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Related papers: Contextual Online Bilateral Trade

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We study the problem of contextual online bilateral trade. At each round, the learner faces a seller-buyer pair and must propose a trade price without observing their private valuations for the item being sold. The goal of the learner is to…

Computer Science and Game Theory · Computer Science 2026-02-16 Emanuele Coccia , Martino Bernasconi , Andrea Celli

Bilateral trade models the problem of facilitating trades between a seller and a buyer having private valuations for the item being sold. In the online version of the problem, the learner faces a new seller and buyer at each time step, and…

Computer Science and Game Theory · Computer Science 2024-05-29 Solenne Gaucher , Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Vianney Perchet

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…

Machine Learning · Statistics 2025-02-14 Matilde Tullii , Solenne Gaucher , Nadav Merlis , Vianney Perchet

In the contextual pricing problem a seller repeatedly obtains products described by an adversarially chosen feature vector in $\mathbb{R}^d$ and only observes the purchasing decisions of a buyer with a fixed but unknown linear valuation…

Data Structures and Algorithms · Computer Science 2021-02-25 Allen Liu , Renato Paes Leme , Jon Schneider

Bilateral trade models the problem of intermediating between two rational agents -- a seller and a buyer -- both characterized by a private valuation for an item they want to trade. We study the online learning version of the problem, in…

Computer Science and Game Theory · Computer Science 2024-09-04 Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Federico Fusco

We study a contextual version of the repeated brokerage problem. In each interaction, two traders with private valuations for an item seek to buy or sell based on the learner's-a broker-proposed price, which is informed by some contextual…

Machine Learning · Statistics 2025-03-11 François Bachoc , Tommaso Cesari , Roberto Colomboni

We study online learning in contextual pay-per-click auctions where at each of the $T$ rounds, the learner receives some context along with a set of ads and needs to make an estimate on their click-through rate (CTR) in order to run a…

Machine Learning · Computer Science 2023-10-10 Mengxiao Zhang , Haipeng Luo

In online bilateral trade, a platform posts prices to incoming pairs of buyers and sellers that have private valuations for a certain good. If the price is lower than the buyers' valuation and higher than the sellers' valuation, then a…

Computer Science and Game Theory · Computer Science 2024-05-24 François Bachoc , Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni

We study a repeated trading problem in which a mechanism designer facilitates trade between a single seller and multiple buyers. Our model generalizes the classic bilateral trade setting to a multi-buyer environment. Specifically, the…

Computer Science and Game Theory · Computer Science 2025-03-04 Anna Lunghi , Matteo Castiglioni , Alberto Marchesi

We investigate online pricing in two-sided markets where a platform repeatedly posts prices based on binary accept/reject feedback to maximize gains-from-trade (GFT) or profit. We characterize the regret achievable across three mechanism…

Computer Science and Game Theory · Computer Science 2026-02-13 Yiding Feng , Mengfan Ma , Bo Peng , Zongqi Wan

We study repeated bilateral trade where an adaptive $\sigma$-smooth adversary generates the valuations of sellers and buyers. We provide a complete characterization of the regret regimes for fixed-price mechanisms under different feedback…

Machine Learning · Computer Science 2024-02-20 Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni , Federico Fusco , Stefano Leonardi

Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. We study this problem from the perspective of a broker, in a regret…

Computer Science and Game Theory · Computer Science 2025-09-29 Simone Di Gregorio , Paul Dütting , Federico Fusco , Chris Schwiegelshohn

We study sequential bilateral trade where sellers and buyers valuations are completely arbitrary (i.e., determined by an adversary). Sellers and buyers are strategic agents with private valuations for the good and the goal is to design a…

Computer Science and Game Theory · Computer Science 2024-10-11 Yossi Azar , Amos Fiat , Federico Fusco

Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, who wish to trade a good. We study this problem from the perspective of a profit-maximizing broker within an online learning framework,…

Computer Science and Game Theory · Computer Science 2026-05-14 Simone Di Gregorio , Paul Dütting , Federico Fusco , Chris Schwiegelshohn

We study the role of contextual information in the online learning problem of brokerage between traders. In this sequential problem, at each time step, two traders arrive with secret valuations about an asset they wish to trade. The learner…

Computational Finance · Quantitative Finance 2026-02-20 François Bachoc , Tommaso Cesari , Roberto Colomboni

Double Auction enables decentralized transfer of goods between multiple buyers and sellers, thus underpinning functioning of many online marketplaces. Buyers and sellers compete in these markets through bidding, but do not often know their…

Machine Learning · Computer Science 2023-07-11 Soumya Basu , Abishek Sankararaman

Bilateral trade, a fundamental topic in economics, models the problem of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. In this paper, we cast the bilateral…

Computer Science and Game Theory · Computer Science 2021-09-28 Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni , Federico Fusco , Stefano Leonardi

We investigate brokerage between traders from an online learning perspective. At any round $t$, two traders arrive with their private valuations, and the broker proposes a trading price. Unlike other bilateral trade problems already studied…

Machine Learning · Computer Science 2023-10-19 Nataša Bolić , Tommaso Cesari , Roberto Colomboni

Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism. We…

Machine Learning · Computer Science 2013-11-28 Kareem Amin , Afshin Rostamizadeh , Umar Syed

We explore brokerage between traders in an online learning framework. At any round $t$, two traders meet to exchange an asset, provided the exchange is mutually beneficial. The broker proposes a trading price, and each trader tries to sell…

Computer Science and Game Theory · Computer Science 2024-05-24 Tommaso Cesari , Roberto Colomboni
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