5 citations · 20 across the 11 of their papers we have counts for
9 papers · 1 filter
Iterative Vickrey Auctions via Linear Programming
Sébastien Lahaie, Benjamin Lubin
Building on the linear programming approach to competitive equilibrium pricing, we develop a general method for constructing iterative auctions that achieve Vickrey-Clarke-Groves (…
Robust Clearing Price Mechanisms for Reserve Price Optimization
Zhe Feng, Sébastien Lahaie
Setting an effective reserve price for strategic bidders in repeated auctions is a central question in online advertising. In this paper, we investigate how to set an anonymous res…
Reserve Price Optimization for First Price Auctions
Zhe Feng, Sébastien Lahaie, Jon Schneider +1
The display advertising industry has recently transitioned from second- to first-price auctions as its primary mechanism for ad allocation and pricing. In light of this, publishers…
Fast Iterative Combinatorial Auctions via Bayesian Learning
Gianluca Brero, Sébastien Lahaie, Sven Seuken
Iterative combinatorial auctions (CAs) are often used in multi-billion dollar domains like spectrum auctions, and speed of convergence is one of the crucial factors behind the choi…
A Bayesian Clearing Mechanism for Combinatorial Auctions
Gianluca Brero, Sébastien Lahaie
We cast the problem of combinatorial auction design in a Bayesian framework in order to incorporate prior information into the auction process and minimize the number of rounds to…
Fair Allocation of Indivisible Goods to Asymmetric Agents
Alireza Farhadi, Mohammad Ghodsi, MohammadTaghi Hajiaghayi +5
We study fair allocation of indivisible goods to agents with unequal entitlements. Fair allocation has been the subject of many studies in both divisible and indivisible settings.…
A Decomposition of Forecast Error in Prediction Markets
Miroslav Dudík, Sébastien Lahaie, Ryan Rogers +1
We analyze sources of error in prediction market forecasts in order to bound the difference between a security's price and the ground truth it estimates. We consider cost-function-…
Arbitrage-Free Combinatorial Market Making via Integer Programming
Christian Kroer, Miroslav Dudík, Sébastien Lahaie +1
We present a new combinatorial market maker that operates arbitrage-free combinatorial prediction markets specified by integer programs. Although the problem of arbitrage-free pric…
Rate of Price Discovery in Iterative Combinatorial Auctions
Jacob Abernethy, Sébastien Lahaie, Matus Telgarsky
We study a class of iterative combinatorial auctions which can be viewed as subgradient descent methods for the problem of pricing bundles to balance supply and demand. We provide…