Online Learning of Optimal Bidding Strategy in Repeated Multi-Commodity Auctions.
Sevi BaltaogluLang TongQing ZhaoPublished in: CoRR (2017)
Keyphrases
- bidding strategies
- online learning
- multi commodity
- budget constraints
- resource allocation
- online auctions
- combinatorial auctions
- max min
- trading agents
- facility location
- heuristic solution
- auction mechanisms
- dynamic programming
- network flow problem
- test bed
- sealed bid
- electricity markets
- expected utility
- double auction
- trading agent competition
- electronic commerce
- worst case