English
Related papers

Related papers: Auction learning as a two-player game

200 papers

In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…

Networking and Internet Architecture · Computer Science 2013-05-29 Yu-e Sun , He Huang , Xiang-Yang Li , Zhili Chen , Wei Yang , Hongli Xu , Liusheng Huang

We address online learning in complex auction settings, such as sponsored search auctions, where the value of the bidder is unknown to her, evolving in an arbitrary manner and observed only if the bidder wins an allocation. We leverage the…

Computer Science and Game Theory · Computer Science 2018-06-04 Zhe Feng , Chara Podimata , Vasilis Syrgkanis

Two general algorithms based on opportunity costs are given for approximating a revenue-maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder offers a price for some subset of the available…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Karhan Akcoglu , James Aspnes , Bhaskar DasGupta , Ming-Yang Kao

Auction has been used to allocate resources or tasks to processes, machines or other autonomous entities in distributed systems. When different bidders have different demands and valuations on different types of resources or tasks, the…

Computer Science and Game Theory · Computer Science 2019-02-26 Li-Hsing Yen , Guang-Hong Sun

We study the design of prior-independent auctions in a setting with heterogeneous bidders. In particular, we consider the setting of selling to $n$ bidders whose values are drawn from $n$ independent but not necessarily identical…

Computer Science and Game Theory · Computer Science 2023-11-08 Guru Guruganesh , Aranyak Mehta , Di Wang , Kangning Wang

In many natural settings agents participate in multiple different auctions that are not simultaneous. In such auctions, future opportunities affect strategic considerations of the players. The goal of this paper is to develop a quantitative…

Computer Science and Game Theory · Computer Science 2012-06-22 Vasilis Syrgkanis , Eva Tardos

We study the problem of building an efficient learning system. Efficient learning processes information in the least time, i.e., building a system that reaches a desired error threshold with the least number of observations. Building upon…

Machine Learning · Computer Science 2025-09-26 Siyuan Guo , Bernhard Schölkopf

High-frequency trading, in both traditional and decentralized markets, induces latency races and redundant order flow as traders spend resources to win time-sensitive opportunities. We show that auctioning artificial time priority can…

Computer Science and Game Theory · Computer Science 2026-02-17 Agostino Capponi , Brian Zhu

This study explores the design of an efficient rebate policy in auction markets, focusing on a continuous-time setting with competition among market participants. In this model, a stock exchange collects transaction fees from auction…

Trading and Market Microstructure · Quantitative Finance 2025-01-23 Thibaut Mastrolia , Tianrui Xu

Real-time bidding is the new paradigm of programmatic advertising. An advertiser wants to make the intelligent choice of utilizing a \textbf{Demand-Side Platform} to improve the performance of their ad campaigns. Existing approaches are…

Artificial Intelligence · Computer Science 2022-09-14 Yining Lu , Changjie Lu , Naina Bandyopadhyay , Manoj Kumar , Gaurav Gupta

This paper investigates the integration of large language models (LLMs) as reasoning agents in repeated spectrum auctions within heterogeneous networks (HetNets). While auction-based mechanisms have been widely employed for efficient…

Networking and Internet Architecture · Computer Science 2026-03-06 Ismail Lotfi , Ali Ghrayeb , Samson Lasaulce , Merouane Debbah

Sponsored search positions are typically allocated through real-time auctions, where the outcomes depend on advertisers' quality-adjusted bids - the product of their bids and quality scores. Although quality scoring helps promote ads with…

Computer Science and Game Theory · Computer Science 2025-09-01 Mohammad Rashid , Omid Rafieian , Soheil Ghili

Competitive non-cooperative online decision-making agents whose actions increase congestion of scarce resources constitute a model for widespread modern large-scale applications. To ensure sustainable resource behavior, we introduce a novel…

Optimization and Control · Mathematics 2020-10-22 Ezra Tampubolon , Holger Boche

We propose a game theoretic framework for task allocation in mobile cloud computing that corresponds to offloading of compute tasks to a group of nearby mobile devices. Specifically, in our framework, a distributor node holds a…

Networking and Internet Architecture · Computer Science 2016-08-31 Mojgan Khaledi , Mehrdad khaledi , Sneha Kumar Kasera

We study an abstract optimal auction problem for a single good or service. This problem includes environments where agents have budgets, risk preferences, or multi-dimensional preferences over several possible configurations of the good…

Computer Science and Game Theory · Computer Science 2012-03-23 Saeed Alaei , Hu Fu , Nima Haghpanah , Jason Hartline , Azarakhsh Malekian

We consider the problem of strategic classification, where the act of deploying a classifier leads to strategic behaviour that induces a distribution shift on subsequent observations. Current approaches to learning classifiers in strategic…

Machine Learning · Computer Science 2025-11-27 Jack Geary , Boyan Gao , Henry Gouk

We study the efficiency of sequential first-price item auctions at (subgame perfect) equilibrium. This auction format has recently attracted much attention, with previous work establishing positive results for unit-demand valuations and…

Computer Science and Game Theory · Computer Science 2013-09-11 Michal Feldman , Brendan Lucier , Vasilis Syrgkanis

We consider the problem of an auctioneer who faces the task of selling a good (drawn from a known distribution) to a set of buyers, when the auctioneer does not have the capacity to describe to the buyers the exact identity of the good that…

Computer Science and Game Theory · Computer Science 2014-01-08 Shaddin Dughmi , Nicole Immorlica , Aaron Roth

We study online learning problems in which a decision maker wants to maximize their expected reward without violating a finite set of $m$ resource constraints. By casting the learning process over a suitably defined space of strategy…

Machine Learning · Computer Science 2023-03-13 Andrea Celli , Matteo Castiglioni , Christian Kroer

Online advertising is a primary source of income for e-commerce platforms. In the current advertising pattern, the oriented targets are the online store owners who are willing to pay extra fees to enhance the position of their stores. On…

Computer Science and Game Theory · Computer Science 2024-08-20 Zhen Zhang , Weian Li , Yahui Lei , Bingzhe Wang , Zhicheng Zhang , Qi Qi , Qiang Liu , Xingxing Wang