We study the classic mathematical economics problem of Bayesian optimal mechanism
design where a principal aims to optimize expected revenue when allocating resources to …

In the design and analysis of revenue-maximizing auctions, auction performance is typically
measured with respect to a prior distribution over inputs. The most obvious source for such a …

We study anonymous posted price mechanisms for combinatorial auctions in a Bayesian
framework. In a posted price mechanism, item prices are posted, then the consumers …

The field of optimal mechanism design enjoys a beautiful and well-developed theory, as well
as several killer applications. Rules of thumb produced by the field influence everything from …

The monopolist's theory of optimal single-item auctions for agents with independent private
values can be summarized by two statements. The first is from Myerson [8]: the optimal …

We present a general framework for stochastic online maximization problems with
combinatorial feasibility constraints. The framework establishes prophet inequalities by …

We consider a monopolist seller with n heterogeneous items, facing a single buyer. The
buyer has a value for each item drawn independently according to (non-identical) …

This paper develops a general approach, rooted in statistical learning theory, to learning an
approximately revenue-maximizing auction from data. We introduce t-level auctions to …

Maximizing the revenue from selling more than one good (or item) to a single buyer is a
notoriously difficult problem, in stark contrast to the one-good case. For two goods, we show …

This paper studies the optimal pricing strategy of a hotel that establishes an online
distribution channel through cooperation with an online travel agency (OTA). The OTA …