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Related papers: Scale-robust Auctions

200 papers

We study the design of prior-independent auctions in a setting with heterogeneous bidders. In particular, we consider the setting of selling to $n$ bidders whose values are drawn from $n$ independent but not necessarily identical…

Computer Science and Game Theory · Computer Science 2023-11-08 Guru Guruganesh , Aranyak Mehta , Di Wang , Kangning Wang

We analyze a model of selling a single object to a principal-agent pair who want to acquire the object for a firm. The principal and the agent have different assessments of the object's value to the firm. The agent is budget-constrained…

Theoretical Economics · Economics 2024-10-07 Debasis Mishra , Kolagani Paramahamsa

We provide efficient estimation methods for first- and second-price auctions under independent (asymmetric) private values and partial observability. Given a finite set of observations, each comprising the identity of the winner and the…

Computer Science and Game Theory · Computer Science 2022-05-05 Yeshwanth Cherapanamjeri , Constantinos Daskalakis , Andrew Ilyas , Manolis Zampetakis

We consider the sale of a single item to multiple buyers by a revenue-maximizing seller. Recent work of Akbarpour and Li formalizes \emph{credibility} as an auction desideratum, and prove that the only optimal, credible, strategyproof…

Computer Science and Game Theory · Computer Science 2023-10-31 Matheus V. X. Ferreira , S. Matthew Weinberg

Traditionally, the Bayesian optimal auction design problem has been considered either when the bidder values are i.i.d., or when each bidder is individually identifiable via her value distribution. The latter is a reasonable approach when…

Computer Science and Game Theory · Computer Science 2023-07-11 Nikhil R. Devanur , Zhiyi Huang , Christos-Alexandros Psomas

We study deterministic monopoly pricing under partial knowledge of the market, where the seller has access only to summary statistics of the valuation distribution, such as the mean, dispersion, and maximum value. Using tools from…

Optimization and Control · Mathematics 2025-09-09 Tim S. G. van Eck , Pieter Kleer , Johan S. H. van Leeuwaarden

We study mechanism design when agents may have hidden secondary goals which will manifest as non-trivial preferences among outcomes for which their primary utility is the same. We show that in such cases, a mechanism is robust against…

Computer Science and Game Theory · Computer Science 2023-07-25 Renato Paes Leme , Jon Schneider , Hanrui Zhang

We provide the first analysis of (deferred acceptance) clock auctions in the learning-augmented framework. These auctions satisfy a unique list of appealing properties, including obvious strategyproofness, transparency, and unconditional…

Computer Science and Game Theory · Computer Science 2024-11-06 Vasilis Gkatzelis , Daniel Schoepflin , Xizhi Tan

This paper revisits the classic instrument choice problem in a setting with consumption externalities, through the lens of robust mechanism design. A regulator can implement any incentive-compatible policy but is uncertain about how…

General Economics · Economics 2026-03-18 Zi Yang Kang

Optimal mechanisms have been provided in quite general multi-item settings, as long as each bidder's type distribution is given explicitly by listing every type in the support along with its associated probability. In the implicit setting,…

Computer Science and Game Theory · Computer Science 2015-03-09 Constantinos Daskalakis , Alan Deckelbaum , Christos Tzamos

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

We revisit the well-studied problem of budget-feasible procurement, where a buyer with a strict budget constraint seeks to acquire services from a group of strategic providers (the sellers). During the last decade, several strategyproof…

Computer Science and Game Theory · Computer Science 2021-07-22 Eric Balkanski , Pranav Garimidi , Vasilis Gkatzelis , Daniel Schoepflin , Xizhi Tan

This paper develops algorithms to solve strong-substitutes product-mix auctions. That is, it finds competitive equilibrium prices and quantities for agents who use this auction's bidding language to truthfully express their…

Computer Science and Game Theory · Computer Science 2023-07-11 Elizabeth Baldwin , Paul W. Goldberg , Paul Klemperer , Edwin Lock

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas

In this paper, we show a tight approximation guarantee for budget-feasible mechanisms with an additive buyer. We propose a new simple randomized mechanism with approximation ratio of $2$, improving the previous best known result of $3$. Our…

Computer Science and Game Theory · Computer Science 2020-07-22 Nick Gravin , Yaonan Jin , Pinyan Lu , Chenhao Zhang

Good economic mechanisms depend on the preferences of participants in the mechanism. For example, the revenue-optimal auction for selling an item is parameterized by a reserve price, and the appropriate reserve price depends on how much the…

Computer Science and Game Theory · Computer Science 2014-06-10 Shuchi Chawla , Jason Hartline , Denis Nekipelov

We study procurement design when the buyer is uncertain about both the value of the good and the seller's cost. The buyer has a conjectured model but does not fully trust it. She first identifies mechanisms that maximize her worst-case…

Theoretical Economics · Economics 2025-12-10 Debasis Mishra , Sanket Patil , Alessandro Pavan

Generating good revenue is one of the most important problems in Bayesian auction design, and many (approximately) optimal dominant-strategy incentive compatible (DSIC) Bayesian mechanisms have been constructed for various auction settings.…

Computer Science and Game Theory · Computer Science 2020-08-07 Jing Chen , Bo Li , Yingkai Li , Pinyan Lu

This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…

Optimization and Control · Mathematics 2025-01-17 Jiaqi Lei , Sanjay Mehrotra

We show that the Revenue-Optimal Deterministic Mechanism Design problem for a single additive buyer is #P-hard, even when the distributions have support size 2 for each item and, more importantly, even when the optimal solution is…

Computer Science and Game Theory · Computer Science 2017-07-17 Xi Chen , George Matikas , Dimitris Paparas , Mihalis Yannakakis