相关论文: Opportunity Cost Algorithms for Combinatorial Auct…

While the auto-bidding literature predominantly considers independent bidding, we investigate the coordination problem among multiple auto-bidders in online advertising platforms. Two motivating scenarios are: collaborative bidding among…

We consider an agent seeking to obtain an item, potentially available at different locations in a physical environment. The traveling costs between locations are known in advance, but there is only probabilistic knowledge regarding the…

Pandora's problem is a fundamental model in economics that studies optimal search strategies under costly inspection. In this paper we initiate the study of Pandora's problem with combinatorial costs, capturing many real-life scenarios…

We address an optimization problem where the cost function is the expectation of a random mapping. To tackle the problem two approaches based on the approximation of the objective function by consensus-based particle optimization methods on…

A basic combinatorial online resource allocation problem is considered, where multiple servers have individual capacity constraints, and at each time slot, a set of jobs arrives, that have potentially different weights to different servers.…

Constraints on agent's ability to pay play a major role in auction design for any setting where the magnitude of financial transactions is sufficiently large. Those constraints have been traditionally modeled in mechanism design as…

American options are studied in a general discrete market in the presence of proportional transaction costs, modelled as bid-ask spreads. Pricing algorithms and constructions of hedging strategies, stopping times and martingale…

We study information design in click-through auctions, in which the bidders/advertisers bid for winning an opportunity to show their ads but only pay for realized clicks. The payment may or may not happen, and its probability is called the…

In a combinatorial exchange setting, players place sell (resp. buy) bids on combinations of traded goods. Besides the question of finding an optimal selection of winning bids, the question of how to share the obtained profit is of high…

Advertisers increasingly use automated bidding to optimize their ad campaigns on online advertising platforms. Autobidding optimizes an advertiser's objective subject to various constraints, e.g. average ROI and budget constraints. In this…

We show an auction-based algorithm to compute market equilibrium prices in a production model, where consumers purchase items under separable nonlinear utility concave functions which satisfy W.G.S(Weak Gross Substitutes); producers produce…

This paper studies mechanism design for auctions with externalities on budgets, a novel setting where the budgets that bidders commit are adjusted due to the externality of the competitors' allocation outcomes-a departure from traditional…

Auction data often contain information on only the most competitive bids as opposed to all bids. The usual measurement error approaches to unobserved heterogeneity are inapplicable due to dependence among order statistics. We bridge this…

Many algorithms that are originally designed without explicitly considering incentive properties are later combined with simple pricing rules and used as mechanisms. The resulting mechanisms are often natural and simple to understand. But…

We consider several combinatorial optimization problems which combine the classic shop scheduling problems, namely open shop scheduling or job shop scheduling, and the shortest path problem. The objective of the obtained problem is to…

Sponsored search auctions are commonly modeled as an assignment of a fixed set of slots (positions) to a set of advertisers, with welfare maximization being reducible to a standard matching problem. Motivated by modern ad formats, we study…

Traditional combinatorial spectrum auctions mainly rely on fixed bidding and matching processes, which limit participants' ability to adapt their strategies and often result in suboptimal social welfare in dynamic spectrum sharing…

Sponsored search positions are typically allocated through real-time auctions, where the outcomes depend on advertisers' quality-adjusted bids - the product of their bids and quality scores. Although quality scoring helps promote ads with…

We consider a class of combinatorial optimization problems that emerge in a variety of domains among which: condensed matter physics, theory of financial risks, error correcting codes in information transmissions, molecular and protein…

We consider budget feasible mechanisms for procurement auctions with additive valuation functions. For the divisible case, where agents can be allocated fractionally, there exists an optimal mechanism with approximation guarantee $e/(e-1)$…