Robust revenue maximization under minimal statistical information

Y Giannakopoulos, D Poças… - ACM Transactions on …, 2023 - dl.acm.org
We study the problem of multi-dimensional revenue maximization when selling m items to a
buyer that has additive valuations for them, drawn from a (possibly correlated) prior …

Minimization is Harder in the Prophet World

V Livanos, R Mehta - Proceedings of the 2024 Annual ACM-SIAM …, 2024 - SIAM
We study IID prophet inequalities for cost minimization, where the problem is to pick a cost
from a sequence X 1,…, Xn drawn independently from a known distribution in an online …

Prophet inequalities for cost minimization

V Livanos, R Mehta - arXiv preprint arXiv:2209.07988, 2022 - arxiv.org
Prophet inequalities for rewards maximization are fundamental to optimal stopping theory
with extensive applications to mechanism design and online optimization. We study …

Tight revenue gaps among multi-unit mechanisms

Y Jin, S Jiang, P Lu, H Zhang - … of the 22nd ACM Conference on …, 2021 - dl.acm.org
This paper considers Bayesian revenue maximization in the k-unit setting, where a
monopolist seller has k copies of an indivisible item and faces n unit-demand buyers (whose …

Optimal pricing for MHR and λ-regular distributions

Y Giannakopoulos, D Poças, K Zhu - ACM Transactions on Economics …, 2021 - dl.acm.org
We study the performance of anonymous posted-price selling mechanisms for a standard
Bayesian auction setting, where n bidders have iid valuations for a single item. We show that …

Reward Selection with Noisy Observations

K Azizzadenesheli, T Dang, A Mehta, A Psomas… - arXiv preprint arXiv …, 2023 - arxiv.org
We study a fundamental problem in optimization under uncertainty. There are $ n $ boxes;
each box $ i $ contains a hidden reward $ x_i $. Rewards are drawn iid from an unknown …

On the approximability of simple mechanisms for MHR distributions

Y Jin, W Li, Q Qi - International Conference on Web and Internet …, 2019 - Springer
We focus on a canonical Bayesian mechanism design setting: a seller wants to sell a single
item to n bidders, whose values are drawn iid from a monotone-hazard-rate distribution. In …

Asymptotically optimal welfare of posted pricing for multiple items with mhr distributions

A Braun, M Buttkus, T Kesselheim - arXiv preprint arXiv:2107.00526, 2021 - arxiv.org
We consider the problem of posting prices for unit-demand buyers if all $ n $ buyers have
identically distributed valuations drawn from a distribution with monotone hazard rate. We …

How to Sell Online (Fast) via Pricing-Based Algorithms

A Braun - 2024 - bonndoc.ulb.uni-bonn.de
Online resource allocation problems play a fundamental role in online decision making. In
these problems, a sequence of agents arrives one-by-one, each with the goal of being …

[图书][B] Bayesian Auction Design and Approximation

Y Jin - 2023 - search.proquest.com
Bayesian Auction Design and Approximation Yaonan Jin Submitted in partial fulfillment of the
requirements for the degree of Doct Page 1 Bayesian Auction Design and Approximation …