Statistical modeling of Vickrey auctions and applications to automated bidding strategies

DOI10.1007/s11590-016-1045-1zbMath1366.91092OpenAlexW2404508169MaRDI QIDQ523174

Joaquin Fernandez-Tapia

Publication date: 20 April 2017

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-016-1045-1

zbMATH Keywords

constrained optimizationstatistical modelVickrey auctionsreal-time bidding

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Ascending price Vickrey auctions for general valuations
• Simplified mechanisms with an application to sponsored-search auctions
• Bayes-Nash equilibria of the generalized second-price auction
• Optimal Auction Design

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