Revenue Maximization at Waterfall Auctions with Dynamic Programming.
Dan HalbersbergMatan HaleviMoshe SalhovPublished in: Big Data (2022)
Keyphrases
- dynamic programming
- budget constraints
- sealed bid auctions
- auction mechanisms
- resource allocation
- multi unit
- multi attribute
- state space
- greedy algorithm
- combinatorial auctions
- linear programming
- stereo matching
- group buying
- auction protocol
- mechanism design
- bidding strategies
- information revelation
- coarse to fine
- optimal control
- dp matching
- online auctions
- infinite horizon
- return on investment
- social welfare
- incentive compatibility
- single machine
- reinforcement learning
- objective function
- dynamic programming algorithms
- information retrieval
- revenue management
- display advertising
- multiple criteria
- data sets
- optimal policy
- markov decision processes
- incomplete information