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

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  • Agustin G. Bonifacio

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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  • Agustin G. Bonifacio, 2025. "Pareto-undominated strategy-proof rules in economies with multidimensional single-peaked preferences," Papers 2502.17682, arXiv.org.
    • Handle: RePEc:arx:papers:2502.17682
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    1. Shuhei Morimoto & Shigehiro Serizawa & Stephen Ching, 2013. "A characterization of the uniform rule with several commodities and agents," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 40(3), pages 871-911, March.
    2. Biung-Ghi Ju, 2003. "Strategy-proofness versus efficiency in exchange economies: General domain properties and applications," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 21(1), pages 73-93, August.
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