Regret Minimization for Reserve Prices in Second-Price Auctions

DOI10.1109/TIT.2014.2365772zbMath1360.91092WikidataQ59538552 ScholiaQ59538552MaRDI QIDQ2978838

Claudio Gentile, Nicolò Cesa-Bianchi, Yishay Mansour

Publication date: 28 April 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (14)

Batched bandit problems ⋮ Tight Revenue Gaps among Multiunit Mechanisms ⋮ Setting Reserve Prices in Second-Price Auctions with Unobserved Bids ⋮ Online learning for min-max discrete problems ⋮ Maximizing revenue for publishers using header bidding and ad exchange auctions ⋮ Diffusive limit approximation of pure-jump optimal stochastic control problems ⋮ Optimal pricing for MHR distributions ⋮ Multi-armed bandits with censored consumption of resources ⋮ Tight Revenue Gaps Among Simple Mechanisms ⋮ Learning and pricing models for repeated generalized second-price auction in search advertising ⋮ Dynamic Incentive-Aware Learning: Robust Pricing in Contextual Auctions ⋮ Incentive-Compatible Learning of Reserve Prices for Repeated Auctions ⋮ Learning in Repeated Auctions ⋮ Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability

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