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arXiv 1607.02526cs.GT
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柔性消费者的最优拍卖设计

Optimal Auction Design for Flexible Consumers

Shiva Navabi, Ashutosh Nayyar

摘要:

我们研究的问题,设计收入最大化的拍卖分配多个商品灵活的消费者。在我们的模型中,每个消费者都对一个称为其灵活性集的商品子集感兴趣,并希望从这个集合中消费一种商品。消费者的灵活性集和消费者从灵活性集中消费商品的效用是消费者的私有信息。我们关注嵌套柔性集的情况-每个消费者的柔性集可以是$k$嵌套集之一。我们提供了几个例子,这种嵌套的灵活性可能会出现。我们将激励相容、个体理性和收益最大化拍卖的分配规则刻画为整数规划的解。相应的支付规则由积分方程描述。然后,我们利用嵌套的灵活性集,以简化最优拍卖,并提供了一个完整的表征分配和支付简单的阈值。

英文摘要:

We study the problem of designing revenue-maximizing auctions for allocating multiple goods to flexible consumers. In our model, each consumer is interested in a subset of goods known as its flexibility set and wants to consume one good from this set. A consumer's flexibility set and its utility from consuming a good from its flexibility set are its private information. We focus on the case of nested flexibility sets --- each consumer's flexibility set can be one of $k$ nested sets. We provide several examples where such nested flexibility sets may arise. We characterize the allocation rule for an incentive compatible, individually rational and revenue-maximizing auction as the solution to an integer program. The corresponding payment rule is described by an integral equation. We then leverage the nestedness of flexibility sets to simplify the optimal auction and provide a complete characterization of allocations and payments in terms of simple thresholds.

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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