Научный семинар 7 февраля: Николай Гравин (Шайнхайский университет экономики и финансов)
Тема: Correlation-robust mechanism design
Дата и время: 07 февраля 2019 года (четверг), 16:50
Место: ул. Кантемировская, д.3 к.1 лит.А, ауд. 346
Дата и время: 07 февраля 2019 года (четверг), 16:50
Место: ул. Кантемировская, д.3 к.1 лит.А, ауд.подтверждается
Тема: Correlation-robust mechanism design
Докладчик: Николай Гравин (Шанхайский университет экономики и финансов)
Рабочий язык: английский
Аннотация:
In this talk we will discuss the correlation-robust framework proposed by Carroll [Econometrica 2017] and our recent developments [SODA 2018,2019]. In this framework, the seller only knows marginal distributions for each separate item and/or individual bidder but has no information about correlation across different items or different bidders in the joint distribution. Any mechanism is then evaluated according to its expected profit in the worst-case, over all possible joint distributions with given marginal distributions. We illustrate the correlation-robust framework in the context of two well studied revenue maximization settings: (i) single-item action with correlated bidders and (ii) multi-item monopoly problem with a single additive buyer. In the first setting, a single item is sold via sealed-bid auction to n bidders with potentially interdependent (correlated) values for the good. In the second setting, a monopolist seller has n heterogeneous items to sell to a single buyer with additive value for the items.
Based on joint work with Pinyan Lu, Zhihao Tang, Xiaohui Bei.
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