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A major achievement of mechanism design theory is a general method for the construction of truthful mechanisms called VCG (Vickrey, Clarke, Groves). When applying this method to complex problems such as combinatorial auctions, a difficulty…

Computer Science and Game Theory · Computer Science 2011-10-04 N. Nisan , A. Ronen

A decision maker is choosing between an active action (e.g., purchase a house, invest certain stock) and a passive action. The payoff of the active action depends on the buyer's private type and also an unknown state of nature. An…

Computer Science and Game Theory · Computer Science 2021-10-29 Shuze Liu , Weiran Shen , Haifeng Xu

We perform a simulation-based analysis of keyword auctions modeled as one-shot games of incomplete information to study a series of mechanism design questions. Our first question addresses the degree to which incentive compatibility fails…

Computer Science and Game Theory · Computer Science 2012-05-14 Yevgeniy Vorobeychik

We study revenue maximization by deterministic mechanisms for the simplest case for which Myerson's characterization does not hold: a single seller selling two items, with independently distributed values, to a single additive buyer. We…

Computer Science and Game Theory · Computer Science 2018-04-20 Moshe Babaioff , Noam Nisan , Aviad Rubinstein

Two sellers compete to sell identical products to a single buyer. Each seller chooses an arbitrary mechanism, possibly involving lotteries, to sell their product. The utility-maximizing buyer can choose to participate in one or both…

Computer Science and Game Theory · Computer Science 2025-05-27 Brendan Lucier , Raghuvansh R. Saxena

The auction of a single indivisible item is one of the most celebrated problems in mechanism design with transfers. Despite its simplicity, it provides arguably the cleanest and most insightful results in the literature. When the…

Computer Science and Game Theory · Computer Science 2023-07-04 Rangeet Bhattacharyya , Parvik Dave , Palash Dey , Swaprava Nath

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

Classical Bayesian mechanism design relies on the common prior assumption, but such prior is often not available in practice. We study the design of prior-independent mechanisms that relax this assumption: the seller is selling an…

Theoretical Economics · Economics 2024-12-12 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes

There has been much recent work on the revenue-raising properties of truthful mechanisms for selling goods to selfish bidders. Typically the revenue of a mechanism is compared against a benchmark (such as, the maximum revenue obtainable by…

Computer Science and Game Theory · Computer Science 2013-01-14 Paul W. Goldberg , Carmine Ventre

In economics, there are many ways to describe the interaction between a "seller" and a "buyer". The most common one, with which we interact almost every day, is selling for a fixed price. This option is perfect for selling a mass product,…

General Finance · Quantitative Finance 2024-07-10 O. A. Malafeyev , I. E. Khomenko

Online auctions play a central role in online advertising, and are one of the main reasons for the industry's scalability and growth. With great changes in how auctions are being organized, such as changing the second- to first-price…

Computer Science and Game Theory · Computer Science 2020-09-04 Djordje Gligorijevic , Tian Zhou , Bharatbhushan Shetty , Brendan Kitts , Shengjun Pan , Junwei Pan , Aaron Flores

In diffusion auctions, sellers can leverage an underlying social network to broaden participation, thereby increasing their potential revenue. Specifically, sellers can incentivise participants in their auction to diffuse information about…

Computer Science and Game Theory · Computer Science 2025-11-13 Rustam Galimullin , Munyque Mittelmann , Laurent Perrussel

When agents with independent priors bid for a single item, Myerson's optimal auction maximizes expected revenue, whereas Vickrey's second-price auction optimizes social welfare. We address the natural question of trade-offs between the two…

Computer Science and Game Theory · Computer Science 2012-05-15 Ilias Diakonikolas , Christos Papadimitriou , George Pierrakos , Yaron Singer

We consider the fundamental scenario where a single item is to be sold to one of two agents. Both agents draw their valuation for the item from the same probability distribution. However, only one of them submits a bid to the mechanism. The…

Computer Science and Game Theory · Computer Science 2025-08-26 Ioannis Caragiannis , Georgios Kalantzis

High-stakes auctions are often preceded by nonbinding communication between bidders and the seller. Motivated by these practices, this paper examines a two-period model in which two bidders send private cheap talk messages to the seller…

Theoretical Economics · Economics 2026-03-19 Eric Yan

Online double auctions (DAs) model a dynamic two-sided matching problem with private information and self-interest, and are relevant for dynamic resource and task allocation problems. We present a general method to design truthful DAs, such…

Computer Science and Game Theory · Computer Science 2012-07-09 Jonathan Bredin , David C. Parkes

We present an original theorem in auction theory: it specifies general conditions under which the sum of the payments of all bidders is necessarily not identically zero, and more generally not constant. Moreover, it explicitly supplies a…

Mathematical Finance · Quantitative Finance 2014-12-02 Marco B. Caminati , Manfred Kerber , Colin Rowat

A seller is selling a pair of divisible complementary goods to an agent. The agent consumes the goods only in a specific ratio and freely disposes of excess in either goods. The value of the bundle and the ratio are private information of…

Theoretical Economics · Economics 2022-07-15 Komal Malik , Kolagani Paramahamsa

On ad exchange platforms the place for advertisement is sold through different kinds of auctions. However, it is not uncommon the situation where the seller repeatedly encounters only one buyer, thus the posted price auction degenerates…

Computer Science and Game Theory · Computer Science 2019-02-05 Nikita Kalinin

We study the problem of online dynamic pricing with two types of fairness constraints: a "procedural fairness" which requires the proposed prices to be equal in expectation among different groups, and a "substantive fairness" which requires…

Machine Learning · Computer Science 2022-09-27 Jianyu Xu , Dan Qiao , Yu-Xiang Wang