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Weakly Consistent Optimal Pricing Algorithms in Repeated Posted-Price Auctions with Strategic Buyerстатья
- Автор: Drutsa Alexey
- Сборник: International Conference on Machine Learning
- Том: 80
- Год издания: 2018
- Первая страница: 1318
- Последняя страница: 1327
- Аннотация: We study revenue optimization learning algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation for a good and seeks to maximize his cumulative discounted surplus.We propose a novel algorithm that never decreases offered prices and has a tight strategic regret bound of Θ(loglogT).This result closes the open research question on the existence of a no-regret horizon-independent weakly consistent pricing. We also show that the property of non-decreasing prices is nearly necessary for a weakly consistent algorithm to be a no-regret one.
- Добавил в систему: Друца Алексей Валерьевич