Regret Minimization and Separation in Multi-Bidder Multi-Item Auctions

Çağıl Koçyiğit Risk Analytics and Optimization Chair, École Polytechnique Fédérale de Lausanne, Switzerland, cagil.kocyigit@epfl.ch Daniel Kuhn Risk Analytics and Optimization Chair, École Polytechnique Fédérale de Lausanne, Switzerland, daniel.kuhn@epfl.ch Napat Rujeerapaiboon Department of Industrial Systems Engineering and Management, National University of Singapore, Singapore, isenapa@nus.edu.sg

[1]  G. Iyengar,et al.  Distributionally Robust Mechanism Design , 2017, Manag. Sci..

[2]  Richard P. McLean,et al.  FULL EXTRACTION OF THE SURPLUS IN BAYESIAN AND DOMINANT STRATEGY AUCTIONS , 1988 .

[3]  Nikhil R. Devanur,et al.  A duality based unified approach to Bayesian mechanism design , 2016, STOC.

[4]  Omar Besbes,et al.  Prior-Independent Optimal Auctions , 2018, EC.

[5]  Subir Bose,et al.  Optimal Auctions with Ambiguity , 2004 .

[6]  Erick Delage,et al.  Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems , 2019, Oper. Res..

[7]  Christos Tzamos,et al.  Mechanism design via optimal transport , 2013, EC '13.

[8]  Christos Tzamos,et al.  Strong Duality for a Multiple-Good Monopolist , 2014, EC.

[9]  Noam Nisan,et al.  Selling multiple correlated goods: Revenue maximization and menu-size complexity , 2013, J. Econ. Theory.

[10]  Tim Roughgarden,et al.  Revenue maximization with a single sample , 2010, EC '10.

[11]  Nick Gravin,et al.  Correlation-Robust Analysis of Single Item Auction , 2019, SODA.

[12]  Nick Gravin,et al.  Separation in Correlation-Robust Monopolist Problem with Budget , 2018, SODA.

[13]  Christos Tzamos,et al.  The Complexity of Optimal Mechanism Design , 2012, SODA.

[14]  Ying Liu,et al.  Intertemporal Pricing under Minimax Regret , 2015, Oper. Res..

[15]  Dimitris Bertsimas,et al.  Optimal Design for Multi-Item Auctions: A Robust Optimization Approach , 2014, Math. Oper. Res..

[16]  Gabriel D. Carroll.  Robustness and Separation in Multidimensional Screening , 2017 .

[17]  Roger B. Myerson,et al.  Optimal Auction Design , 1981, Math. Oper. Res..

[18]  D. Bergemann,et al.  Pricing Without Priors , 2007 .

[19]  Elias Koutsoupias,et al.  Duality and optimality of auctions for uniform distributions , 2014, SIAM J. Comput..