Online Second Price Auction with Semi-bandit Feedback Under the Non-Stationary Setting.

Haoyu Zhao Wei Chen

Published in: CoRR (2019)

Keyphrases

non stationary
adaptive algorithms
online learning
group buying
concept drift
empirical mode decomposition
mechanism design
blind source separation
upper confidence bound
stock price
autoregressive
online advertising
temporal evolution
random sampling
knowledge discovery
fractional brownian motion
active learning