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First-price auctions have recently gained significant traction in digital advertising markets, exemplified by Google's transition from second-price to first-price auctions. Unlike in second-price auctions, where bidding one's private…

Machine Learning · Computer Science 2025-10-07 Zihao Hu , Xiaoyu Fan , Yuan Yao , Jiheng Zhang , Zhengyuan Zhou

Ranking systems are the key components of modern Information Retrieval (IR) applications, such as search engines and recommender systems. Besides the ranking relevance to users, the exposure fairness to item providers has also been…

Information Retrieval · Computer Science 2023-08-22 Tao Yang , Zhichao Xu , Zhenduo Wang , Qingyao Ai

We study the problem of computing data-driven personalized reserve prices in eager second price auctions without having any assumption on valuation distributions. Here, the input is a data-set that contains the submitted bids of $n$ buyers…

Computer Science and Game Theory · Computer Science 2020-11-03 Mahsa Derakhshan , Negin Golrezaei , Renato Paes Leme

We consider the problem of learning optimal reserve price in repeated auctions against non-myopic bidders, who may bid strategically in order to gain in future rounds even if the single-round auctions are truthful. Previous algorithms,…

Computer Science and Game Theory · Computer Science 2018-05-01 Zhiyi Huang , Jinyan Liu , Xiangning Wang

We study the problem of selling a resource through an auction mechanism. The winning buyer in turn develops this resource to generate profit. Two forms of payment are considered: charging the winning buyer a one-time payment, or an initial…

Computer Science and Game Theory · Computer Science 2012-07-27 Vineet Abhishek , Bruce Hajek , Steven R. Williams

Federated learning (FL) is a paradigm that allows distributed clients to learn a shared machine learning model without sharing their sensitive training data. While largely decentralized, FL requires resources to fund a central orchestrator…

Machine Learning · Computer Science 2021-04-14 Andreas Haupt , Vaikkunth Mugunthan

To incentivize flexible resources such as Battery Energy Storage Systems (BESSs) to offer Frequency Control Ancillary Services (FCAS), Australia's National Electricity Market (NEM) has implemented changes in recent years towards…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Borui Zhang , Chaojie Li , Guo Chen , Zhaoyang Dong

We revisit the well-studied problem of budget-feasible procurement, where a buyer with a strict budget constraint seeks to acquire services from a group of strategic providers (the sellers). During the last decade, several strategyproof…

Computer Science and Game Theory · Computer Science 2021-07-22 Eric Balkanski , Pranav Garimidi , Vasilis Gkatzelis , Daniel Schoepflin , Xizhi Tan

Setting an effective reserve price for strategic bidders in repeated auctions is a central question in online advertising. In this paper, we investigate how to set an anonymous reserve price in repeated auctions based on historical bids in…

Computer Science and Game Theory · Computer Science 2021-07-13 Zhe Feng , Sébastien Lahaie

We propose a uniform approach for the design and analysis of prior-free competitive auctions and online auctions. Our philosophy is to view the benchmark function as a variable parameter of the model and study a broad class of functions…

Computer Science and Game Theory · Computer Science 2014-11-11 Ning Chen , Nick Gravin , Pinyan Lu

Auction design for the modern advertising market has gained significant prominence in the field of game theory. With the recent rise of auto-bidding tools, an increasing number of advertisers in the market are utilizing these tools for…

Computer Science and Game Theory · Computer Science 2024-12-31 Changfeng Xu , Chao Peng , Chenyang Xu , Zhengfeng Yang

Banks routinely use neural networks to make decisions. While these models offer higher accuracy, they are susceptible to adversarial attacks, a risk often overlooked in the context of event sequences, particularly sequences of financial…

Periodic Double Auctions (PDAs) are commonly used in the real world for trading, e.g. in stock markets to determine stock opening prices, and energy markets to trade energy in order to balance net demand in smart grids, involving trillions…

Computer Science and Game Theory · Computer Science 2019-11-26 Susobhan Ghosh , Sujit Gujar , Praveen Paruchuri , Easwar Subramanian , Sanjay P. Bhat

In real world systems, the predictions of deployed Machine Learned models affect the training data available to build subsequent models. This introduces a bias in the training data that needs to be addressed. Existing solutions to this…

Machine Learning · Computer Science 2018-04-20 John Moore , Joel Pfeiffer , Kai Wei , Rishabh Iyer , Denis Charles , Ran Gilad-Bachrach , Levi Boyles , Eren Manavoglu

Iterative combinatorial auctions (CAs) are often used in multi-billion dollar domains like spectrum auctions, and speed of convergence is one of the crucial factors behind the choice of a specific design for practical applications. To…

Computer Science and Game Theory · Computer Science 2019-07-12 Gianluca Brero , Sébastien Lahaie , Sven Seuken

Online double auctions (DAs) model a dynamic two-sided matching problem with private information and self-interest, and are relevant for dynamic resource and task allocation problems. We present a general method to design truthful DAs, such…

Computer Science and Game Theory · Computer Science 2012-07-09 Jonathan Bredin , David C. Parkes

Auction-based Federated Learning (AFL) enables open collaboration among self-interested data consumers and data owners. Existing AFL approaches are commonly under the assumption of sellers' market in that the service clients as sellers are…

Machine Learning · Computer Science 2023-09-12 Jiaxi Yang , Zihao Guo , Sheng Cao , Cuifang Zhao , Li-Chuan Tsai

Automated bidding to optimize online advertising with various constraints, e.g. ROI constraints and budget constraints, is widely adopted by advertisers. A key challenge lies in designing algorithms for non-truthful mechanisms with ROI…

Computer Science and Game Theory · Computer Science 2025-10-21 Yuan Deng , Yilin Li , Wei Tang , Hanrui Zhang

We develop a novel optimization model to maximize the profit of a Demand-Side Platform (DSP) while ensuring that the budget utilization preferences of the DSP's advertiser clients are adequately met. Our model is highly flexible and can be…

Optimization and Control · Mathematics 2018-05-31 Alfonso Lobos , Paul Grigas , Zheng Wen , Kuang-chih Lee

In recent years, a CRA (Credit Risk Analysis) quantum algorithm with a quadratic speedup over classical analogous methods has been introduced. We propose a new variant of this quantum algorithm with the intent of overcoming some of the most…

Emerging Technologies · Computer Science 2022-12-21 Emanuele Dri , Edoardo Giusto , Antonello Aita , Bartolomeo Montrucchio