Optimal bidding strategies in dynamic auctions with budget constraints

2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011

Volumn , Issue , 2011, Pages 588-

  Gummadi, R ^a   Key, P B ^b   Proutiere, A ^c  

^a STANFORD UNIVERSITY   (United States)

^b MICROSOFT RESEARCH   (United Kingdom)

^c ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

BUDGET CONSTRAINT; EXPLICIT SOLUTIONS; MARKOV DECISION PROCESSES; OPTIMAL BIDDING STRATEGY; SECOND-PRICE AUCTION; SPONSORED SEARCH AUCTIONS;

BUDGET CONTROL; COMMUNICATION; MARKOV PROCESSES; OPTIMIZATION;

COMMERCE;

EID: 84856089160     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/Allerton.2011.6120220     Document Type: Conference Paper

References (2)

1. F. Pin and P. Key. Stochastic Variability in Sponsored Search Auctions: Observations and Models. In proc. of ACM Conference on Electronic Commerce, 2011.
2. K. Iyer, R. Johari, and M. Sundararajan. Mean field equilibria of dynamic auctions with learning. In proc. of ACM Conference on Electronic Commerce, 2011.