Extreme-value theorems for optimal multidimensional pricing

DOI10.1109/FOCS.2011.76MaRDI QIDQ5495030zbMATH OpenOpenAlexFDO

Authors Yang Cai, Constantinos Daskalakis

Publication date 30 July 2014

Published in 2011 IEEE 52nd Annual Symposium on Foundations of Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/focs.2011.76

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Auctions, bargaining, bidding and selling, and other market models (91B26) Approximation algorithms (68W25)

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(12)

• Optimal pricing for MHR distributions
• The power of randomness in Bayesian optimal mechanism design
• Extreme value theorems for optimal multidimensional pricing
• On optimal mechanisms in the two-item single-buyer unit-demand setting
• Pricing with samples
• The complexity of optimal multidimensional pricing for a unit-demand buyer
• Multivariate decisions with unknown price vector
• Bayesian incentive compatibility via matchings
• An algorithmic framework for black-box reductions from Bayesian mechanism design to algorithm design
• Optimal auctions vs. anonymous pricing
• The complexity of optimal multidimensional pricing
• On the Complexity of Optimal Lottery Pricing and Randomized Mechanisms for a Unit-Demand Buyer

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