Multi-armed bandits for bid shading in first-price real-time bidding auctions.
Tuomo TilliLeonardo Espinosa LealPublished in: J. Intell. Fuzzy Syst. (2021)
Keyphrases
- bidding strategies
- real time
- multi armed bandits
- auction protocol
- auction mechanisms
- combinatorial auctions
- sealed bid
- online auctions
- sponsored search auctions
- budget constraints
- multi unit
- multi attribute
- continuous double auctions
- mechanism design
- resource allocation
- marginal utility
- test bed
- electronic marketplaces
- sealed bid auctions
- learning algorithm
- electricity markets
- empirical data
- trading agents
- social welfare
- software agents
- optimal solution