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We study the inefficiency of mixed equilibria, expressed as the price of anarchy, of all-pay auctions in three different environments: combinatorial, multi-unit and single-item auctions. First, we consider item-bidding combinatorial…

Computer Science and Game Theory · Computer Science 2015-08-06 George Christodoulou , Alkmini Sgouritsa , Bo Tang

This note pursues two primary objectives. First, we analyze the outcomes of an all-pay auction within a store where buyers with and without financial constraints arrive at varying rates, and where buyer types are private information.…

Theoretical Economics · Economics 2024-04-16 Cemil Selcuk

We study discrete two player all-pay auction with complete information. We provide full characterization of mixed strategy Nash equilibria and show that they constitute a subset of Nash equilibria of discrete General Lotto game. We show…

Computer Science and Game Theory · Computer Science 2023-05-09 Marcin Dziubiński , Krzysztof Jahn

We model a system of n asymmetric firms selling a homogeneous good in a common market through a pay-as-bid auction. Every producer chooses as its strategy a supply function returning the quantity S(p) that it is willing to sell at a minimum…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Martina Vanelli , Giacomo Como , Fabio Fagnani

Chinese auctions are a combination between a raffle and an auction and are held in practice at charity events or festivals. In a Chinese auction, multiple players compete for several items by buying tickets, which can be used to win the…

Computer Science and Game Theory · Computer Science 2012-09-04 Simina Brânzei , Clara Forero , Kate Larson , Peter Bro Miltersen

We study the pay-as-bid auction game, a supply function model with discriminatory pricing and asymmetric firms. In this game, strategies are non-decreasing supply functions relating pric to quantity and the exact choice of the strategy…

Optimization and Control · Mathematics 2025-04-23 Martina Vanelli , Giacomo Como , Fabio Fagnani

All-pay auctions, a common mechanism for various human and agent interactions, suffers, like many other mechanisms, from the possibility of players' failure to participate in the auction. We model such failures, and fully characterize…

Computer Science and Game Theory · Computer Science 2017-02-15 Yoad Lewenberg , Omer Lev , Yoram Bachrach , Jeffrey S. Rosenschein

We consider a symmetric two-player contest, in which the choice set of effort is constrained. We apply a fundamental property of the payoff function to show that, under standard assumptions, there exists a unique Nash equilibrium in pure…

Theoretical Economics · Economics 2020-09-15 Doron Klunover , John Morgan

A double auction game with an infinite number of buyers and sellers is introduced. All sellers posses one unit of a good, all buyers desire to buy one unit. Each seller and each buyer has a private valuation of the good. The distribution of…

Computer Science and Game Theory · Computer Science 2012-10-23 Matthijs Ruijgrok

In this paper, we study sequential auctions with two budget constrained bidders and any number of identical items. All prior results on such auctions consider only two items. We construct a canonical outcome of the auction that is the only…

Computer Science and Game Theory · Computer Science 2012-09-11 Zhiyi Huang , Nikhil R. Devanur , David Malec

We study a game played between advertisers in an online ad platform. The platform sells ad impressions by first-price auction and provides autobidding algorithms that optimize bids on each advertiser's behalf, subject to advertiser…

Computer Science and Game Theory · Computer Science 2023-11-16 Yiding Feng , Brendan Lucier , Aleksandrs Slivkins

Having fixed capacities, homogeneous products and price sensitive customer purchase decision are primary distinguishing characteristics of numerous revenue management systems. Even with two or three rivals, competition is still highly…

Theoretical Economics · Economics 2022-08-08 Niloofar Fadavi

Simultaneous item auctions are simple procedures for allocating items to bidders with potentially complex preferences over different item sets. In a simultaneous auction, every bidder submits bids on all items simultaneously. The allocation…

Computer Science and Game Theory · Computer Science 2012-09-24 Michal Feldman , Hu Fu , Nick Gravin , Brendan Lucier

We present our results on Uniform Price Auctions, one of the standard sealed-bid multi-unit auction formats, for selling multiple identical units of a single good to multi-demand bidders. Contrary to the truthful and economically efficient…

Computer Science and Game Theory · Computer Science 2013-06-20 Evangelos Markakis , Orestis Telelis

Bidding in simultaneous auctions is challenging because an agent's value for a good in one auction may depend on the uncertain outcome of other auctions: the so-called exposure problem. Given the gap in understanding of general simultaneous…

Computer Science and Game Theory · Computer Science 2012-10-19 Michael P. Wellman , Eric Sodomka , Amy Greenwald

The internet advertising market is a multi-billion dollar industry, in which advertisers buy thousands of ad placements every day by repeatedly participating in auctions. An important and ubiquitous feature of these auctions is the presence…

Computer Science and Game Theory · Computer Science 2022-10-11 Santiago Balseiro , Christian Kroer , Rachitesh Kumar

This paper studies an environment of simultaneous, separate, first-price auctions for complementary goods. Agents observe private values of each good before making bids, and the complementarity between goods is explicitly incorporated in…

Trading and Market Microstructure · Quantitative Finance 2013-12-11 Wiroy Shin

We study the equilibria of uniform price auctions where many asymmetric bidders have flat demands up to their respective quantity constraints. We present an iterative procedure that systematically finds an equilibrium outcome as well as an…

Theoretical Economics · Economics 2026-04-09 Kiho Yoon

We study combinatorial auctions where each item is sold separately but simultaneously via a second price auction. We ask whether it is possible to efficiently compute in this game a pure Nash equilibrium with social welfare close to the…

Computer Science and Game Theory · Computer Science 2015-06-10 Shahar Dobzinski , Hu Fu , Robert Kleinberg

We consider a periodic double auction (PDA) setting where buyers of the auction have multiple (but finite) opportunities to procure multiple but fixed units of a commodity. The goal of each buyer participating in such auctions is to reduce…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Bharat Manvi , Easwar Subramanian
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