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Extending Myerson's Optimal Auctions to Correlated Bidders via Neural Network Interpolation

Guo, Mingyu et al.
arXiv (All) · Papers
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68t07computer-science-and-game-theoryi-2-6j-4machine-learningtheoretical-economics
We aim to design revenue-maximizing single-item auctions that are deterministic, strategy-proof, and ex post individually rational --- the quintessential fundamental model for optimal mechanism design. While Myerson's seminal work solved this model for independent bidders, straightforward extensions
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