Optimal bidding in stochastic budget constrained slot auctions.

Kartik Hosanagar Vadim Cherepanov

Published in: EC (2008)

Keyphrases

budget constraints
marginal utility
bidding strategies
online auctions
multi unit
combinatorial auctions
winner determination
dynamic programming
resource allocation
electronic marketplaces
auction mechanisms
auction protocol
worst case
single item
locally optimal
monte carlo
information revelation
optimal solution