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Optimal Auctions and Pricing with Limited Information
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Optimal Auctions and Pricing with Limited Information. |
| 개인저자 | Allouah, Mohammed-Amine . |
| 단체저자명 | Columbia University. Business. |
| 발행사항 | [S.l.]: Columbia University., 2019. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2019. |
| 형태사항 | 251 p. |
| 기본자료 저록 | Dissertations Abstracts International 81-04A. Dissertation Abstract International |
| ISBN | 9781392654972 |
| 학위논문주기 | Thesis (Ph.D.)--Columbia University, 2019. |
| 일반주기 |
Source: Dissertations Abstracts International, Volume: 81-04, Section: A.
Advisor: Besbes, Omar. |
| 이용제한사항 | This item must not be sold to any third party vendors. |
| 요약 | Information availability plays a fundamental role in decision-making for business operations. The present dissertation aims to develop frameworks and algorithms in order to guide a decision-maker in environments with limited information. In particular, in the first part, we study the fundamental problem of designing optimal auctions while relaxing the widely used assumption of common prior. We are able to characterize (near-)optimal mechanisms and associated performance. In the second part of the dissertation, we focus on data-driven pricing in the low sample regime. More precisely, we study the fundamental problem of a seller pricing a product based on historical information consisting of one sample of the willingness-to-pay distribution. By drawing connection with the statistical theory of reliability, we propose a novel approach, using dynamic programming, to characterize near-optimal data-driven pricing algorithms and their performance. In the last part of the dissertation, we delve into the detailed practical operations of the online display advertising marketplace from an information structure perspective. In particular, we analyze the tactical role of intermediaries within this marketplace and their impact on the value chain. In turn, we make the case that under some market conditions, there is a potential for Pareto improvement by adjusting the role of these intermediaries. |
| 일반주제명 | Operations research. Business education. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
