arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2003.05913cs.GTcs.CCecon.TH
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第1001章逃离食人?单位需求买方的相关鲁棒定价

Escaping Cannibalization? Correlation-Robust Pricing for a Unit-Demand Buyer

Moshe Babaioff, Michal Feldman, Yannai A. Gonczarowski, Brendan Lucier, Inbal Talgam-Cohen

摘要:

我们考虑一个强大的版本的收入最大化问题,其中一个单一的卖方希望出售$n$项目的一个单一的单位需求的买家。在这个健壮的版本中,卖方知道买方的边际价值分布为每个项目分别,但不是联合分布,并定价的项目,以最大限度地提高收入在最坏的情况下,在所有兼容的相关性结构。我们设计了一个计算效率高(多项式的边际支持大小)的算法,计算最坏情况下的联合分布的任何选择的项目价格。然而,与添加剂买方案例(Carroll,2017)形成鲜明对比的是,我们表明,在任何因素内逼近价格的最优选择都是NP-困难的,优于$n^{1/2-ε}$。对于满足单调风险率属性的边际分布的特殊情况下,我们展示了如何使用项目定价来保证最优最坏情况收入的恒定比例;这种定价等于所有可能的相关性的收入,并且可以有效地计算。

英文摘要:

We consider a robust version of the revenue maximization problem, where a single seller wishes to sell $n$ items to a single unit-demand buyer. In this robust version, the seller knows the buyer's marginal value distribution for each item separately, but not the joint distribution, and prices the items to maximize revenue in the worst case over all compatible correlation structures. We devise a computationally efficient (polynomial in the support size of the marginals) algorithm that computes the worst-case joint distribution for any choice of item prices. And yet, in sharp contrast to the additive buyer case (Carroll, 2017), we show that it is NP-hard to approximate the optimal choice of prices to within any factor better than $n^{1/2-ε}$. For the special case of marginal distributions that satisfy the monotone hazard rate property, we show how to guarantee a constant fraction of the optimal worst-case revenue using item pricing; this pricing equates revenue across all possible correlations and can be computed efficiently.

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