
IPM: Sat April 5th (Farvardin 17) 10--12 Mon April 7th (Farvardin 19) 10--12 Wed April 9th (Farvardin 21) 10--12
Sharif Math: Tues. April 8th (Farvardin 20) 9--10
Sharif CE: Tues. April 8th (Farvardin 20) 12--13
Bio: Nicole Immorlica received her Ph.D. in June 2005 from MIT. From 2005-2007, she was a postdoctoral researcher at the Theory Group in Microsoft Research. She is currently visiting Centruum voor Wiskunde en Informatica (CWI) in Amsterdam, the Netherlands before beginning a faculty position at Northwestern University in September 2008. Her research interests lie in applying techniques from the field of theoretical computer science to problems at the forefront of economics and computer science. Her recent research has focused on auction design, particularly sponsored search auctions; matching markets such as the National Residency Matching Program (NRMP); and the formation and diffusion of information in social networks.
For IPM:
Mini-Course on Algorithmic Game Theory
Since its inception in the 1980s, the popularity of the Internet has been growing exponentially, resulting in a mass of shared knowledge and fast, cheap communication. Hand-in-hand with these developments, we have seen the birth of a plethora of new systems for facilitating interaction among economic agents from marketplaces like eBay and Google's AdWords to online networking services like MySpace and Match.com. These systems give rise to numerous opportunities for scientific exploration, and such studies are fundamental to the future economic and social success of these systems.
Algorithmic game theory is a new paradigm for studying such systems. The goal in this field is to understand the behavior of autonomous selfish agents, and to define rules that encourage them to collectively act in a way that optimizes some system objective such as social welfare or revenue. This course offers a broad overview of hot topics in algorithmic game theory. Each day highlights a different subfield. On the first day, we will discuss basic concepts in game theory including various equilibrium notions, and learn about the complexity of computing equilibria. On the second day, we will consider an important application of algorithmic game theory, namely auction design. In this section of the course, we will discuss generic techniques for revenue and welfare maximization and then study the design of a real-world marketplace, the sponsored-search auctions of Google, Microsoft, and Yahoo! On the third day, we will discuss the emerging field of social networks, with a particular emphasis on predicting how information and technologies diffuse over these networks.
Familiarity with basic concepts in probability and computer science is assumed.
For Sharif Math:
Secretary Problems and Online Auction Design
This talk considers the problem of online auction design, or auctions for bidders who arrive and depart over time (e.g. Priceline.com). Maximizing welfare in such auctions is complicated by the fact that bids must be accepted or rejected at the moment they are submitted. It is known how the classic secretary problem introduced by Dynkin in 1963 can be used to design approximately welfare-maximizing auctions in a simple multi-unit auction setting. We show how the classic secretary problem can be generalized to a combinatorial setting, and use this generalization to build mechanisms for a class of online combinatorial auctions.
Parts of this talk are based on joint work with Moshe Babaioff, David Kempe, and Bobby Kleinberg.
For Sharif CE:
Derandomization of Auctions
The focus of the talk will be based on a framework introduced by Goldberg et al. for maximizing revenue in auctions for a good of unlimited supply (this framework will be introduced in the Mini-Course on Algorithmic Game Theory at IPM on Monday). Earlier work of Goldberg et al. introduced randomized auction mechanisms that, in the worst case, achieve close to the optimal revenue. We investigate the feasibility of high revenue deterministic auctions. In the process, we give an exponential-space construction for converting any randomized auction to a deterministic one with approximately the same revenue properties. We do so by first proving the existence of a deterministic solution to a related problem, the 'hat coloring problem', in which everyone at a party attempts to guess the color of his own hat by just observing the colors of his friends' hats. Our proof draws upon a seemingly unrelated set of techniques from the literature on network flows. We also present a polynomial-time deterministic construction of an auction with good revenue properties, using parity arguments. Our work bypasses an impossibility result of Goldberg et al. for deterministic symmetric auctions by introducing asymmetry into the allocation and pricing scheme, suggesting that in this setting asymmetry is essentially as powerful as randomness.
This talk is based on joint work with Gaggan Aggarwal, Amos Fiat, Andrew Goldberg, Jason Hartline, and Madhu Sudan.
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