Monte Carlo Tree Search Bidding Strategy for Simultaneous Ascending Auctions.
Alexandre PacaudMarceau CoupechouxAurelien BechlerPublished in: WiOpt (2022)
Keyphrases
- bidding strategies
- monte carlo tree search
- monte carlo
- evaluation function
- online auctions
- combinatorial auctions
- resource allocation
- multi unit
- electricity markets
- test bed
- continuous double auctions
- trading agents
- expected utility
- game tree
- temporal difference
- empirical data
- auction mechanisms
- temporal difference learning
- sealed bid auctions
- double auction
- search space
- trading agent competition
- sponsored search auctions
- sealed bid
- upper bound
- markov chain
- reinforcement learning methods
- decision theoretic