Price of Fairness on Networked Auctions

We consider an auction design problem under network flow constraints. We focus on pricing mechanisms that provide fair solutions, where fairness is defined in absolute and relative terms. The absolute fairness is equivalent to “no individual losses” assumption. The relative fairness can be verbalize...

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Main Author: Mariusz Kaleta
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/860747
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author Mariusz Kaleta
author_facet Mariusz Kaleta
author_sort Mariusz Kaleta
collection DOAJ
description We consider an auction design problem under network flow constraints. We focus on pricing mechanisms that provide fair solutions, where fairness is defined in absolute and relative terms. The absolute fairness is equivalent to “no individual losses” assumption. The relative fairness can be verbalized as follows: no agent can be treated worse than any other in similar circumstances. Ensuring the fairness conditions makes only part of the social welfare available in the auction to be distributed on pure market rules. The rest of welfare must be distributed without market rules and constitutes the so-called price of fairness. We prove that there exists the minimum of price of fairness and that it is achieved when uniform unconstrained market price is used as the base price. The price of fairness takes into account costs of forced offers and compensations for lost profits. The final payments can be different than locational marginal pricing. That means that the widely applied locational marginal pricing mechanism does not in general minimize the price of fairness.
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spelling doaj-art-7a8f82a6a2b849aeba097adab8cb51db2025-08-20T02:07:36ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/860747860747Price of Fairness on Networked AuctionsMariusz Kaleta0Warsaw University of Technology, Nowowiejska 15/19, 00-665 Warsaw, PolandWe consider an auction design problem under network flow constraints. We focus on pricing mechanisms that provide fair solutions, where fairness is defined in absolute and relative terms. The absolute fairness is equivalent to “no individual losses” assumption. The relative fairness can be verbalized as follows: no agent can be treated worse than any other in similar circumstances. Ensuring the fairness conditions makes only part of the social welfare available in the auction to be distributed on pure market rules. The rest of welfare must be distributed without market rules and constitutes the so-called price of fairness. We prove that there exists the minimum of price of fairness and that it is achieved when uniform unconstrained market price is used as the base price. The price of fairness takes into account costs of forced offers and compensations for lost profits. The final payments can be different than locational marginal pricing. That means that the widely applied locational marginal pricing mechanism does not in general minimize the price of fairness.http://dx.doi.org/10.1155/2014/860747
spellingShingle Mariusz Kaleta
Price of Fairness on Networked Auctions
Journal of Applied Mathematics
title Price of Fairness on Networked Auctions
title_full Price of Fairness on Networked Auctions
title_fullStr Price of Fairness on Networked Auctions
title_full_unstemmed Price of Fairness on Networked Auctions
title_short Price of Fairness on Networked Auctions
title_sort price of fairness on networked auctions
url http://dx.doi.org/10.1155/2014/860747
work_keys_str_mv AT mariuszkaleta priceoffairnessonnetworkedauctions