Online learning in repeated auctions

Preprint English OPEN
Perchet, Vianney; Rigollet, Philippe; Weed, John;
(2015)
  • Publisher: HAL CCSD
  • Subject: Statistics - Machine Learning | [INFO.INFO-GT]Computer Science [cs]/Computer Science and Game Theory [cs.GT] | Computer Science - Computer Science and Game Theory | Primary 62L05, secondary 62C20 | Computer Science - Learning
    acm: TheoryofComputation_GENERAL
    arxiv: Computer Science::Computer Science and Game Theory

Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an online learning approach with... View more
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