Online learning in repeated auctions
Perchet, Vianney; Rigollet, Philippe; Weed, John;
- Publisher: HAL CCSD
- Subject: [ INFO.INFO-GT ] Computer Science [cs]/Computer Science and Game Theory [cs.GT] | 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 - Learningacm: TheoryofComputation_GENERALarxiv: 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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Princeton University ( Princeton University ) United StatesWebsite url: http://www.princeton.edu/main/90%Massachusetts Institute Of Technology 90%Massachusetts Institute Of Technolgy 84%MASSACHUSETTS INSTITUTE OF TECHNOLOGY 90%Massachusetts Institute of Technology ( MIT ) United StatesWebsite url: http://web.mit.edu/90%Massachusetts Institute of Technology 90%University of Paris Diderot (Paris 7) 88% - Metrics
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