Online Second Price Auction with Semi-Bandit Feedback under the Non-Stationary Setting.
Haoyu ZhaoWei ChenPublished in: AAAI (2020)
Keyphrases
- non stationary
- online learning
- adaptive algorithms
- group buying
- autoregressive
- stock price
- blind source separation
- temporal evolution
- hidden markov models
- change point detection
- fractional brownian motion
- random sampling
- computer vision
- financial time series
- regret bounds
- electronic commerce
- markov chain
- upper confidence bound