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We model a procurement scenario in which two \textit{imperfect} bidders act simultaneously on behalf of a single buyer, a configuration common in display advertising and referred to as \textit{side-by-side bidding} but largely unexplored in…

Computer Science and Game Theory · Computer Science 2025-12-05 Benjamin Heymann

In revenue maximization of selling a digital product in a social network, the utility of an agent is often considered to have two parts: a private valuation, and linearly additive influences from other agents. We study the incomplete…

Computer Science and Game Theory · Computer Science 2011-09-27 Wei Chen , Pinyan Lu , Xiaorui Sun , Bo Tang , Yajun Wang , Zeyuan Allen Zhu

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

Second-price auctions with reserve play a critical role for modern search engine and popular online sites since the revenue of these companies often directly de- pends on the outcome of such auctions. The choice of the reserve price is the…

Machine Learning · Computer Science 2014-12-03 Mehryar Mohri , Andres Muñoz Medina

The E-commerce advertising platforms typically sell commercial traffic through either second-price auction (SPA) or first-price auction (FPA). SPA was historically prevalent due to its dominant strategy incentive-compatible (DSIC) for…

Computer Science and Game Theory · Computer Science 2025-10-20 Qi Li , Wendong Huang , Qichen Ye , Wutong Xu , Cheems Wang , Rongquan Bai , Wei Yuan , Guan Wang , Chuan Yu , Jian Xu

We present the first polynomial time algorithm for computing Walrasian equilibrium in an economy with indivisible goods and \emph{general} buyer valuations having only access to an \emph{aggregate demand oracle}, i.e., an oracle that given…

Computer Science and Game Theory · Computer Science 2016-04-06 Renato Paes Leme , Sam Chiu-wai Wong

Inspired by Internet ad auction applications, we study the problem of allocating a single item via an auction when bidders place very different values on the item. We formulate this as the problem of prior-free auction and focus on…

Computer Science and Game Theory · Computer Science 2009-09-30 Vahab Mirrokni , S. Muthukrishnan , Uri Nadav

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…

Computer Science and Game Theory · Computer Science 2018-05-08 Arsenii Vanunts , Alexey Drutsa

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…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Yuyu Chen , Ming-Yang Kao , Hsueh-I Lu

The majority of online marketplaces offer promotion programs to sellers to acquire additional customers for their products. These programs typically allow sellers to allocate advertising budgets to promote their products, with higher…

Computer Science and Game Theory · Computer Science 2025-02-05 Anastasiia Soboleva , Alexander Ledovsky , Yuriy Dorn , Egor Samosvat , Andrey Tikhanov , Fyodor Prazdnikov

Since economic mechanisms are often applied to very different instances of the same problem, it is desirable to identify mechanisms that work well in a wide range of circumstances. We pursue this goal for a position auction setting and…

Computer Science and Game Theory · Computer Science 2013-07-22 Paul Duetting , Felix Fischer , David C. Parkes

We study the optimal behavior of a bidder in a real-time auction subject to the requirement that a specified collections of heterogeneous items be acquired within given time constraints. The problem facing this bidder is cast as a…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

We provide a Polynomial Time Approximation Scheme (PTAS) for the Bayesian optimal multi-item multi-bidder auction problem under two conditions. First, bidders are independent, have additive valuations and are from the same population.…

Computer Science and Game Theory · Computer Science 2012-11-06 Yang Cai , Zhiyi Huang

In this work we consider selling items using a sequential first price auction mechanism. We generalize the assumption of conservative bidding to extensive form games (henceforth optimistic conservative bidding), and show that for both…

Computer Science and Game Theory · Computer Science 2015-02-02 Avinatan Hassidim , Yishay Mansour

This paper introduces an explicit algorithm for computing perfect public equilibrium (PPE) payoffs in repeated games with imperfect public monitoring, public randomization, and discounting. The method adapts the established framework by…

Theoretical Economics · Economics 2024-11-05 Jasmina Karabegovic

We consider an online ad network problem in which an ad exchange auctions ad slots and intermediaries called demand side platforms (DSPs) buy these ad slots for their clients (advertisers). An intermediary represents multiple advertisers.…

Computer Science and Game Theory · Computer Science 2019-10-07 Rahul Meshram , Kesav Kaza

Emek et al. presented a model of probabilistic single-item second price auctions where an auctioneer who is informed about the type of an item for sale, broadcasts a signal about this type to uninformed bidders. They proved that finding the…

Computer Science and Game Theory · Computer Science 2012-02-08 Peter Bro Miltersen , Or Sheffet

We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…

Computational Engineering, Finance, and Science · Computer Science 2022-06-28 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

First price auctions are widely used in government contracts and industrial auctions. In this paper, we consider the Bayesian Nash Equilibrium (BNE) in first price auctions with discrete value distributions. We study the characterization of…

Computer Science and Game Theory · Computer Science 2019-07-10 Weiran Shen , Zihe Wang , Song Zuo

In many repeated auction settings, participants care not only about how frequently they win but also how their winnings are distributed over time. This problem arises in various practical domains where avoiding congested demand is crucial,…

Computer Science and Game Theory · Computer Science 2025-06-13 Giannis Fikioris , Robert Kleinberg , Yoav Kolumbus , Raunak Kumar , Yishay Mansour , Éva Tardos
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