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A seller wants to sell an item to $n$ buyers. Buyer valuations are drawn i.i.d. from a distribution unknown to the seller; the seller only knows that the support is included in $[a, b]$. To be robust, the seller chooses a DSIC mechanism…

理论经济学 · 经济学 2025-01-03 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes

In the standard single-dimensional model of position auctions, bidders agree on the relative values of the positions and each of them submits a single bid that is interpreted in terms of these values. Motivated by current practice in…

计算机科学与博弈论 · 计算机科学 2018-06-22 Paul Dütting , Felix Fischer , David C. Parkes

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…

计算机科学与博弈论 · 计算机科学 2021-07-14 Wenshuo Guo , Michael I. Jordan , Manolis Zampetakis

We study cardinal auctions for selling multiple copies of a good, in which bidders specify not only their bid or how much they are ready to pay for the good, but also a cardinality constraint on the number of copies that will be sold via…

计算机科学与博弈论 · 计算机科学 2012-05-15 Mangesh Gupte , Darja Krushevskaja , S. Muthukrishnan

We propose a uniform approach for the design and analysis of prior-free competitive auctions and online auctions. Our philosophy is to view the benchmark function as a variable parameter of the model and study a broad class of functions…

计算机科学与博弈论 · 计算机科学 2014-11-11 Ning Chen , Nick Gravin , Pinyan Lu

E-commerce platforms usually present an ordered list, mixed with several organic items and an advertisement, in response to each user's page view request. This list, the outcome of ad auction and allocation processes, directly impacts the…

计算机科学与博弈论 · 计算机科学 2024-04-12 Xuejian Li , Ze Wang , Bingqi Zhu , Fei He , Yongkang Wang , Xingxing Wang

In digital goods auctions, there is an auctioneer who sells an item with unlimited supply to a set of potential buyers, and the objective is to design truthful auction to maximize the total profit of the auctioneer. Motivated from an…

计算机科学与博弈论 · 计算机科学 2011-07-27 Nick Gravin , Pinyan Lu

Budget constraints are ubiquitous in online advertisement auctions. To manage these constraints and smooth out the expenditure across auctions, the bidders (or the platform on behalf of them) often employ pacing: each bidder is assigned a…

计算机科学与博弈论 · 计算机科学 2023-02-07 Xi Chen , Christian Kroer , Rachitesh Kumar

An indivisible object may be sold to one of $n$ agents who know their valuations of the object. The seller would like to use a revenue-maximizing mechanism but her knowledge of the valuations' distribution is scarce: she knows only the…

理论经济学 · 经济学 2020-08-27 Alex Suzdaltsev

Bulow and Klemperer's well-known result states that, in a single-item auction where the $n$ bidders' values are independently and identically drawn from a regular distribution, the Vickrey auction with one additional bidder (a duplicate)…

计算机科学与博弈论 · 计算机科学 2019-05-10 Hu Fu , Christopher Liaw , Sikander Randhawa

We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…

计算机科学与博弈论 · 计算机科学 2024-07-23 Fabian R. Pieroth , Nils Kohring , Martin Bichler

The existing literature on optimal auctions focuses on optimizing the expected revenue of the seller, and is appropriate for risk-neutral sellers. In this paper, we identify good mechanisms for risk-averse sellers. As is standard in the…

计算机科学与博弈论 · 计算机科学 2010-04-02 Mukund Sundararajan , Qiqi Yan

We consider the practical and classical setting where the seller is using an exploration stage to learn the value distributions of the bidders before running a revenue-maximizing auction in a exploitation phase. In this two-stage process,…

计算机科学与博弈论 · 计算机科学 2019-05-31 Clément Calauzènes , Thomas Nedelec , Vianney Perchet , Noureddine El Karoui

Mechanism design, a branch of economics, aims to design rules that can autonomously achieve desired outcomes in resource allocation and public decision making. The research on mechanism design using machine learning is called automated…

计算机科学与博弈论 · 计算机科学 2024-12-17 Tsuyoshi Suehara , Koh Takeuchi , Hisashi Kashima , Satoshi Oyama , Yuko Sakurai , Makoto Yokoo

We show that computing the revenue-optimal deterministic auction in unit-demand single-buyer Bayesian settings, i.e. the optimal item-pricing, is computationally hard even in single-item settings where the buyer's value distribution is a…

计算机科学与博弈论 · 计算机科学 2015-03-10 Constantinos Daskalakis , Alan Deckelbaum , Christos Tzamos

We study the problem of selling $n$ items to a single buyer with an additive valuation function. We consider the valuation of the items to be correlated, i.e., desirabilities of the buyer for the items are not drawn independently. Ideally,…

计算机科学与博弈论 · 计算机科学 2015-07-23 MohammadHossein Bateni , Sina Dehghani , MohammadTaghi Hajiaghayi , Saeed Seddighin

We study auctions with severe bounds on the communication allowed: each bidder may only transmit t bits of information to the auctioneer. We consider both welfare- and profit-maximizing auctions under this communication restriction. For…

计算机科学与博弈论 · 计算机科学 2011-10-13 L. Blumrosen , N. Nisan , I. Segal

We consider a monopolist seller facing a single buyer with additive valuations over n heterogeneous, independent items. It is known that in this important setting optimal mechanisms may require randomization [HR12], use menus of infinite…

计算机科学与博弈论 · 计算机科学 2015-11-17 Aviad Rubinstein

We present a general framework for proving polynomial sample complexity bounds for the problem of learning from samples the best auction in a class of "simple" auctions. Our framework captures all of the most prominent examples of "simple"…

机器学习 · 计算机科学 2016-04-13 Jamie Morgenstern , Tim Roughgarden

Designing revenue optimal auctions for selling an item to $n$ symmetric bidders is a fundamental problem in mechanism design. Myerson (1981) shows that the second price auction with an appropriate reserve price is optimal when bidders'…

计算机科学与博弈论 · 计算机科学 2015-07-30 Hu Fu , Nicole Immolica , Brendan Lucier , Philipp Strack