The existing literature on optimal auctions focuses on optimizing the expected revenue of the seller, and is appropriate for risk-neutral sellers. In this paper, we identify good ...
Recent work on online auctions for digital goods has explored the role of optimal stopping theory — particularly secretary problems — in the design of approximately optimal on...
Mohammad Taghi Hajiaghayi, Robert D. Kleinberg, Tu...
We present approximation and online algorithms for a number of problems of pricing items for sale so as to maximize seller’s revenue in an unlimited supply setting. Our first r...