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Auctions are becoming an increasingly popular method for transacting business, especially over the Internet. This article presents a general approach to building autonomous bidding agents to bid in multiple simultaneous auctions for…
Recent advances in Fourier analysis have brought new tools to efficiently represent and learn set functions. In this paper, we bring the power of Fourier analysis to the design of combinatorial auctions (CAs). The key idea is to approximate…
The optimization of bidding strategies for online advertising slot auctions presents a critical challenge across numerous digital marketplaces. A significant obstacle to the development, evaluation, and refinement of real-time autobidding…
In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…
This paper proposes a diffusion-based auto-bidding framework that leverages graph representations to model large-scale auction environments. In such settings, agents must dynamically optimize bidding strategies under constraints defined by…
The design of revenue-maximizing combinatorial auctions, i.e. multi-item auctions over bundles of goods, is one of the most fundamental problems in computational economics, unsolved even for two bidders and two items for sale. In the…
Decision-making in large-scale games is an essential research area in artificial intelligence (AI) with significant real-world impact. However, the limited access to realistic large-scale game environments has hindered research progress in…
In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that…
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…
Designing truthful, revenue maximizing auctions is a core problem of auction design. Multi-item settings have long been elusive. Recent work (arXiv:1706.03459) introduces effective deep learning techniques to find such auctions for the…
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…
We consider the problem of designing revenue-optimal auctions for selling two items and bidders' valuations are independent among bidders but negatively correlated among items. In this paper, we obtain the closed-form optimal auction for…
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…
The combinatorial auction (CA) is an efficient mechanism for resource allocation in different fields, including cloud computing. It can obtain high economic efficiency and user flexibility by allowing bidders to submit bids for combinations…
Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…
Bidding in real-time auctions can be a difficult stochastic control task; especially if underdelivery incurs strong penalties and the market is very uncertain. Most current works and implementations focus on optimally delivering a campaign…
Diffusion auction design is a new trend in mechanism design for which the main goal is to incentivize existing buyers to invite new buyers, who are their neighbors on a social network, to join an auction even though they are competitors.…
This paper develops a general approach, rooted in statistical learning theory, to learning an approximately revenue-maximizing auction from data. We introduce $t$-level auctions to interpolate between simple auctions, such as welfare…
We present a deep learning solution to address the challenges of simulating realistic synthetic first-price sealed-bid auction data. The complexities encountered in this type of auction data include high-cardinality discrete feature spaces…
Blockchain has recently been applied in many applications such as bitcoin, smart grid, and Internet of Things (IoT) as a public ledger of transactions. However, the use of blockchain in mobile environments is still limited because the…