Essays on Auction Applications in Operations Management

  • Zheng XIE

Student thesis: Doctoral thesis

Abstract

This thesis investigates the design of effective market mechanisms to address critical challenges of information asymmetry and costs in diverse operational contexts.

The first essay examines the strategic use of a price cap in auctions where bidders face heterogeneous outside options. We show that a price cap can enhance seller revenue by softening competition among high-valuation bidders, thereby incentivizing the participation of those with valuable outside alternatives.

The second essay analyzes stalking horse auctions, modeling it as a game of delegation and signaling. We find that the optimal contract format depends non-monotonically on bidder valuation correlation, revealing a delicate trade-off between fostering competition through signaling and managing agency costs.

The final essay delves into the micro-foundations of information asymmetry by modeling an agent’s endogenous and costly information acquisition. We first analyze a firm selling a new product to a rationally inattentive consumer, finding that the optimal sales strategy is a two-regime policy that either induces or deters learning based on its cost. We then demonstrate the robustness of this core principle by extending the analysis to a procurement auction where the auctioneer himself is rationally inattentive, showing that the same fundamental trade-offs drive the optimal reserve price policy.

Collectively, these essays demonstrate that optimal mechanism design in operations management requires a nuanced approach tailored to the specific informational, institutional, and even cognitive structure of the market.

Date of Award2025
Original languageEnglish
Awarding Institution
  • The Hong Kong University of Science and Technology
SupervisorXuan WANG (Supervisor) & Ying Ju CHEN (Supervisor)

Cite this

'