Approximately optimal mechanism design

T Roughgarden, I Talgam-Cohen - Annual Review of Economics, 2019 - annualreviews.org
The field of optimal mechanism design enjoys a beautiful and well-developed theory, as well
as several killer applications. Rules of thumb produced by the field influence everything from …

Prophet inequalities made easy: Stochastic optimization by pricing nonstochastic inputs

P Dutting, M Feldman, T Kesselheim, B Lucier - SIAM Journal on Computing, 2020 - SIAM
We present a general framework for stochastic online maximization problems with
combinatorial feasibility constraints. The framework establishes prophet inequalities by …

Posted price mechanisms for a random stream of customers

J Correa, P Foncea, R Hoeksma, T Oosterwijk… - Proceedings of the …, 2017 - dl.acm.org
Posted price mechanisms constitute a widely used way of selling items to strategic
consumers. Although suboptimal, the attractiveness of these mechanisms comes from their …

An economic view of prophet inequalities

B Lucier - ACM SIGecom Exchanges, 2017 - dl.acm.org
Over the past decade, an exciting connection has developed between the theory of posted-
price mechanisms and the prophet inequality, a result from the theory of optimal stopping …

Optimal-er auctions through attention

D Ivanov, I Safiulin, I Filippov… - Advances in Neural …, 2022 - proceedings.neurips.cc
RegretNet is a recent breakthrough in the automated design of revenue-maximizing
auctions. It combines the flexibility of deep learning with the regret-based approach to relax …

Prophet secretary through blind strategies

J Correa, R Saona, B Ziliotto - Mathematical Programming, 2021 - Springer
In the classic prophet inequality, a well-known problem in optimal stopping theory, samples
from independent random variables (possibly differently distributed) arrive online. A gambler …

Fair dynamic rationing

V Manshadi, R Niazadeh, S Rodilitz - … of the 22nd ACM Conference on …, 2021 - dl.acm.org
We study the allocative challenges that governmental and nonprofit organizations face when
tasked with equitable and efficient rationing of a social good among agents whose needs …

Online learning via offline greedy algorithms: Applications in market design and optimization

R Niazadeh, N Golrezaei, JR Wang, F Susan… - Proceedings of the …, 2021 - dl.acm.org
Motivated by online decision-making in time-varying combinatorial environments, we study
the problem of transforming offline algorithms to their online counterparts. We focus on …

A permutation-equivariant neural network architecture for auction design

J Rahme, S Jelassi, J Bruna… - Proceedings of the AAAI …, 2021 - ojs.aaai.org
Designing an incentive compatible auction that maximizes expected revenue is a central
problem in Auction Design. Theoretical approaches to the problem have hit some limits in …

From pricing to prophets, and back!

J Correa, P Foncea, D Pizarro, V Verdugo - Operations Research Letters, 2019 - Elsevier
In this work we prove that designing PPMs is equivalent to finding stopping rules for
prophets. This extends the connection that any prophet type inequality can be turned into a …