相关论文: Profit Maximizing Prior-free Multi-unit Procuremen…

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…

The framework of budget-feasible mechanism design studies procurement auctions where the auctioneer (buyer) aims to maximize his valuation function subject to a hard budget constraint. We study the problem of designing truthful mechanisms…

With the explosive growth of wireless data, the sheer size of the mobile traffic is challenging the capacity of current wireless systems. To tackle this challenge, mobile edge caching has emerged as a promising paradigm recently, in which…

It is well-known that a market equilibrium with uniform prices often does not exist in non-convex day-ahead electricity auctions. We consider the case of the non-convex, uniform-price Pan-European day-ahead electricity market "PCR" (Price…

We study approximation algorithms for graph pricing with vertex capacities yet without the traditional envy-free constraint. Specifically, we have a set of items $V$ and a set of customers $X$ where each customer $i \in X$ has a budget…

In quasi-proportional auctions, each bidder receives a fraction of the allocation equal to the weight of their bid divided by the sum of weights of all bids, where each bid's weight is determined by a weight function. We study the…

Maximizing the revenue from selling two or more goods has been shown to require the use of $nonmonotonic$ mechanisms, where a higher-valuation buyer may pay less than a lower-valuation one. Here we show that the restriction to $monotonic$…

We study multi-buyer multi-item sequential item pricing mechanisms for revenue maximization with the goal of approximating a natural fractional relaxation -- the ex ante optimal revenue. We assume that buyers' values are subadditive but…

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…

In a sponsored search auction the advertisement slots on a search result page are generally ordered by click-through rate. Bidders have a valuation, which is usually assumed to be linear in the click-through rate, a budget constraint, and…

We study arbitrage opportunities, market viability and utility maximization in market models with an insider. Assuming that an economic agent possesses from the beginning an additional information in the form of a random variable G, which…

Motivated by applications such as stock exchanges and spectrum auctions, there is a growing interest in mechanisms for arranging trade in two-sided markets. Existing mechanisms are either not truthful, or do not guarantee an…

We obtain revenue guarantees for the simple pricing mechanism of a single posted price, in terms of a natural parameter of the distribution of buyers' valuations. Our revenue guarantee applies to the single item n buyers setting, with…

We consider an auction design problem where a seller sells multiple homogeneous items to a set of connected buyers. Each buyer only knows the buyers she directly connects with and has a diminishing marginal utility valuation for the items.…

We consider derivatives written on multiple underlyings in a one-period financial market, and we are interested in the computation of model-free upper and lower bounds for their arbitrage-free prices. We work in a completely realistic…

We study the efficiency of non-truthful auctions for auto-bidders with both return on spend (ROS) and budget constraints. The efficiency of a mechanism is measured by the price of anarchy (PoA), which is the worst case ratio between the…

A single unit of a good is sold to one of two bidders. Each bidder has either a high prior valuation or a low prior valuation for the good. Their prior valuations are independently and identically distributed. Each bidder may observe an…

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…

We study an abstract optimal auction problem for a single good or service. This problem includes environments where agents have budgets, risk preferences, or multi-dimensional preferences over several possible configurations of the good…

We study the communication complexity of incentive compatible auction-protocols between a monopolist seller and a single buyer with a combinatorial valuation function over $n$ items. Motivated by the fact that revenue-optimal auctions are…