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相关论文: On the Complexity of Equilibrium Computation in Fi…

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We study the computational complexity of computing Bayes-Nash equilibria in first-price auctions with discrete value distributions and discrete bidding space, under general subjective beliefs. It is known that such auctions do not always…

计算机科学与博弈论 · 计算机科学 2024-11-06 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

We consider the computational complexity of computing Bayes-Nash equilibria in first-price auctions, where the bidders' values for the item are drawn from a general (possibly correlated) joint distribution. We show that when the values and…

计算机科学与博弈论 · 计算机科学 2025-06-06 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

We study the complexity of computing Bayes-Nash equilibria in single-item first-price auctions. We present the first efficient algorithms for the problem, when the bidders' values for the item are independently drawn from the same…

计算机科学与博弈论 · 计算机科学 2026-03-26 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

We study the complexity of finding an approximate (pure) Bayesian Nash equilibrium in a first-price auction with common priors when the tie-breaking rule is part of the input. We show that the problem is PPAD-complete even when the…

计算机科学与博弈论 · 计算机科学 2023-03-30 Xi Chen , Binghui Peng

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…

计算机科学与博弈论 · 计算机科学 2019-07-10 Weiran Shen , Zihe Wang , Song Zuo

Our paper concerns the computation of Nash equilibria of first-price auctions with correlated values. While there exist several equilibrium computation methods for auctions with independent values, the correlation of the bidders' values…

计算机科学与博弈论 · 计算机科学 2021-08-11 Benjamin Heymann , Panayotis Mertikopoulos

We study combinatorial auctions where each item is sold separately but simultaneously via a second price auction. We ask whether it is possible to efficiently compute in this game a pure Nash equilibrium with social welfare close to the…

计算机科学与博弈论 · 计算机科学 2015-06-10 Shahar Dobzinski , Hu Fu , Robert Kleinberg

Equilibrium problems in Bayesian auction games can be described as systems of differential equations. Depending on the model assumptions, these equations might be such that we do not have a rigorous mathematical solution theory. The lack of…

计算机科学与博弈论 · 计算机科学 2024-12-18 Martin Bichler , Stephan B. Lunowa , Matthias Oberlechner , Fabian R. Pieroth , Barbara Wohlmuth

We present a new algorithm for computing pure-strategy $\varepsilon$-Bayes-Nash equilibria ($\varepsilon$-BNEs) in combinatorial auctions with continuous value and action spaces. An essential innovation of our algorithm is to separate the…

计算机科学与博弈论 · 计算机科学 2021-07-05 Vitor Bosshard , Benedikt Bünz , Benjamin Lubin , Sven Seuken

Bidding in simultaneous auctions is challenging because an agent's value for a good in one auction may depend on the uncertain outcome of other auctions: the so-called exposure problem. Given the gap in understanding of general simultaneous…

计算机科学与博弈论 · 计算机科学 2012-10-19 Michael P. Wellman , Eric Sodomka , Amy Greenwald

We present an algorithm for computing pure-strategy epsilon-perfect Bayesian equilibria in sequential auctions with continuous action and value spaces. Importantly, our algorithm includes a verification phase that computes an upper bound on…

计算机科学与博弈论 · 计算机科学 2025-02-19 Vinzenz Thoma , Vitor Bosshard , Sven Seuken

Simultaneous item auctions are simple procedures for allocating items to bidders with potentially complex preferences over different item sets. In a simultaneous auction, every bidder submits bids on all items simultaneously. The allocation…

计算机科学与博弈论 · 计算机科学 2012-09-24 Michal Feldman , Hu Fu , Nick Gravin , Brendan Lucier

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

This paper studies an environment of simultaneous, separate, first-price auctions for complementary goods. Agents observe private values of each good before making bids, and the complementarity between goods is explicitly incorporated in…

交易与市场微观结构 · 定量金融 2013-12-11 Wiroy Shin

This paper proves that the welfare of the first price auction in Bayes-Nash equilibrium is at least a $.743$-fraction of the welfare of the optimal mechanism assuming agents' values are independently distributed. The previous best bound was…

计算机科学与博弈论 · 计算机科学 2018-03-20 Darrell Hoy , Sam Taggart , Zihe Wang

In many first-price auctions, bidders face considerable strategic uncertainty: They cannot perfectly anticipate the other bidders' bidding behavior. We propose a model in which bidders do not know the entire distribution of opponent bids…

理论经济学 · 经济学 2022-03-30 Bernhard Kasberger

In non-truthful auctions such as first-price and all-pay auctions, the independent strategic behaviors of bidders, with the corresponding Bayes-Nash equilibrium notion, are notoriously difficult to characterize and can cause undesirable…

计算机科学与博弈论 · 计算机科学 2025-10-28 Hu Fu , Tao Lin

The internet advertising market is a multi-billion dollar industry, in which advertisers buy thousands of ad placements every day by repeatedly participating in auctions. An important and ubiquitous feature of these auctions is the presence…

计算机科学与博弈论 · 计算机科学 2022-10-11 Santiago Balseiro , Christian Kroer , Rachitesh Kumar

This paper establishes the Price of Stability (PoS) for First Price Auctions, for all equilibrium concepts that have been studied in the literature: Bayes Nash Equilibrium $\subsetneq$ Bayes Correlated Equilibrium $\subsetneq$ Bayes Coarse…

计算机科学与博弈论 · 计算机科学 2022-07-12 Yaonan Jin , Pinyan Lu

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…

计算机科学与博弈论 · 计算机科学 2009-09-30 Vahab Mirrokni , S. Muthukrishnan , Uri Nadav
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