Krishnamurthy Iyer

Research Interests:

• Game theory, mechanism design, dynamic programming
• Application area: dynamic markets and stochastic systems

Working Papers:

• Information Design in Spatial Resource Competition
  Pu Yang, Krishnamurthy Iyer and Peter I. Frazier. [arXiv]
• Signaling in Online Retail: Efficacy of Public Signals
  David Lingenbrink and Krishnamurthy Iyer. [SSRN]
• The Remarkable Robustness of the Repeated Fisher Market
  Artur Gorokh, Siddhartha Banerjee, and Krishnamurthy Iyer. [SSRN]
• When Bribes are Harmless: The Power and Limits of Collusion-Resilient Mechanism Design
  Artur Gorokh, Siddhartha Banerjee, and Krishnamurthy Iyer. [SSRN]

Submitted Papers:

• Learning to Persuade on the Fly: Robustness Against Ignorance
  You Zu, Krishnamurthy Iyer, and Haifeng Xu. [arXiv]
  Major Revision, Operations Research, 2021
• Persuading Risk-Conscious Agents: A Geometric Approach
  Jerry Anunrojwong, Krishnamurthy Iyer, and David Lingenbrink. [SSRN], [arXiv]
  Minor Revision, Operations Research, 2022

Journal Publications:

• J. Anunrojwong, K. Iyer and V. Manshadi, Information Design for Congested Social Services: Optimal Need-Based Persuasion, Management Science (2021, forthcoming). [SSRN], [arXiv]
• A. Gorokh, S. Banerjee, and K. Iyer, From Monetary to Non-Monetary Mechanism Design via Artificial Currencies, Mathematics of Operations Research (2021). [doi], [SSRN]
  
• D. F. Ciocan and K. Iyer, Tractable Equilibria in Sponsored Search with Endogenous Budgets,
  Operations Research (2020). [doi], [SSRN]
• D. Lingenbrink and K. Iyer, Optimal Signaling Mechanisms in Unobservable Queues,
  Operations Research 67(5):1397-1416.[doi], [SSRN]
  First Place, INFORMS Junior Faculty Interest Group Paper Competition, 2017.
• J. Gao, K. Iyer, H. Topaloglu, When Fixed Price Meets Priority Auctions: Competing Firms with Different Pricing and Service Rules, Stochastic Systems, 9:1, 47--80. [doi], [SSRN]
• P. Yang, K. Iyer, and P. Frazier, Mean Field Equilibria for Resource Competition in Spatial Settings, Stochastic Systems, 8:4, 265--337. [doi], [arXiv]
• J. Gao, K. Iyer, and H. Topaloglu, Price Competition under Linear Demand and Finite Inventories: Contraction and Approximate Equilibria, Operations Research Letters, 45:4, 382--387. [doi]
• K. Iyer, R. Johari, and M. Sundararajan, Mean Field Equilibria of Dynamic Auctions with Learning, Management Science, 60:12, 2949--2970. [doi], [SSRN]
• K. Iyer, R. Johari, and C. C. Moallemi, Information Aggregation and Allocative Efficiency in Smooth Markets, Management Science, 60:10, 2509--2524. [doi], [SSRN]
• K. Iyer and N. Hemachandra, Sensitivity Analysis and Optimal Ultimately Stationary Deterministic Policies in some Constrained Discounted Cost Models, Mathematical Methods of Operations Research, Volume 71, Number 3, 401-425. [doi]

Peer-reviewed Conference Publications:

• Y. Zu, K. Iyer, H. Xu, Learning to Persuade on the Fly: Robustness Against Ignorance, The Twenty-Second ACM Conference on Economics and Computation (EC'21), Budapest, 2021. [doi], [arXiv]
• A. Gorokh, S. Banerjee, K. Iyer, The Remarkable Robustness of the Repeated Fisher Market The Twenty-Second ACM Conference on Economics and Computation (EC'21), Budapest, 2021. [doi], [SSRN]
• J. Anunrojwong, K. Iyer and V. Manshadi, Information Design for Congested Social Services: Optimal Need-Based Persuasion, The Twenty-First ACM Conference on Economics and Computation (EC'20), Worldwide, 2020. [doi], [talk]
• J. Anunrojwong, K. Iyer and D. Lingenbrink, Persuading Risk-Conscious Agents: A Geometric Approach, The 15th International Conference on Web and Internet Economics (WINE 2019), New York, NY, 2019. [doi]
• P. Yang, K. Iyer and P. I. Frazier, Information Design in Spatial Resource Competition, Extended abstract, The 15th International Conference on Web and Internet Economics (WINE 2019), New York, NY, 2019. [doi]
• D. Lingenbrink, K. Iyer, Signaling in Online Retail: Efficacy of Public Signals, Thirteenth Workshop on the Economics of Networks, Systems and Computation (NetEcon 2018), Irvine, CA, 2018. [doi]
• D. Lingenbrink, K. Iyer, Optimal Signaling Mechanisms in Unobservable Queues with Strategic Customers, Eighteenth ACM Conference on Economics and Computations (EC'17), Cambridge, MA, 2017. [doi]
• A. Gorokh, S. Banerjee, K. Iyer, From Monetary to Non-Monetary Mechanism Design via Artificial Currencies, Eighteenth ACM Conference on Economics and Computation (EC'17), Cambridge, MA, 2017. [doi]
• A. Gorokh, S. Banerjee, K. Iyer, Near-Efficient Allocation using Artificial Currency in Repeated Settings, Twelfth Conference on Web and Internet Economics (WINE), Montreal, Canada, 2016. [SSRN]
• P. Yang, K. Iyer, and P. Frazier, Mean Field Equilibria for Competitive Exploration in Resource Sharing Settings, Proceedings of Twenty-fifth International World Wide Web (WWW) Conference, Montreal, Canada, 2016. [doi]
• K. Iyer, R. Johari, and C. C. Moallemi, Information and the Value of Execution Guarantees, Extended abstract, Thirteenth ACM Conference on Electronic Commerce (EC'12), Valencia, Spain, 2012. [doi]
• K. Iyer, R. Johari, and M. Sundararajan, Mean Field Equilibria of Dynamic Auctions with Learning, Twelfth ACM Conference on Electronic Commerce (EC'11), San Jose, CA, 2011. [doi]
• K. Iyer, R. Johari, and C. C. Moallemi, Information Aggregation in Smooth Markets, Eleventh ACM Conference on Electronic Commerce (EC'10), Cambridge, MA, 2010. [doi]
• K. Iyer and N. Hemachandra, Ultimately Stationary Deterministic Strategies for Stochastic Games, Proceedings of the International Conference on Advances in Control and Optimization of Dynamical Systems, IISc, Bangalore, 2007. [pdf]

Invited Papers:

• K. Iyer, R. Johari, and M. Sundararajan, Mean Field Equilibria of Dynamic Auctions with Learning: A Dynamic Revenue Equivalence Theorem, Extended Abstract (Invited), Annual Allerton Conference on Communication, Control and Computing, 2011. [doi]