In online advertising markets, advertisers often purchase ad placements through bidding in
repeated auctions based on realized viewer information. We study how budget-constrained …

Motivated by online advertising auctions, we consider repeated Vickrey auctions where
goods of unknown value are sold sequentially and bidders only learn (potentially noisy) …

In online advertising, advertisers purchase ad placements by participating in a long
sequence of repeated auctions. One of the most important features advertising platforms …

Inspired by real-time ad exchanges for online display advertising, we consider the problem
of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting …

Motivated by real-time advertising exchanges, we analyze the problem of pricing inventory
in a repeated posted-price auction. We consider both the cases of a truthful and surplus …

Abstract The Generalized Second Price (GSP) auction is the primary auction used for
monetizing the use of the Internet. It is well-known that truthtelling is not a dominant strategy …

Motivated by online advertising auctions, we study auction design in repeated auctions
played by simple Artificial Intelligence algorithms (Q-learning). We find that first-price …

In classic auction theory, reserve prices are known to be effective for improving revenue for
the auctioneer against quasi-linear utility maximizing bidders. The introduction of reserve …

Online auctions are one of the most fundamental facets of the modern economy and power
an industry generating hundreds of billions of dollars a year in revenue. Auction theory has …

We address online learning in complex auction settings, such as sponsored search
auctions, where the value of the bidder is unknown to her, evolving in an arbitrary manner …