Vickrey Auction Essay

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Vickrey Auction and Core Allocation In this section we will explore the Vickrey auction mechanism design and investigate whether the Vickrey outcome allocation is always in the core. Our attention to the Vickrey auction is explained by the fact that it is considered to be the only incentive-compatible mechanism always leading to efficient outcomes for auctions with transferrable utilities (Goeree and Lien, 2011). However, being widely used for single item auctions, this mechanism is never used for package auctions (Milgrom, 2007). This result is extremely surprising as it means that a design which makes the bidders to reveal their values truthfully and maximizes the total value is not implemented in practice at all. We will try to discover the origins of this paradox. The main reason for limited practical application of Vickrey auction is that they fail to generate a core allocation when the goods are not substitutes (Milgrom, 2007) and (Ausubel and Milgrom, 2002). In practice, Vickrey allocations not belonging to the core imply that the revenues are so low that it is beneficial for the seller to renege the auction terms and disqualify some bidders or negotiate better terms with losing bidders. This intuition follows from the notion of the core allocation; if an allocation is not in the core, then at least one player – who is seller in our case – can form a different coalition generating higher value than these players could get in the original coalition. To get a better understanding of why Vickrey auction leads to the non-core allocations, let us consider the following example. Suppose that archaeologists have found the currently missing arms of the famous sculpture of Venus de Milo. Wishing to raise as much funds as possible for their future expeditions, the archaeologists decided to sell the arms using a package auction, i.e. a bidder can buy either one arm

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