buyers with private valuations for the items. A buyer either participates directly in the auction or is represented by an intermediary, who represents a subset of…

Computer Science and Game Theory · Computer Science 2021-11-23 Gagan Aggarwal , Kshipra Bhawalkar , Guru Guruganesh , Andres Perlroth

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 consider a multi-round auction setting motivated by pay-per-click auctions for Internet advertising. In each round the auctioneer selects an advertiser and shows her ad, which is then either clicked or not. An advertiser derives value…

Data Structures and Algorithms · Computer Science 2013-06-05 Moshe Babaioff , Yogeshwer Sharma , Aleksandrs Slivkins

We study a novel class of mechanism design problems in which the outcomes are constrained by the payments. This basic class of mechanism design problems captures many common economic situations, and yet it has not been studied, to our…

Computer Science and Game Theory · Computer Science 2013-12-02 Yaron Singer

Most microeconomic models of interest involve optimizing a piecewise linear function. These include contract design in hidden-action principal-agent problems, selling an item in posted-price auctions, and bidding in first-price auctions.…

Computer Science and Game Theory · Computer Science 2025-03-04 Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

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

In a typical optimization problem, the task is to pick one of a number of options with the lowest cost or the highest value. In practice, these cost/value quantities often come through processes such as measurement or machine learning,…

Data Structures and Algorithms · Computer Science 2022-07-20 Mohammad Mahdian , Jieming Mao , Kangning Wang

Auctions with partially-revealed information about items are broadly employed in real-world applications, but the underlying mechanisms have limited theoretical support. In this work, we study a machine learning formulation of these types…

Machine Learning · Computer Science 2022-07-06 Wenshuo Guo , Michael I. Jordan , Ellen Vitercik

In this paper, we study the non-stationary online second price auction problem. We assume that the seller is selling the same type of items in $T$ rounds by the second price auction, and she can set the reserve price in each round. In each…

Machine Learning · Computer Science 2019-11-15 Haoyu Zhao , Wei Chen

This study is focused on periodic Fisher markets where items with time-dependent and stochastic values are regularly replenished and buyers aim to maximize their utilities by spending budgets on these items. Traditional approaches of…

Computer Science and Game Theory · Computer Science 2024-06-04 Yongge Yang , Yu-Ching Lee , Po-An Chen , Chuang-Chieh Lin

The paper studies the problem of auction design in a setting where the auctioneer accesses the knowledge of the valuation distribution only through statistical samples. A new framework is established that combines the statistical decision…

Econometrics · Economics 2022-02-22 Haitian Xie

We study the problem of designing optimal auctions under restrictions on the set of permissible allocations. In addition to allowing us to restrict to deterministic mechanisms, we can also indirectly model non-additive valuations. We prove…

Computer Science and Game Theory · Computer Science 2016-06-07 Ian Kash , Rafael Frongillo

Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an…

Computer Science and Game Theory · Computer Science 2015-11-19 Jonathan Weed , Vianney Perchet , Philippe Rigollet

Motivated by posted price auctions where buyers are grouped in an unknown number of latent types characterized by their private values for the good on sale, we investigate revenue maximization in stochastic dynamic pricing when the…

Machine Learning · Computer Science 2019-03-06 Nicolò Cesa-Bianchi , Tommaso Cesari , Vianney Perchet

I study the optimal allocation of positional goods in the presence of externalities arising from consumers' concerns about relative consumption. Applications include luxury goods, priority services, education, and organizational…

Theoretical Economics · Economics 2025-10-10 Peiran Xiao

Bilateral trade, a fundamental topic in economics, models the problem of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. In this paper, we cast the bilateral…

Computer Science and Game Theory · Computer Science 2021-09-28 Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni , Federico Fusco , Stefano Leonardi

We consider the online distributed non-stochastic experts problem, where the distributed system consists of one coordinator node that is connected to $k$ sites, and the sites are required to communicate with each other via the coordinator.…

Machine Learning · Computer Science 2012-11-15 Varun Kanade , Zhenming Liu , Bozidar Radunovic

Contextual bandit algorithms have become widely used for recommendation in online systems (e.g. marketplaces, music streaming, news), where they now wield substantial influence on which items get exposed to the users. This raises questions…

Machine Learning · Computer Science 2021-09-14 Lequn Wang , Yiwei Bai , Wen Sun , Thorsten Joachims

We consider a model of third-degree price discrimination where the seller's product valuation is unknown to the market designer, who aims to maximize buyer surplus by revealing buyer valuation information. Our main result shows that the…

Theoretical Economics · Economics 2025-10-10 Itai Arieli , Yakov Babichenko , Omer Madmon , Moshe Tennenholtz

We study how a budget-constrained bidder should learn to adaptively bid in repeated first-price auctions to maximize her cumulative payoff. This problem arose due to an industry-wide shift from second-price auctions to first-price auctions…

Computer Science and Game Theory · Computer Science 2026-04-14 Yige Wang , Jiashuo Jiang