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Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

Sep 21, 2020

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Page 1: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 2: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 3: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 4: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 5: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 6: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 7: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 8: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 9: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 10: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 11: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝜸 𝑖𝑖

γ

Page 12: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝜸 𝑖𝑖

γ

Page 13: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝛾

Page 14: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝛾

𝑖

𝒕−𝑖(1), … , 𝒕−𝑖

(𝑁)

max𝑡𝑖,𝑡𝑖′∈ℝ

𝐷

1

𝑁

𝑗=1

𝑁

𝑢 𝑡𝑖 , 𝑡𝑖′, 𝒕−𝑖𝑗

− 𝑢 𝑡𝑖 , 𝑡𝑖 , 𝒕−𝑖𝑗

Page 15: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝛾

𝑖

𝒕−𝑖(1), … , 𝒕−𝑖

(𝑁)

max𝑡𝑖,𝑡𝑖′∈ℝ

𝐷

1

𝑁

𝑗=1

𝑁

𝑢 𝑡𝑖 , 𝑡𝑖′, 𝒕−𝑖𝑗

− 𝑢 𝑡𝑖 , 𝑡𝑖 , 𝒕−𝑖𝑗

Page 16: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝛾

ෝ𝜸

𝑖

𝒕−𝑖(1), … , 𝒕−𝑖

(𝑁)

𝐹

ො𝛾 = max𝑡𝑖,𝑡𝑖′∈𝐹

1

𝑁

𝑗=1

𝑁

𝑢 𝑡𝑖 , 𝑡𝑖′, 𝒕−𝑖𝑗

− 𝑢 𝑡𝑖 , 𝑡𝑖 , 𝒕−𝑖𝑗

Page 17: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝛾

ෝ𝜸

𝑖

𝒕−𝑖(1), … , 𝒕−𝑖

(𝑁)

𝐹

Page 18: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝛾

ෝ𝜸

𝑖

𝒕−𝑖(1), … , 𝒕−𝑖

(𝑁)

𝐹

Page 19: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝛾

ෝ𝜸

𝑖

𝒕−𝑖(1), … , 𝒕−𝑖

(𝑁)

𝐹

ො𝛾 − 𝛾 ≤

Page 20: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 21: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝑡𝑖′

𝑢 𝑡𝑖 ,∙, 𝒕−𝑖

Page 22: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝑡𝑖′

1

𝑁σ𝑗=1𝑁 𝑢 𝑡𝑖 ,∙, 𝒕−𝑖

𝑗

Page 23: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝑡𝑖′

1

𝑁σ𝑗=1𝑁 𝑢 𝑡𝑖 ,∙, 𝒕−𝑖

𝑗

Page 24: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌
Page 25: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝑢1, … , 𝑢𝑁 𝒘,𝒌

𝑤 ≤ 𝑘

1

𝑁σ𝑢𝑖

Page 26: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

ෝ𝜸

𝑁𝑤, 𝑘 𝐿

Page 27: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

ෝ𝜸

𝑁𝑤, 𝑘 𝐿⇒ 𝑤

Page 28: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝑁𝑤, 𝑘 𝐿⇒ 𝑤

ො𝛾 − 𝛾 = ෨𝑂 𝐿𝑤 +𝑘

𝑁+

𝑑

𝑁

𝑑

𝑁

𝑤, 𝑘 𝐿

⇒ 𝑤

Page 29: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝑁𝑤, 𝑘 𝐿⇒ 𝑤

ො𝛾 − 𝛾 = ෨𝑂 𝐿𝑤 +𝑘

𝑁+

𝑑

𝑁

𝑑

ො𝛾 − 𝛾 = ෨𝑂 𝑳𝒘 +𝒌

𝑵+

𝑑

𝑁

• ≤ 𝑳𝒘 +𝒌

𝑵

•𝑑

𝑁

𝑁

𝑤, 𝑘 𝐿

⇒ 𝑤

Page 30: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝑁𝑤, 𝑘 𝐿⇒ 𝑤

ො𝛾 − 𝛾 = ෨𝑂 𝐿𝑤 +𝑘

𝑁+

𝑑

𝑁

𝑑

ො𝛾 − 𝛾 = ෨𝑂 𝑳𝒘 +𝒌

𝑵+

𝑑

𝑁

• ≤ 𝑳𝒘 +𝒌

𝑵

•𝑑

𝑁

ො𝛾 − 𝛾 = ෨𝑂 𝐿𝑤 +𝑘

𝑁+

𝒅

𝑵

• ≤ 𝐿𝑤 +𝑘

𝑁

•𝒅

𝑵

𝑁

𝑤, 𝑘 𝐿

⇒ 𝑤

Page 31: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

𝑁𝑤, 𝑘 𝐿⇒ 𝑤

ො𝛾 − 𝛾 = ෨𝑂 𝐿𝑤 +𝑘

𝑁+

𝑑

𝑁

𝑑

ො𝛾 − 𝛾 = ෨𝑂 𝑳𝒘 +𝒌

𝑵+

𝑑

𝑁

• ≤ 𝑳𝒘 +𝒌

𝑵

•𝑑

𝑁

ො𝛾 − 𝛾 = ෨𝑂 𝐿𝑤 +𝑘

𝑁+

𝒅

𝑵

• ≤ 𝐿𝑤 +𝑘

𝑁

•𝒅

𝑵

ො𝛾 − 𝛾 = ෨𝑂 𝐿𝑤 +𝑘

𝑁+

𝑑

𝑁

𝑤 = 𝑂1

𝑁, 𝑘 = 𝑂 𝑁

(𝑤, 𝑘)

𝑁

𝑁

𝑤, 𝑘 𝐿

⇒ 𝑤

Page 32: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

[0, 𝜅]

ො𝛾 − 𝛾 = ෨𝑂#bidders + 𝜅−1

(#samples)

Page 33: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

[0, 𝜅]

ො𝛾 − 𝛾 = ෨𝑂#bidders 3/2+ 𝜅−1

(#samples)

Page 34: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

[0, 𝜅]

ො𝛾 − 𝛾 = ෨𝑂#bidders #units 2+ 𝜅−1

(#samples)

Page 35: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌

••

Page 36: Estimating Approximate Incentive Compatibility · 2020. 7. 30. · 𝑤,𝑘 𝐿 ⇒ 𝑤 𝛾ො−𝛾= ෨ 𝐿𝑤+ 𝑁 + 𝑑 𝑁 𝑑 𝑳𝒘𝒌 𝑵 • ≤𝑳𝒘+𝒌