Optimal dynamic auctions and simple index rules

DOI10.1287/MOOR.2013.0595MaRDI QIDQ5169685zbMATH OpenOpenAlexFDO

Authors Mallesh Pai, Rakesh V. Vohra

Publication date 11 July 2014

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

Full work available at URL https://semanticscholar.org/paper/0c0535af2ca00e30a71d29262c876f85f4fa777e

zbMATH Keywords

dynamic auctionsdynamic stochastic knapsackoptimal auctionsvirtual valuation

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Stochastic programming (90C15) Dynamic programming (90C39) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(22)

• Reserve prices in repeated auctions
• Calendar mechanisms
• Dynamic mechanism design: dynamic arrivals and changing values
• On incentive compatibility in dynamic mechanism design with exit option in a Markovian environment
• The dynamic Vickrey auction
• Bayesian optimal knapsack procurement
• Dynamic slot allocations with different patience levels
• Optimal dynamic auctions for revenue management
• Reduced form implementation for environments with value interdependencies
• Revealed preference and activity rules in dynamic auctions
• When Analysis Fails: Heuristic Mechanism Design via Self-correcting Procedures
• Efficiency levels in sequential auctions with dynamic arrivals
• Technical note -- On revenue management with strategic customers choosing when and what to buy
• Robust dynamic pricing with strategic customers
• Synchronizing pricing and replenishment to serve forward‐looking customers
• Auction timing and market thickness
• Treating symmetric buyers asymmetrically
• Screening for breakthroughs
• Striking the balance: optimizing pricing schemes for time-sensitive buyers
• Unidirectional incentive compatibility
• Intertemporal allocation with unknown discounting
• Optimal dynamic mechanism design with deadlines

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