Competitive analysis of incentive compatible on-line auctions
Proceedings of the 2nd ACM conference on Electronic commerce
Online learning in online auctions
SODA '03 Proceedings of the fourteenth annual ACM-SIAM symposium on Discrete algorithms
Pricing WiFi at Starbucks: issues in online mechanism design
Proceedings of the 4th ACM conference on Electronic commerce
Reducing truth-telling online mechanisms to online optimization
Proceedings of the thirty-fifth annual ACM symposium on Theory of computing
The Value of Knowing a Demand Curve: Bounds on Regret for Online Posted-Price Auctions
FOCS '03 Proceedings of the 44th Annual IEEE Symposium on Foundations of Computer Science
Mechanism design for online real-time scheduling
EC '04 Proceedings of the 5th ACM conference on Electronic commerce
Adaptive limited-supply online auctions
EC '04 Proceedings of the 5th ACM conference on Electronic commerce
Online auctions with re-usable goods
Proceedings of the 6th ACM conference on Electronic commerce
A multiple-choice secretary algorithm with applications to online auctions
SODA '05 Proceedings of the sixteenth annual ACM-SIAM symposium on Discrete algorithms
Online ascending auctions for gradually expiring items
SODA '05 Proceedings of the sixteenth annual ACM-SIAM symposium on Discrete algorithms
Addressing strategic behavior in a deployed microeconomic resource allocator
Proceedings of the 2005 ACM SIGCOMM workshop on Economics of peer-to-peer systems
Multi-unit auctions with unknown supply
EC '06 Proceedings of the 7th ACM conference on Electronic commerce
Sequences of take-it-or-leave-it offers: near-optimal auctions without full valuation revelation
AAMAS '06 Proceedings of the fifth international joint conference on Autonomous agents and multiagent systems
Online algorithms for market clearing
Journal of the ACM (JACM)
Dynamic Mechanism Design for Online Commerce
Operations Research
Matroids, secretary problems, and online mechanisms
SODA '07 Proceedings of the eighteenth annual ACM-SIAM symposium on Discrete algorithms
Algorithmic Game Theory
Approximating revenue-maximizing combinatorial auctions
AAAI'05 Proceedings of the 20th national conference on Artificial intelligence - Volume 1
Automated design of multistage mechanisms
IJCAI'07 Proceedings of the 20th international joint conference on Artifical intelligence
Complexity of mechanism design
UAI'02 Proceedings of the Eighteenth conference on Uncertainty in artificial intelligence
Mechanism design for capacity allocation with price competition
Proceedings of the 10th international conference on Electronic commerce
Self-correcting sampling-based dynamic multi-unit auctions
Proceedings of the 10th ACM conference on Electronic commerce
Expressive banner ad auctions and model-based online optimization for clearing
AAAI'08 Proceedings of the 23rd national conference on Artificial intelligence - Volume 1
Mechanisms for making crowds truthful
Journal of Artificial Intelligence Research
Algorithms and theory of computation handbook
Submodular secretary problem and extensions
APPROX/RANDOM'10 Proceedings of the 13th international conference on Approximation, and 14 the International conference on Randomization, and combinatorial optimization: algorithms and techniques
Buyback problem: approximate matroid intersection with cancellation costs
ICALP'11 Proceedings of the 38th international colloquim conference on Automata, languages and programming - Volume Part I
AdCell: ad allocation in cellular networks
ESA'11 Proceedings of the 19th European conference on Algorithms
On variants of the matroid secretary problem
ESA'11 Proceedings of the 19th European conference on Algorithms
On revenue in the generalized second price auction
Proceedings of the 21st international conference on World Wide Web
STOC '12 Proceedings of the forty-fourth annual ACM symposium on Theory of computing
Online prophet-inequality matching with applications to ad allocation
Proceedings of the 13th ACM Conference on Electronic Commerce
False-name-proofness in online mechanisms
Proceedings of the 11th International Conference on Autonomous Agents and Multiagent Systems - Volume 2
Revenue guarantees in sponsored search auctions
ESA'12 Proceedings of the 20th Annual European conference on Algorithms
Pricing public goods for private sale
Proceedings of the fourteenth ACM conference on Electronic commerce
Stochastic combinatorial optimization via poisson approximation
Proceedings of the forty-fifth annual ACM symposium on Theory of computing
Submodular secretary problem and extensions
ACM Transactions on Algorithms (TALG)
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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 online mechanisms. This work generally assumes that the size of the market (number of bidders) is known a priori, but that the mechanism designer has no knowledge of the distribution of bid values. However, in many real-world applications (such as online ticket sales), the opposite is true: the seller has distributional knowledge of the bid values (e.g., via the history of past transactions in the market), but there is uncertainty about market size. Adopting the perspective of automated mechanism design, introduced by Conitzer and Sandholm, we develop algorithms that compute an optimal, or approximately optimal, online auction mechanism given access to this distributional knowledge. Our main results are twofold. First, we show that when the seller does not know the market size, no constant-approximation to the optimum efficiency or revenue is achievable in the worst case, even under the very strong assumption that bid values are i.i.d. samples from a distribution known to the seller. Second, we show that when the seller has distributional knowledge of the market size as well as the bid values, one can do well in several senses. Perhaps most interestingly, by combining dynamic programming with prophet inequalities (a technique from optimal stopping theory) we are able to design and analyze online mechanisms which are temporally strategyproof (even with respect to arrival and departure times) and approximately efficiency (revenue)-maximizing. In exploring the interplay between automated mechanism design and prophet inequalities, we prove new prophet inequalities motivated by the auction setting.