Generalize techniques to multi-item exchange environments

Generalize the approximation and analysis techniques developed for single-item exchange to multi-item exchange environments, and determine whether simple affine fee-setting mechanisms can deliver constant-factor approximations to optimal intermediary revenue (and surplus) in these multi-item settings.

Background

The paper’s techniques rely on properties of single-dimensional types (virtual values, hazard rates) to analyze simple fee-setting mechanisms. Extending to multi-item environments introduces combinatorial allocation and multi-dimensional incentive issues that may challenge these methods.

Understanding whether similar simple mechanisms remain effective in multi-item markets would significantly widen the scope of practical platform pricing and fee design.