论文标题
最佳分布在健壮的拍卖中
An Optimal Distributionally Robust Auction
论文作者
论文摘要
不可分割的对象可能会出售给知道其物体估值的$ n $代理之一。卖方想使用一种收入最大化的机制，但是她对估值的分配的了解很少：她只知道手段（可能是不同的）和估值的上限。估值可能是相关的。 使用基于二元性的建设性方法，我们证明了一种在所有确定性主导策略激励措施兼容的机制中最大化最坏情况的预期收入，如果是最高线性分数的，则应该将对象授予对象的单个合理机制，以便将对象授予对象。线性得分是投标人特异性线性函数。一组最佳机制包括其他机制，但所有这些机制都必须接近一定意义上的最佳线性评分拍卖。当均值高时，所有最佳机制都具有线性属性。当对称竞标者的数量足够高时，没有储备的第二价格拍卖是一种最佳机制。
An indivisible object may be sold to one of $n$ agents who know their valuations of the object. The seller would like to use a revenue-maximizing mechanism but her knowledge of the valuations' distribution is scarce: she knows only the means (which may be different) and an upper bound for valuations. Valuations may be correlated. Using a constructive approach based on duality, we prove that a mechanism that maximizes the worst-case expected revenue among all deterministic dominant-strategy incentive compatible, ex post individually rational mechanisms is such that the object should be awarded to the agent with the highest linear score provided it is nonnegative. Linear scores are bidder-specific linear functions of bids. The set of optimal mechanisms includes other mechanisms but all those have to be close to the optimal linear score auction in a certain sense. When means are high, all optimal mechanisms share the linearity property. Second-price auction without a reserve is an optimal mechanism when the number of symmetric bidders is sufficiently high.
