相关论文: Optimal Auctions vs. Anonymous Pricing: Beyond Lin…

This paper considers exponential utility indifference pricing for a multidimensional non-traded assets model, and provides two linear approximations for the utility indifference price. The key tool is a probabilistic representation for the…

An auction house cannot generally provide the optimal auction technology to every client. Instead it provides one or several auction technologies, and clients select the most appropriate one. For example, eBay provides ascending auctions…

We consider the allocation of indivisible objects among agents with different valuations, which can be positive or negative. An egalitarian allocation is an allocation that maximizes the smallest value given to an agent; finding such an…

We study an information theoretic privacy mechanism design problem for two scenarios where the private data is either observable or hidden. In each scenario, we first consider bounded mutual information as privacy leakage criterion, then we…

We consider a fundamental dynamic allocation problem motivated by the problem of $\textit{securities lending}$ in financial markets, the mechanism underlying the short selling of stocks. A lender would like to distribute a finite number of…

Combinatorial auctions where agents can bid on bundles of items are desirable because they allow the agents to express complementarity and substitutability between the items. However, expressing one's preferences can require bidding on all…

We incorporate signaling scheme into Ad Auction setting, to achieve better welfare and revenue while protect users' privacy. We propose a new \emph{$K$-anonymous signaling scheme setting}, prove the hardness of the corresponding…

We consider a market setting of agents with additive valuations over heterogeneous divisible resources. Agents are assigned a budget of tokens (possibly unequal budgets) they can use to obtain resources; leftover tokens are worthless. We…

We investigate the extent to which price updates can increase the revenue of a seller with little prior information on demand. We study prior-free revenue maximization for a seller with unlimited supply of n item types facing m myopic…

We study a general allocation setting where agent valuations are concave additive. In this model, a collection of items must be uniquely distributed among a set of agents, where each agent-item pair has a specified utility. The objective is…

Publishing person-specific transactions in an anonymous form is increasingly required by organizations. Recent approaches ensure that potentially identifying information (e.g., a set of diagnosis codes) cannot be used to link published…

We consider the problem of maximizing revenue for a monopolist offering multiple items to multiple heterogeneous buyers. We develop a simple mechanism that obtains a constant factor approximation under the assumption that the buyers' values…

This work gives the first natural non-utilitarian problems for which the trivial $n$ approximation via VCG mechanisms is the best possible. That is, no truthful mechanism can be better than $n$ approximate, where $n$ is the number of…

Efficient and truthful mechanisms to price resources on remote servers/machines has been the subject of much work in recent years due to the importance of the cloud market. This paper considers revenue maximization in the online stochastic…

All-pay auctions, a common mechanism for various human and agent interactions, suffers, like many other mechanisms, from the possibility of players' failure to participate in the auction. We model such failures, and fully characterize…

In this paper, we study efficiency in truthful auctions via a social network, where a seller can only spread the information of an auction to the buyers through the buyers' network. In single-item auctions, we show that no mechanism is…

We study revenue-optimal pricing in data markets with rational, budget-constrained buyers. Such a market offers multiple datasets for sale, and buyers aim to improve the accuracy of their prediction tasks by acquiring data bundles. The…

We study the efficiency of simple combinatorial auctions for the allocation of a set of items to a set of agents, with private subadditive valuation functions and budget constraints. The class we consider includes all auctions that allocate…

In this paper, we introduce a Bayesian revenue-maximizing mechanism design model where the items have fixed, exogenously-given prices. Buyers are unit-demand and have an ordinal ranking over purchasing either one of these items at its given…

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…