Assignment Markets with Budget Constraints

Fuente: arXiv
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Main Authors: Batziou, Eleni, Bichler, Martin, Fichtl, Maximilian
Format: Preprint
Published: 2022
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author Batziou, Eleni
Bichler, Martin
Fichtl, Maximilian
author_facet Batziou, Eleni
Bichler, Martin
Fichtl, Maximilian
contents This paper studies markets where a set of indivisible items is sold to bidders with quasilinear, unit-demand valuations, subject to a hard budget constraint. Without financial constraints the well-known assignment market model of Shapley and Shubik (1971) allows for a simple ascending auction format that is incentive-compatible, and strongly Pareto-optimal. However, this auction model does not capture the possibility that bidders face hard budget constraints. We design an iterative auction that depends on demand queries and an easily verifiable additional condition to maintain the properties in the presence of budget constraints. If instead this additional condition does not hold, incentive compatibility and core stability are at odds, and we cannot hope to achieve strong Pareto optimality in a simple ascending auction even with truthful bidding. Moreover, even in a complete information model where the auctioneer has access to valuations and budget constraints, the problem is NP-hard.
format Preprint
id arxiv_https___arxiv_org_abs_2205_06132
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Assignment Markets with Budget Constraints
Batziou, Eleni
Bichler, Martin
Fichtl, Maximilian
Computer Science and Game Theory
Theoretical Economics
This paper studies markets where a set of indivisible items is sold to bidders with quasilinear, unit-demand valuations, subject to a hard budget constraint. Without financial constraints the well-known assignment market model of Shapley and Shubik (1971) allows for a simple ascending auction format that is incentive-compatible, and strongly Pareto-optimal. However, this auction model does not capture the possibility that bidders face hard budget constraints. We design an iterative auction that depends on demand queries and an easily verifiable additional condition to maintain the properties in the presence of budget constraints. If instead this additional condition does not hold, incentive compatibility and core stability are at odds, and we cannot hope to achieve strong Pareto optimality in a simple ascending auction even with truthful bidding. Moreover, even in a complete information model where the auctioneer has access to valuations and budget constraints, the problem is NP-hard.
title Assignment Markets with Budget Constraints
topic Computer Science and Game Theory
Theoretical Economics
url https://arxiv.org/abs/2205.06132