Approximately Maximizing the Broker's Profit in a Two-sided Market

@inproceedings{Chen2019ApproximatelyMT,
  title={Approximately Maximizing the Broker's Profit in a Two-sided Market},
  author={Jing Chen and B. Li and Yingkai Li},
  booktitle={IJCAI},
  year={2019}
}
We study how to maximize the broker's (expected) profit in a two-sided market, where she buys items from a set of sellers and resells them to a set of buyers. Each seller has a single item to sell and holds a private value on her item, and each buyer has a valuation function over the bundles of the sellers' items. We consider the Bayesian setting where the agents' values/valuations are independently drawn from prior distributions, and aim at designing dominant-strategy incentive-compatible… 

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