95 citations · 322 across the 36 of their papers we have counts for
27 papers · 1 filter
Designing a Combinatorial Financial Options Market
Xintong Wang, David M. Pennock, Nikhil R. Devanur +3
Financial options are contracts that specify the right to buy or sell an underlying asset at a strike price by an expiration date. Standard exchanges offer options of predetermined…
Static pricing for multi-unit prophet inequalities
Shuchi Chawla, Nikhil Devanur, Thodoris Lykouris
We study a pricing problem where a seller has identical copies of a product, buyers arrive sequentially, and the seller prices the items aiming to maximize social welfare. When…
Optimal Mechanism Design for Single-Minded Agents
Nikhil Devanur, Kira Goldner, Raghuvansh Saxena +2
We consider revenue-optimal mechanism design in the interdimensional setting, where one dimension is the 'value' of the buyer, and one is a 'type' that captures some auxiliary info…
Algorithmic Price Discrimination
Rachel Cummings, Nikhil R. Devanur, Zhiyi Huang +1
We consider a generalization of the third degree price discrimination problem studied in Bergemann et al. (2015), where an intermediary between the buyer and the seller can design…
Simple and Approximately Optimal Pricing for Proportional Complementarities
Yang Cai, Nikhil R. Devanur, Kira Goldner +1
We study a new model of complementary valuations, which we call "proportional complementarities." In contrast to common models, such as hypergraphic valuations, in our model, we do…
Proportional Dynamics in Exchange Economies
Simina Brânzei, Nikhil R. Devanur, Yuval Rabani
We study the Proportional Response dynamic in exchange economies, where each player starts with some amount of money and a good. Every day, the players bring one unit of their good…