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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).
Approximation to bayes risk in repeated play
James Hannan · 1957
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Counterspeculations, Auctions, and Competitive Sealed Tenders
William Vickrey · 1961
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Edward H. Clarke · 1971
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Incentives in Teams
Theodore Groves · 1973
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Optimal Auction Design
Roger B. Myerson · 1981
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The nonstochastic multiarmed bandit problem
Peter Auer, Nicolò Cesa-Bianchi, Yoav Freund, and Robert E. Schapire · 2003
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The epoch-greedy algorithm for multi-armed bandits with side information
John Langford and Tong Zhang · 2008
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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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Regret analysis of stochastic and nonstochastic multi-armed bandit problems
Sébastien Bubeck and Nicolò Cesa-Bianchi · 2012
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Symmetries and Optimal Multi-Dimensional Mechanism Design
Constantinos Daskalakis and S. Matthew Weinberg · 2012
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The price of anarchy in games of incomplete information
Tim Roughgarden · 2012
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Composable and efficient mechanisms
Vasilis Syrgkanis and Eva Tardos · 2013
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The sample complexity of revenue maximization
Richard Cole and Tim Roughgarden · 2014
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Perfect bayesian equilibria in repeated sales
Nikhil R. Devanur, Yuval Peres, and Balasubramanian Sivan · 2015
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Learning in auctions: Regret is hard, envy is easy
Constantinos Daskalakis and Vasilis Syrgkanis · 2016
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Dynamic auctions with bank accounts
Vahab S. Mirrokni, Renato Paes Leme, Pingzhong Tang, and Song Zuo · 2016
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Optimal dynamic mechanisms with ex-post IR via bank accounts
Vahab S. Mirrokni, Renato Paes Leme, Pingzhong Tang, and Song Zuo · 2016
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Learning simple auctions
Jamie Morgenstern and Tim Roughgarden · 2016
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On the complexity of dynamic mechanism design
Christos Papadimitriou, George Pierrakos, Christos-Alexandros Psomas, and Aviad Rubinstein · 2016
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Learning multi-item auctions with (or without) samples
Yang Cai and Constantinos Daskalakis · 2017
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Jamie Morgenstern and Tim Roughgarden · 2015
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Denis Nekipelov, Vasilis Syrgkanis, and Eva Tardos · 2015
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Sequential mechanisms with ex-post participation guarantees
Itai Ashlagi, Constantinos Daskalakis, and Nima Haghpanah · 2016
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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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Siqi Liu and Christos-Alexandros Psomas · 2017
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