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We consider revenue maximization in online auction/pricing problems.
Optimal auction design
Roger B. Myerson · 1981
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Gambling in a rigged casino: The adversarial multi-armed bandit problem
Peter Auer, Nicolo Cesa-Bianchi, Yoav Freund, and Robert E Schapire · 1995
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A desicion-theoretic generalization of on-line learning and an application to boosting
Yoav Freund and Robert E Schapire · 1995
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Incentive-compatible online auctions for digital goods
Ziv Bar-Yossef, Kirsten Hildrum, and Felix Wu · 2002
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The value of knowing a demand curve: Bounds on regret for online posted-price auctions
Robert Kleinberg and Tom Leighton · 2003
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Optimal pricing mechanisms with unknown demand
Ilya Segal · 2003
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Online learning in online auctions
Avrim Blum, Vijay Kumar, Atri Rudra, and Felix Wu · 2004
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Near-optimal online auctions
Avrim Blum and Jason D Hartline · 2005
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The theory and practice of revenue management , volume 68
Kalyan T Talluri and Garrett J Van Ryzin · 2006
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Designing and learning optimal finite support auctions
Edith Elkind · 2007
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Reducing mechanism design to algorithm design via machine learning
Maria-Florina Balcan, Avrim Blum, Jason D Hartline, and Yishay Mansour · 2008
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Minimax policies for adversarial and stochastic bandits
Jean-Yves Audibert and Sébastien Bubeck · 2009
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Dynamic pricing without knowing the demand function: Risk bounds and near-optimal algorithms
Omar Besbes and Assaf Zeevi · 2009
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Introduction to online optimization
Sébastien Bubeck · 2011
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The multiplicative weights update method: a meta-algorithm and applications
Sanjeev Arora, Elad Hazan, and Satyen Kale · 2012
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Optimal multi-dimensional mechanism design: Reducing revenue to welfare maximization
Yang Cai, Constantinos Daskalakis, and S Matthew Weinberg · 2012
Revenue maximization with a single sample
Peerapong Dhangwatnotai, Tim Roughgarden, and Qiqi Yan · 2014
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Dynamic pricing with limited supply
Moshe Babaioff, Shaddin Dughmi, Robert Kleinberg, and Aleksandrs Slivkins · 2015
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Dynamic pricing and learning: historical origins, current research, and new directions
Arnoud V den Boer · 2015
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Making the most of your samples
Zhiyi Huang, Yishay Mansour, and Tim Roughgarden · 2015
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On the pseudo-dimension of nearly optimal auctions
Jamie H Morgenstern and Tim Roughgarden · 2015
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The sample complexity of auctions with side information
Nikhil R Devanur, Zhiyi Huang, and Christos-Alexandros Psomas · 2016
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Learning prices for repeated auctions with strategic buyers
Kareem Amin, Afshin Rostamizadeh, and Umar Syed · 2013
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Bandits with knapsacks
Ashwinkumar Badanidiyuru, Robert Kleinberg, and Aleksandrs Slivkins · 2013
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Bandits with concave rewards and convex knapsacks
Shipra Agrawal and Nikhil R Devanur · 2014
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The sample complexity of revenue maximization
Richard Cole and Tim Roughgarden · 2014
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Making the most of your samples
Zhiyi Huang, Yishay Mansour, and Tim Roughgarden
Cited in the paper.
Ironing in the dark
Tim Roughgarden and Okke Schrijvers · 2016
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Parameter-free online learning via model selection
Dylan J Foster, Satyen Kale, Mehryar Mohri, and Karthik Sridharan · 2017
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Efficient empirical revenue maximization in single-parameter auction environments
Yannai A Gonczarowski and Noam Nisan · 2017
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A sample complexity measure with applications to learning optimal auctions
Vasilis Syrgkanis · 2017
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