Price of Anarchy for First Price Auction with Risk-Averse Bidders.
Zhiqiang ZhuangKewen WangZhe WangPublished in: AAMAS (2023)
Keyphrases
- risk averse
- combinatorial auctions
- bidding strategies
- online auctions
- sealed bid
- auction mechanisms
- expected utility
- multi unit
- risk neutral
- utility function
- risk aversion
- decision makers
- multi attribute
- stochastic programming
- sealed bid auctions
- social welfare
- resource allocation
- mechanism design
- portfolio management
- decision theoretic
- approximation algorithms
- electricity markets
- decision theory
- linear program
- electronic commerce
- special case
- decision making