Dynamic Incentive-Aware Learning: Robust Pricing in Contextual Auctions

DOI10.1287/opre.2020.1991zbMath1470.91128arXiv2002.11137OpenAlexW3093098023MaRDI QIDQ4994157

Adel Javanmard, Negin Golrezaei, Vahab S. Mirrokni

Publication date: 17 June 2021

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.11137

zbMATH Keywords

pricingrobust learningonline advertisingrepeated second-price auctionsstrategic buyers

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26) Marketing, advertising (90B60)

Related Items (5)

On the Futility of Dynamics in Robust Mechanism Design ⋮ Revenue-Maximizing Auctions: A Bidder’s Standpoint ⋮ Policy Optimization Using Semiparametric Models for Dynamic Pricing ⋮ Unnamed Item ⋮ Learning in Repeated Auctions

Cites Work

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• Log-concave probability and its applications
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• Dynamic Pricing for Nonperishable Products with Demand Learning
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• Dynamic Pricing with a Prior on Market Response
• Dynamic Pricing Under a General Parametric Choice Model
• Contract Renegotiation and Coasian Dynamics
• Optimal Auction Design
• Technical Note—Dynamic Pricing and Demand Learning with Limited Price Experimentation
• Multidimensional Binary Search for Contextual Decision-Making
• Online Decision Making with High-Dimensional Covariates

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