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arXiv 1503.02516cs.GT
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最优定价很难

Optimal Pricing is Hard

Constantinos Daskalakis, Alan Deckelbaum, Christos Tzamos

摘要:

我们表明,计算的收入最优确定性拍卖在单位需求单买方贝叶斯设置,即最优的项目定价,是计算困难的,即使在单项目设置,其中买方的价值分布是一个独立分布的属性,或多项目设置,其中买方的价值的项目是独立的。我们还表明,它是难以最优定价的大捆绑的多个项目的附加投标人的项目的价值是独立的。这些困难源于价值分布的隐含定义。我们提供了三个例子,隐式分布的不同属性如何导致棘手:第一个是一个P-硬度证明,而其余两个是减少从SQRT-SUM问题的Garey,格雷厄姆和约翰逊。虽然简单的定价方案通常可以近似于收入的最佳方案,但它们可能具有截然不同的基本结构。因此,我们认为,无论是规格的输入分布必须高度限制的格式,或者它是必要的目标仅仅是近似的最优方案的收入,而不是计算性能的计划本身。

英文摘要:

We show that computing the revenue-optimal deterministic auction in unit-demand single-buyer Bayesian settings, i.e. the optimal item-pricing, is computationally hard even in single-item settings where the buyer's value distribution is a sum of independently distributed attributes, or multi-item settings where the buyer's values for the items are independent. We also show that it is intractable to optimally price the grand bundle of multiple items for an additive bidder whose values for the items are independent. These difficulties stem from implicit definitions of a value distribution. We provide three instances of how different properties of implicit distributions can lead to intractability: the first is a #P-hardness proof, while the remaining two are reductions from the SQRT-SUM problem of Garey, Graham, and Johnson. While simple pricing schemes can oftentimes approximate the best scheme in revenue, they can have drastically different underlying structure. We argue therefore that either the specification of the input distribution must be highly restricted in format, or it is necessary for the goal to be mere approximation to the optimal scheme's revenue instead of computing properties of the scheme itself.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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