Robust auction design under multiple priors by linear and integer programming

DOI10.1007/s10479-017-2416-4zbMath1404.91125OpenAlexW2588638563MaRDI QIDQ1703555

Çağıl Koçyiğit, Halil Ibrahim Bayrak, Mustafa Çelebi Pinar

Publication date: 2 March 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/50406

zbMATH Keywords

linear programmingrobustnessambiguitymixed-integer programmingmultiple priorsoptimal auction design

Mathematics Subject Classification ID

Mixed integer programming (90C11) Linear programming (90C05) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites Work

• Unnamed Item
• Optimization and mechanism design
• Maxmin expected utility with non-unique prior
• Sealed bid auctions with uncertainty averse bidders
• Ambiguity aversion in first-price sealed-bid auctions
• Risk, Ambiguity, and the Savage Axioms
• Optimal Auction Design
• Optimal Design for Multi-Item Auctions: A Robust Optimization Approach

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