Related papers: Comparing Uniform Price and Discriminatory Multi-U…

Incentive compatibility (IC) is one of the most fundamental properties of an auction mechanism, including those used for online advertising. Recent methods by Feng et al. and Lahaie et al. show that counterfactual runs of the auction…

This paper proposes a theoretical analysis of recommendation systems in an online setting, where items are sequentially recommended to users over time. In each round, a user, randomly picked from a population of $m$ users, requests a…

The transition to First-Price Auctions (FPA) in digital advertising has spurred significant research, yet existing work typically assumes access to a valuation oracle, ignoring the reality that values must be inferred from censored data.…

We study the attainable regret for online linear optimization problems with bandit feedback, where unlike the full-information setting, the player can only observe its own loss rather than the full loss vector. We show that the price of…

In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that…

We compare the profit of the optimal third-degree price discrimination policy against a uniform pricing policy. A uniform pricing policy offers the same price to all segments of the market. Our main result establishes that for a broad class…

We extend the model of Multi-armed Bandit with unit switching cost to incorporate a metric between the actions. We consider the case where the metric over the actions can be modeled by a complete binary tree, and the distance between two…

Sequential auctions for identical items with unit-demand, private-value buyers are common and often occur periodically without end, as new bidders replace departing ones. We model bidder uncertainty by introducing a probability that a…

The computation of equilibrium prices at which the supply of goods matches their demand typically relies on complete information on agents' private attributes, e.g., suppliers' cost functions, which are often unavailable in practice.…

In a multiple-object auction, every bidder tries to win as many objects as possible with a bidding algorithm. This paper studies position-randomized auctions, which form a special class of multiple-object auctions where a bidding algorithm…

We study revenue optimization pricing algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation. We show that, in the case when both the seller and the buyer…

Auction data often contain information on only the most competitive bids as opposed to all bids. The usual measurement error approaches to unobserved heterogeneity are inapplicable due to dependence among order statistics. We bridge this…

Many auction settings implicitly or explicitly require that bidders are treated equally ex-ante. This may be because discrimination is philosophically or legally impermissible, or because it is practically difficult to implement or…

A line of recent work provides welfare guarantees of simple combinatorial auction formats, such as selling m items via simultaneous second price auctions (SiSPAs) (Christodoulou et al. 2008, Bhawalkar and Roughgarden 2011, Feldman et al.…

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…

Combinatorial auctions where agents can bid on bundles of items are desirable because they allow the agents to express complementarity and substitutability between the items. However, expressing one's preferences can require bidding on all…

Dynamic pricing of goods in a competitive environment to maximize revenue is a natural objective and has been a subject of research over the years. In this paper, we focus on a class of markets exhibiting the substitutes property with…

We consider the classical question of predicting binary sequences and study the {\em optimal} algorithms for obtaining the best possible regret and payoff functions for this problem. The question turns out to be also equivalent to the…

We study a contextual version of the repeated brokerage problem. In each interaction, two traders with private valuations for an item seek to buy or sell based on the learner's-a broker-proposed price, which is informed by some contextual…

Single-shot auctions are commonly used as a means to sell goods, for example when selling ad space or allocating radio frequencies, however devising mechanisms for auctions with multiple bidders and multiple items can be complicated. It has…