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We study online learning in repeated first-price auctions where a bidder, only observing the winning bid at the end of each auction, learns to adaptively bid in order to maximize her cumulative payoff.
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Robert Kleinberg and Tom Leighton · 2003
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Victor H de la Pena, Michael J Klass, and Tze Leung Lai · 2004
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Paul Klemperer · 2004
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Eyal Even-Dar, Shie Mannor, and Yishay Mansour · 2006
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Pennies from ebay: The determinants of price in online auctions
David Lucking-Reiley, Doug Bryan, Naghi Prasad, and Daniel Reeves · 2007
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Exponential inequalities for self-normalized martingales with applications
Bernard Bercu and Abderrahmen Touati · 2008
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Ignacio Esponda · 2008
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A. Tsybakov · 2008
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The price of truthfulness for pay-per-click auctions
Nikhil R Devanur and Sham M Kakade · 2009
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Contextual bandits with linear payoff functions
Wei Chu, Lihong Li, Lev Reyzin, and Robert Schapire · 2011
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The design of advertising exchanges
R Preston McAfee · 2011
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Concentration inequalities: A nonasymptotic theory of independence
Stéphane Boucheron, Gábor Lugosi, and Pascal Massart · 2013
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Characterizing truthful multi-armed bandit mechanisms
Moshe Babaioff, Yogeshwer Sharma, and Aleksandrs Slivkins · 2014
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Regret minimization for reserve prices in second-price auctions
Nicolo Cesa-Bianchi, Claudio Gentile, and Yishay Mansour · 2014
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Demystifying auction dynamics for digital buyers and sellers
AppNexus · 2018
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First-price auctions are driving up ad prices
Ross Benes · 2018
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Dynamic pricing with finitely many unknown valuations
Nicolò Cesa-Bianchi, Tommaso Cesari, and Vianney Perchet · 2018
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Learning to bid without knowing your value
Zhe Feng, Chara Podimata, and Vasilis Syrgkanis · 2018
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Contextual bandits with cross-learning
Santiago Balseiro, Negin Golrezaei, Mohammad Mahdian, Vahab Mirrokni, and Jon Schneider · 2019
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What to know about google’s implementation of first-price ad auctions
Jessica Davies · 2019
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Efficient learning by implicit exploration in bandit problems with side observations
Tomáš Kocák, Gergely Neu, Michal Valko, and Rémi Munos · 2014
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Learning theory and algorithms for revenue optimization in second price auctions with reserve
Andres M Medina and Mehryar Mohri · 2014
Cited alongside, same era.
Online learning with feedback graphs: Beyond bandits
Noga Alon, Nicolo Cesa-Bianchi, Ofer Dekel, and Tomer Koren · 2015
Cited alongside, same era.
Truthful mechanisms with implicit payment computation
Moshe Babaioff, Robert D Kleinberg, and Aleksandrs Slivkins · 2015
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Revenue optimization against strategic buyers
Mehryar Mohri and Andres Munoz · 2015
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Online learning with feedback graphs without the graphs
Alon Cohen, Tamir Hazan, and Tomer Koren · 2016
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First-price auctions in online display advertising
Stylianos Despotakis, R Ravi, and Amin Sayedi · 2019
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Batched multi-armed bandits problem
Zijun Gao, Yanjun Han, Zhimei Ren, and Zhengqing Zhou · 2019
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Dynamic incentive-aware learning: Robust pricing in contextual auctions
Negin Golrezaei, Adel Javanmard, and Vahab Mirrokni · 2019
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Minimizing regret with multiple reserves
Tim Roughgarden and Joshua R Wang · 2019
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Google’s ad manager will move to first-price auction
George P. Slefo · 2019
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Digital advertising in the us is finally bigger than print and television
Kurt Wagner · 2019
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Online causal inference for advertising in real-time bidding auctions
Caio Waisman, Harikesh S Nair, Carlos Carrion, and Nan Xu · 2019
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Stochastic one-sided full-information bandit
Haoyu Zhao and Wei Chen · 2019
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Online display advertising markets: A literature review and future directions
Hana Choi, Carl F Mela, Santiago R Balseiro, and Adam Leary · 2020
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Reinforcement learning with feedback graphs
Christoph Dann, Yishay Mansour, Mehryar Mohri, Ayush Sekhari, and Karthik Sridharan · 2020
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Feedback graph regret bounds for thompson sampling and ucb
Thodoris Lykouris, Eva Tardos, and Drishti Wali · 2020
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Online second price auction with semi-bandit feedback under the non-stationary setting
Haoyu Zhao and Wei Chen · 2020
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Learning new auction format by bidders in internet display ad auctions
Shumpei Goke, Gabriel Y Weintraub, Ralph Mastromonaco, and Sam Seljan · 2021
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