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Learning in Repeated Auctions with Budgets: Regret Minimization and Equilibrium
16 references·13 citing·30 second hop
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References

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  • 2004The Theory and Practice of Revenue Management2,238 cited
  • 2003Stochastic Approximation and Recursive Algorithms and Applications1,845 cited
  • 2003Online convex programming and generalized infinitesimal gradient ascent1,733 cited
  • 2012Online Learning and Online Convex Optimization1,254 cited
  • 1952Contributions to the Theory of Games1,197 cited
  • 2011Online Learning and Online Convex Optimization1,095 cited
  • 2000A Simple Adaptive Procedure Leading to Correlated Equilibrium1,089 cited
  • 2007Logarithmic regret algorithms for online convex optimization836 cited
  • 1998An Analysis of Bid-Price Controls for Network Revenue Management412 cited
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  • 2007Dynamics of bid optimization in online advertisement auctions225 cited
  • 2013Bandits with Knapsacks211 cited
  • 2006Logarithmic Regret Algorithms for Online Convex Optimization

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203 cited

Cited by

  • 2015Learning and Efficiency in Games with Dynamic Population56 cited
  • 2020Reinforcement Mechanism Design: With Applications to Dynamic Pricing in Sponsored Search Auctions55 cited
  • 2021Multiplicative Pacing Equilibria in Auction Markets53 cited
  • 2021Online Linear Programming: Dual Convergence, New Algorithms, and Regret Bounds52 cited
  • 2021Towards Efficient Auctions in an Auto-bidding World47 cited
  • 2022Cold Start to Improve Market Thickness on Online Advertising Platforms: Data-Driven Algorithms and Field Experiments46 cited
  • 2018Learning to Bid Without Knowing your Value43 cited
  • 2020Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism40 cited
  • 2024Investor Regret and Stock Returns38 cited
  • 2020Revenue Management and the Rise of the Algorithmic Economy27 cited
  • 2023Frontiers in Service Science: Data-Driven Revenue Management: The Interplay of Data, Model, and Decisions23 cited
  • 2022To deliberate or not? The effects of anticipated regret and deliberation on willingness-to-pay18 cited
  • 2021The Effects of Price Rank on Clicks and Conversions in Product List Advertising on Online Retail Platforms17 cited