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In many repeated auction settings, participants care not only about how frequently they win but also how their winnings are distributed over time. This problem arises in various practical domains where avoiding congested demand is crucial,…
Real-time bidding, as one of the most popular mechanisms for selling online ad slots, facilitates advertisers to reach their potential customers. The goal of bidding optimization is to maximize the advertisers' return on investment (ROI)…
We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…
Many auction settings implicitly or explicitly require that bidders are treated equally ex-ante. This may be because discrimination is philosophically or legally impermissible, or because it is practically difficult to implement or…
We consider online procurement auctions, where the agents arrive sequentially, in random order, and have private costs for their services. The buyer aims to maximize a monotone submodular value function for the subset of agents whose…
Motivated by the strategic participation of electricity producers in electricity day-ahead market, we study the problem of online learning in repeated multi-unit uniform price auctions focusing on the adversarial opposing bid setting. The…
We study the problem of a buyer (aka auctioneer) who gains stochastic rewards by procuring multiple units of a service or item from a pool of heterogeneous strategic agents. The reward obtained for a single unit from an allocated agent…
In this paper, spectrum access in cognitive radio networks is modeled as a repeated auction game subject to monitoring and entry costs. For secondary users, sensing costs are incurred as the result of primary users' activity. Furthermore,…
We study revenue optimization pricing algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation. We show that, in the case when both the seller and the buyer…
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…
Developing efficient sequential bidding strategies for repeated auctions is an important practical challenge in various marketing tasks. In this setting, the bidding agent obtains information, on both the value of the item at sale and the…
In this paper, we investigate the problem about how to bid in repeated contextual first price auctions. We consider a single bidder (learner) who repeatedly bids in the first price auctions: at each time $t$, the learner observes a context…
This paper gives a theoretical model for design and analysis of mechanisms for online marketplaces where a bidding dashboard enables the bid-optimization of long-lived agents. We assume that a good allocation algorithm exists when given the…
We consider the problem of bid prediction in repeated auctions and evaluate the performance of econometric methods for learning agents using a dataset from a mainstream sponsored search auction marketplace. Sponsored search auctions is a…
Power producers use a wide range of decision support systems to manage and plan for sales in the day-ahead electricity market, and they are often faced with the challenge of choosing the most advantageous bidding strategy for any given day.…
We propose a multi-agent distributed reinforcement learning algorithm that balances between potentially conflicting short-term reward and sparse, delayed long-term reward, and learns with partial information in a dynamic environment. We…
We model a procurement scenario in which two \textit{imperfect} bidders act simultaneously on behalf of a single buyer, a configuration common in display advertising and referred to as \textit{side-by-side bidding} but largely unexplored in…
Since 2019, most ad exchanges and sell-side platforms (SSPs), in the online advertising industry, shifted from second to first price auctions. Due to the fundamental difference between these auctions, demand-side platforms (DSPs) have had…
We consider an outsourcing problem where a software agent procures multiple services from providers with uncertain reliabilities to complete a computational task before a strict deadline. The service consumer requires a procurement strategy…
We introduce a dynamic mechanism design problem in which the designer wants to offer for sale an item to an agent, and another item to the same agent at some point in the future. The agent's joint distribution of valuations for the two…