相关论文: Auction Design through Multi-Agent Learning in Pee…

We study the problem of repeatedly auctioning off an item to one of $k$ bidders where: a) bidders have a per-round individual rationality constraint, b) bidders may leave the mechanism at any point, and c) the bidders' valuations are…

In cloud investment markets, consumers are looking for the lowest cost and a desirable fairness while providers are looking for strategies to achieve the highest possible profit and return. Most existing models for auction-based resource…

We focus on the aggregation of distributed energy resources (DERs) through a profit-maximizing intermediary that enables participation of DERs in wholesale electricity markets. Particularly, we study the market efficiency brought in by the…

Auction is the common paradigm for resource allocation which is a fundamental problem in human society. Existing research indicates that the two primary objectives, the seller's revenue and the allocation efficiency, are generally…

The increasing penetration of renewable energy has introduced substantial volatility into wholesale electricity markets, complicating the optimal bidding strategies for power producers. Traditional Reinforcement Learning (RL) approaches…

Energy forecasting has attracted enormous attention over the last few decades, with novel proposals related to the use of heterogeneous data sources, probabilistic forecasting, online learn-ing, etc. A key aspect that emerged is that…

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

This paper introduces a model for coordinating prosumers with heterogeneous distributed energy resources (DERs), participating in the local energy market (LEM) that interacts with the market-clearing entity. The proposed LEM scheme utilizes…

The standard framework of online bidding algorithm design assumes that the seller commits himself to faithfully implementing the rules of the adopted auction. However, the seller may attempt to cheat in execution to increase his revenue if…

Budget management strategies in repeated auctions have received growing attention in online advertising markets. However, previous work on budget management in online bidding mainly focused on second-price auctions. The rapid shift from…

We propose a new architecture to approximately learn incentive compatible, revenue-maximizing auctions from sampled valuations. Our architecture uses the Sinkhorn algorithm to perform a differentiable bipartite matching which allows the…

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…

In mechanism design, it is challenging to design the optimal auction with correlated values in general settings. Although value distribution can be further exploited to improve revenue, the complex correlation structure makes it hard to…

The use of dynamic pricing by profit-maximizing firms gives rise to demand fairness concerns, measured by discrepancies in consumer groups' demand responses to a given pricing strategy. Notably, dynamic pricing may result in buyer…

In real time electricity markets, the objective of generation companies while bidding is to maximize their profit. The strategies for learning optimal bidding have been formulated through game theoretical approaches and stochastic…

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)…

This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential auctions, simultaneous auctions, and the Trading Agent…

We study the problem of learning to bid when the bidder's value is dynamic, i.e., when the current value depends on past outcomes. Specifically, we consider a bidder participating in repeated second-price auctions whose value depends on the…

Wind power producers (WPPs) participating in short-term power markets face significant imbalance costs due to their non-dispatchable and variable production. While some WPPs have a large enough market share to influence prices with their…

This paper studies the use of a multi-attribute auction in a communication system to bring about efficient relaying in a non-cooperative setting. We consider a system where a source seeks to offload data to an access point (AP) while…