Optimal Bidding Strategy without Exploration in Real-time Bidding.
Aritra GhoshSaayan MitraSomdeb SarkhelViswanathan SwaminathanPublished in: SDM (2020)
Keyphrases
- bidding strategies
- budget constraints
- combinatorial auctions
- resource allocation
- online auctions
- continuous double auctions
- multi unit
- auction mechanisms
- trading agents
- electricity markets
- winner determination
- test bed
- allocation strategy
- trading agent competition
- worst case
- empirical data
- market conditions
- dynamic programming
- decision making
- expected utility
- probability distribution
- reinforcement learning