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最优拍卖设计的复杂性

The Complexity of Optimal Auction Design

作者:George Pierrakos 作者单位:University of California, Berkeley 加工时间:2013-12-18 信息来源:EECS 索取原文[30 页]
关键词:拍卖;设计;复杂性
摘 要:This dissertation provides a complexity-theoretic critique of Myerson's theorem, one of Mechanism Design's crown jewels, for which Myerson was awarded the 2007 Nobel Memorial Prize in Economic Sciences. This theorem gives a remarkably crisp solution to the problem faced by a monopolist wishing to sell a single item to a number of interested, rational bidders, whose valuations for the item are distributed independently according to some given distributions; the monopolist's goal is to design an auction that will maximize her expected revenue, while at the same time incentivizing the bidders to bid their true value for the item. Myerson solves this problem of designing the revenue-maximizing auction, through an elegant transformation of the valuation space, and a reduction to the problem of designing the social welfare-maximizing auction (i.e. allocating the item to the bidder who values it the most).
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