25 citations · 121 across the 26 of their papers we have counts for
10 papers · 1 filter
Profit Maximization in Bilateral Trade against a Smooth Adversary
Simone Di Gregorio, Paul Dütting, Federico Fusco +1
Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, who wish to trade a good. We study this problem from the perspective of a prof…
Nearly Tight Regret Bounds for Profit Maximization in Bilateral Trade
Simone Di Gregorio, Paul Dütting, Federico Fusco +1
Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. We study this…
Selling Joint Ads: A Regret Minimization Perspective
Gagan Aggarwal, Ashwinkumar Badanidiyuru, Paul Dütting +1
Motivated by online retail, we consider the problem of selling one item (e.g., an ad slot) to two non-excludable buyers (say, a merchant and a brand). This problem captures, for ex…
The Role of Transparency in Repeated First-Price Auctions with Unknown Valuations
Nicolò Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni +2
We study the problem of regret minimization for a single bidder in a sequence of first-price auctions where the bidder discovers the item's value only if the auction is won. Our ma…
Truthful Matching with Online Items and Offline Agents
Michal Feldman, Federico Fusco, Stefano Leonardi +2
We study truthful mechanisms for welfare maximization in online bipartite matching. In our (multi-parameter) setting, every buyer is associated with a (possibly private) desired se…
An -regret analysis of Adversarial Bilateral Trade
Yossi Azar, Amos Fiat, Federico Fusco
We study sequential bilateral trade where sellers and buyers valuations are completely arbitrary (i.e., determined by an adversary). Sellers and buyers are strategic agents with pr…
Bilateral Trade: A Regret Minimization Perspective
Nicolò Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni +2
Bilateral trade, a fundamental topic in economics, models the problem of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they h…
Allocating Indivisible Goods to Strategic Agents: Pure Nash Equilibria and Fairness
Georgios Amanatidis, Georgios Birmpas, Federico Fusco +3
We consider the problem of fairly allocating a set of indivisible goods to a set of strategic agents with additive valuation functions. We assume no monetary transfers and, therefo…
Efficient Two-Sided Markets with Limited Information
Paul Dütting, Federico Fusco, Philip Lazos +2
A celebrated impossibility result by Myerson and Satterthwaite (1983) shows that any truthful mechanism for two-sided markets that maximizes social welfare must run a deficit, resu…
Pandora's Box Problem with Order Constraints
Shant Boodaghians, Federico Fusco, Philip Lazos +1
The Pandora's Box Problem, originally formalized by Weitzman in 1979, models selection from set of random, alternative options, when evaluation is costly. This includes, for exampl…