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We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocation of his budget among his bids for $K$ goods at each period.…

Computer Science and Game Theory · Computer Science 2017-11-20 Sevi Baltaoglu , Lang Tong , Qing Zhao

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

Revenue-optimal auction design is a challenging problem with significant theoretical and practical implications. Sequential auction mechanisms, known for their simplicity and strong strategyproofness guarantees, are often limited by…

Computer Science and Game Theory · Computer Science 2024-07-12 Sai Srivatsa Ravindranath , Zhe Feng , Di Wang , Manzil Zaheer , Aranyak Mehta , David C. Parkes

In this paper, we investigate an energy cost minimization problem for prosumers participating in peer-to-peer energy trading. Due to (i) uncertainties caused by renewable energy generation and consumption, (ii) difficulties in developing an…

Systems and Control · Electrical Eng. & Systems 2021-08-23 Cephas Samende , Jun Cao , Zhong Fan

In a typical decentralized autonomous organization (DAO), people organize themselves into a group that is programmatically managed. DAOs can act as bidders in auctions, with a DAO's bid treated by the auctioneer as if it had been submitted…

Computer Science and Game Theory · Computer Science 2023-06-30 Maryam Bahrani , Pranav Garimidi , Tim Roughgarden

This paper proposes a new combinatorial auction framework for local energy flexibility markets, which addresses the issue of prosumers' inability to bundle multiple flexibility time intervals. To solve the underlying NP-complete winner…

Machine Learning · Computer Science 2023-07-27 Awadelrahman M. A. Ahmed , Frank Eliassen , Yan Zhang

In online advertising markets, budget-constrained advertisers acquire ad placements through repeated bidding in auctions on various platforms. We present a strategy for bidding optimally in a set of auctions that may or may not be…

Computer Science and Game Theory · Computer Science 2023-06-14 Fransisca Susan , Negin Golrezaei , Okke Schrijvers

Online auction has been very widespread in the recent years. Platform administrators are working hard to refine their auction mechanisms that will generate high profits while maintaining a fair resource allocation. With the advancement of…

Computer Science and Game Theory · Computer Science 2021-10-14 Zhanhao Zhang

We consider the problem of a single seller repeatedly selling a single item to a single buyer (specifically, the buyer has a value drawn fresh from known distribution $D$ in every round). Prior work assumes that the buyer is fully rational…

Computer Science and Game Theory · Computer Science 2017-11-28 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

The integration of distributed energy resources (DERs) into wholesale energy markets can greatly enhance grid flexibility, improve market efficiency, and contribute to a more sustainable energy future. As DERs -- such as solar PV panels and…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Jun He , Andrew L. Liu

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas

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

In this paper, we discuss the Dutch power market, which is comprised of a day-ahead market and an intraday balancing market that operates like an auction. Due to fluctuations in power supply and demand, there is often an imbalance that…

Trading and Market Microstructure · Quantitative Finance 2023-09-12 Yuanrong Wang , Vignesh Raja Swaminathan , Nikita P. Granger , Carlos Ros Perez , Christian Michler

Auction-based federated learning (AFL) is an important emerging category of FL incentive mechanism design, due to its ability to fairly and efficiently motivate high-quality data owners to join data consumers' (i.e., servers') FL training…

Machine Learning · Computer Science 2024-04-23 Xiaoli Tang , Han Yu , Xiaoxiao Li , Sarit Kraus

Federated learning (FL) represents a promising distributed machine learning paradigm that allows smart devices to collaboratively train a shared model via providing local data sets. However, problems considering multiple co-existing FL…

Computer Science and Game Theory · Computer Science 2022-06-14 Zhipeng Cheng , Minghui Liwang , Xiaoyu Xia , Minghui Min , Xianbin Wang , Xiaojiang Du

The unprecedented growth of demand for charging electric vehicles (EVs) calls for novel expansion solutions to today's charging networks. Riding on the wave of the proliferation of sharing economy, Airbnb-like charger sharing markets opens…

Computer Science and Game Theory · Computer Science 2019-10-02 Jie Gao , Terrence Wong , Chun Wang , Jia Yuan Yu

Many real-world auctions are dynamic processes, in which bidders interact and report information over multiple rounds with the auctioneer. The sequential decision making aspect paired with imperfect information renders analyzing the…

Computer Science and Game Theory · Computer Science 2023-12-21 Vinzenz Thoma , Michael Curry , Niao He , Sven Seuken

From social networks to supply chains, more and more aspects of how humans, firms and organizations interact is mediated by artificial learning agents. As the influence of machine learning systems grows, it is paramount that we study how to…

Multiagent Systems · Computer Science 2022-11-02 Andrea Tacchetti , DJ Strouse , Marta Garnelo , Thore Graepel , Yoram Bachrach

We establish a general optimization framework for the design of automated bidding agent in dynamic online marketplaces. It optimizes solely for the buyer's interest and is agnostic to the auction mechanism imposed by the seller. As a…

Computer Science and Game Theory · Computer Science 2022-02-28 Yuan Gao , Kaiyu Yang , Yuanlong Chen , Min Liu , Noureddine El Karoui

The housing market, also known as one-sided matching market, is a classic exchange economy model where each agent on the demand side initially owns an indivisible good (a house) and has a personal preference over all goods. The goal is to…

Computer Science and Game Theory · Computer Science 2026-01-08 Shiyun Lin
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