相关论文: Strong Duality for a Multiple-Good Monopolist

The aim of structured optimization is to assemble a solution, using a given set of (possibly uncountably infinite) atoms, to fit a model to data. A two-stage algorithm based on gauge duality and bundle method is proposed. The first stage…

We consider a nonlinear pricing environment with private information. We provide profit guarantees (and associated mechanisms) that the seller can achieve across all possible distributions of willingness to pay of the buyers. With a…

We explore the approximation power of deterministic obviously strategy-proof mechanisms in auctions, where the objective is welfare maximization. A trivial ascending auction on the grand bundle guarantees an approximation of $\min\{m,n\}$…

We consider the problem of posting prices for unit-demand buyers if all $n$ buyers have identically distributed valuations drawn from a distribution with monotone hazard rate. We show that even with multiple items asymptotically optimal…

We study individual rational, Pareto optimal, and incentive compatible mechanisms for auctions with heterogeneous items and budget limits. For multi-dimensional valuations we show that there can be no deterministic mechanism with these…

We consider the problem of designing revenue-optimal auctions for selling two items and bidders' valuations are independent among bidders but negatively correlated among items. In this paper, we obtain the closed-form optimal auction for…

If only limited control over a multiparticle quantum system is available, a viable method to characterize correlations is to perform random measurements and consider the moments of the resulting probability distribution. We present…

This paper studies continuous-time optimal contracting in a hierarchy problem which generalises the model of Sung (2015). The hierarchy is modeled by a series of interlinked principal-agent problems, leading to a sequence of Stackelberg…

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…

We study mechanisms for selling a single item when buyers have private costs for participating in the mechanism. An agent's participation cost can also be interpreted as an outside option value that she must forego to participate. This…

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…

We study the problem of learning revenue-optimal multi-bidder auctions from samples when the samples of bidders' valuations can be adversarially corrupted or drawn from distributions that are adversarially perturbed. First, we prove tight…

Myerson's seminal work provides a computationally efficient revenue-optimal auction for selling one item to multiple bidders. Generalizing this work to selling multiple items at once has been a central question in economics and algorithmic…

In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…

In this paper, we design gross product maximization mechanisms which incentivize users to upload high-quality contents on user-generated-content (UGC) websites. We show that, the proportional division mechanism, which is widely used in…

There are many problems in machine learning and data mining which are equivalent to selecting a non-redundant, high "quality" set of objects. Recommender systems, feature selection, and data summarization are among many applications of…

A seller with one unit of a good faces N\geq3 buyers and a single competitor who sells one other identical unit in a second-price auction with a reserve price. Buyers who do not get the seller's good will compete in the competitor's…

We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…

We develop a methodology for proving well-posedness in optimal regularity spaces for a wide class of nonlinear parabolic initial-boundary value systems, where the standard monotone operator theory fails. A motivational example of a problem…

We study the mechanism design problem of selling a public good to a group of agents by a principal in the correlated private value environment. We assume the principal only knows the expectations of the agents' values, but does not know the…