Pareto-undominated strategy-proof rules in economies with multidimensional single-peaked preferences

2025/02/24 by Agustín G. Bonifacio, Bonifacio, Agustin G.
Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #Theoretical Economics (econ.TH)

paper · pdf · doi:10.48550/arxiv.2502.17682

openalex publication_date 2025/02/24 · openalex created_date 2025/10/15 · openalex updated_date 2026/07/28

Abstract

In the problem of fully allocating a social endowment of perfectly divisible commodities among a group of agents with multidimensional single-peaked preferences, we study strategy-proof rules that are not Pareto-dominated by other strategy-proof rules. Specifically, we: (i) establish a sufficient condition for a rule to be Pareto-undominated strategy-proof; (ii) introduce a broad class of rules satisfying this property by extending the family of "sequential allotment rules" to the multidimensional setting; and (iii) provide a new characterization of the "multidimensional uniform rule" involving Pareto-undominated strategy-proofness. Results (i) and (iii) generalize previous findings that were only applicable to the two-agent case.

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