Online Learning of Optimal Bidding Strategy in Repeated Multi-Commodity Auctions.
M. Sevi BaltaogluLang TongQing ZhaoPublished in: NIPS (2017)
Keyphrases
- bidding strategies
- online learning
- multi commodity
- budget constraints
- resource allocation
- online auctions
- heuristic solution
- facility location
- max min
- test bed
- combinatorial auctions
- auction mechanisms
- trading agents
- electricity markets
- dynamic programming
- expected utility
- optimal solution
- sealed bid
- network design
- optimal strategy
- empirical data
- double auction
- worst case
- continuous double auctions