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Is incentive compatibility still necessary for implementation if we relax the rational expectations assumption? This paper proposes a generalized model of implementation that does not assume agents hold rational expectations and…

Theoretical Economics · Economics 2023-11-20 Giacomo Rubbini

Bilateral trade is a fundamental economic scenario comprising a strategically acting buyer and seller, each holding valuations for the item, drawn from publicly known distributions. A mechanism is supposed to facilitate trade between these…

Computer Science and Game Theory · Computer Science 2017-10-24 Riccardo Colini-Baldeschi , Paul Goldberg , Bart de Keijzer , Stefano Leonardi , Stefano Turchetta

We study a model of dynamic combinatorial assignment of indivisible objects without money. We introduce a new solution concept called ``dynamic approximate competitive equilibrium from equal incomes'' (DACEEI), which stipulates that markets…

Theoretical Economics · Economics 2023-03-27 Thành Nguyen , Alexander Teytelboym , Shai Vardi

We study a setting where agents use no-regret learning algorithms to participate in repeated auctions. \citet{kolumbus2022auctions} showed, rather surprisingly, that when bidders participate in second-price auctions using no-regret bidding…

Computer Science and Game Theory · Computer Science 2024-11-15 Gagan Aggarwal , Anupam Gupta , Andres Perlroth , Grigoris Velegkas

Interdependent values make basic auction design tasks -- in particular maximizing welfare truthfully in single-item auctions -- quite challenging. Eden et al. recently established that if the bidders valuation functions are submodular over…

Computer Science and Game Theory · Computer Science 2021-07-20 Ameer Amer , Inbal Talgam-Cohen

In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…

Networking and Internet Architecture · Computer Science 2013-05-29 Yu-e Sun , He Huang , Xiang-Yang Li , Zhili Chen , Wei Yang , Hongli Xu , Liusheng Huang

Using mechanised reasoning we prove that combinatorial Vickrey auctions are soundly specified in that they associate a unique outcome (allocation and transfers) to any valid input (bids). Having done so, we auto-generate verified executable…

Computer Science and Game Theory · Computer Science 2013-09-03 Marco B. Caminati , Manfred Kerber , Christoph Lange , Colin Rowat

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 revenue comparison problem of auctions when the seller has a maxmin expected utility preference. The seller holds a set of priors around some reference belief, interpreted as an approximating model of the true probability law…

Theoretical Economics · Economics 2022-11-24 Sosung Baik , Sung-Ha Hwang

We explore the performance of polynomial-time incentive-compatible mechanisms in single-crossing domains. Single-crossing domains were extensively studied in the economics literature. Roughly speaking, a domain is single crossing if…

Computer Science and Game Theory · Computer Science 2023-05-23 Moshe Babaioff , Shahar Dobzinski , Shiri Ron

Cluster-based randomized experiments are popular designs for mitigating the bias of standard estimators when interference is present and classical causal inference and experimental design assumptions (such as SUTVA or ITR) do not hold.…

Methodology · Statistics 2018-03-09 Jean Pouget-Abadie , David C. Parkes , Vahab Mirrokni , Edoardo M. Airoldi

A prevalent assumption in auction theory is that the auctioneer has full control over the market and that the allocation she dictates is final. In practice, however, agents might be able to resell acquired items in an aftermarket. A…

Theoretical Economics · Economics 2022-11-17 Moshe Babaioff , Nicole Immorlica , Yingkai Li , Brendan Lucier

We study auction design in a setting where agents can communicate over a censorship-resistant broadcast channel like the ones we can implement over a public blockchain. We seek to design credible, strategyproof auctions in a model that…

Computer Science and Game Theory · Computer Science 2024-09-04 Tarun Chitra , Matheus V. X. Ferreira , Kshitij Kulkarni

Auctions for perishable goods such as internet ad inventory need to make real-time allocation and pricing decisions as the supply of the good arrives in an online manner, without knowing the entire supply in advance. These allocation and…

Computer Science and Game Theory · Computer Science 2012-10-05 Gagan Goel , Vahab Mirrokni , Renato Paes Leme

We study the problem of designing a two-sided market (double auction) to maximize the gains from trade (social welfare) under the constraints of (dominant-strategy) incentive compatibility and budget-balance. Our goal is to do so for an…

Computer Science and Game Theory · Computer Science 2024-06-21 Moshe Babaioff , Amitai Frey , Noam Nisan

We consider the computational complexity of computing Bayes-Nash equilibria in first-price auctions, where the bidders' values for the item are drawn from a general (possibly correlated) joint distribution. We show that when the values and…

Computer Science and Game Theory · Computer Science 2025-06-06 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

It is widely believed that computing payments needed to induce truthful bidding is somehow harder than simply computing the allocation. We show that the opposite is true: creating a randomized truthful mechanism is essentially as easy as a…

Computer Science and Game Theory · Computer Science 2015-11-17 Moshe Babaioff , Robert D. Kleinberg , Aleksandrs Slivkins

We study a class of manipulations in combinatorial auctions where bidders fundamentally misrepresent what goods they are interested in. Prior work has largely assumed that bidders only submit bids on their bundles of interest, which we call…

Computer Science and Game Theory · Computer Science 2021-09-13 Vitor Bosshard , Sven Seuken

Most modern financial markets use a continuous double auction mechanism to store and match orders and facilitate trading. In this paper we develop a microscopic dynamical statistical model for the continuous double auction under the…

Statistical Mechanics · Physics 2009-11-07 Eric Smith , J. Doyne Farmer , Laszlo Gillemot , Supriya Krishnamurthy

We study the aggregate welfare and individual regret guarantees of dynamic \emph{pacing algorithms} in the context of repeated auctions with budgets. Such algorithms are commonly used as bidding agents in Internet advertising platforms,…

Computer Science and Game Theory · Computer Science 2026-01-06 Jason Gaitonde , Yingkai Li , Bar Light , Brendan Lucier , Aleksandrs Slivkins