Optimal design for multi-item auctions: a robust optimization approach

DOI10.1287/MOOR.2014.0645MaRDI QIDQ5247609zbMATH OpenOpenAlexFDO

Authors Chaithanya Bandi, Dimitris Bertsimas

Publication date 24 April 2015

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.2014.0645

zbMATH Keywords

robust optimizationmechanism designoptimal auctions

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

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Cited in

(21)

• Robust auction design under multiple priors by linear and integer programming
• Robust multidimensional pricing: separation without regret
• Distributionally robust optimization
• Robust Inventory Management: An Optimal Control Approach
• Tractable stochastic analysis in high dimensions via robust optimization
• Robust feasibility of systems of quadratic equations using topological degree theory
• Correlation-robust auction design
• Robust pooling for contracting models with asymmetric information
• Robust trading mechanisms over 0/1 polytopes
• Optimal design for multi-item auctions: a robust optimization approach
• Optimal design of scoring auctions with multidimensional quality
• Algorithmic contract theory: a survey
• Robust auctions for revenue via enhanced competition
• Separation in distributionally robust monopolist problem
• Robust queueing theory
• Robust optimization strategies for seller based on uncertainty sets in context of sequential auction
• Ascending auctions for multiple objects: the case for the Japanese design
• Regret-minimizing Bayesian persuasion
• Stochastic optimization in supply chain networks: averaging robust solutions
• Optimal Auction Design With Common Values: An Informationally Robust Approach
• Robust screening under ambiguity

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