一种最优分布鲁棒拍卖

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摘要翻译：
一个不可分割的对象可以卖给$N$代理中的一个，他们知道该对象的估价。卖方希望使用收益最大化机制，但她对估值分配的了解很少：她只知道方法（可能不同）和估值的上限。估值可能是相关的。利用基于对偶的构造性方法，我们证明了在所有确定性支配策略激励相容、事后个别理性的机制中，一个使最坏情况期望收益最大化的机制是这样的，即只要对象是非负的，就应该授予线性得分最高的代理人。线性分数是投标人特定的投标的线性函数。最优机制集合包括其他机制，但所有这些机制都必须在一定意义上接近最优线性分数拍卖。当均值较高时，所有最优机构都具有线性特性。当对称竞买人的数量足够大时，无保留的二价拍卖是一种最优的机制。
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英文标题：
《An Optimal Distributionally Robust Auction》
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作者：
Alex Suzdaltsev
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Theoretical Economics        理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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一级分类：Computer Science        计算机科学
二级分类：Computer Science and Game Theory        计算机科学与博弈论
分类描述：Covers all theoretical and applied aspects at the intersection of computer science and game theory, including work in mechanism design, learning in games (which may overlap with Learning), foundations of agent modeling in games (which may overlap with Multiagent systems), coordination, specification and formal methods for non-cooperative computational environments. The area also deals with applications of game theory to areas such as electronic commerce.
涵盖计算机科学和博弈论交叉的所有理论和应用方面，包括机制设计的工作，游戏中的学习（可能与学习重叠），游戏中的agent建模的基础（可能与多agent系统重叠），非合作计算环境的协调、规范和形式化方法。该领域还涉及博弈论在电子商务等领域的应用。
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英文摘要：
  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.
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PDF链接：
https://arxiv.org/pdf/2006.05192

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关键词：distribution Constructive Contribution Environments Applications score 拍卖 最优 对象 特性