We study repeated bidding in multi-unit discriminatory (pay-as-bid) auctions for a single bidder with per-round utility equal to value minus $α$ times payment, where $α\in[0,1]$ is a cost-of-capital parameter. The bidder aims to maximize cumulative utility over $T$ rounds subject to a total budget $B$.
We study the contextual combinatorial semi-bandit (CCSB) problem with general reward function approximation. At each round, the learner observes a context, selects a combinatorial action consisting of a subset of basic arms, and receives the reward of each selected arm; the goal is to maximize the cumulative reward over time.
arXiv:2606. 29252v1 Announce Type: new Abstract: We study repeated bidding in multi-unit discriminatory (pay-as-bid) auctions for a single bidder with per-round utility equal to value minus $\alpha$ times payment, where $\alpha\in[0,1]$ is a cost-of-capital parameter.
By Negin Golrezaei, Sourav Sahoo
arXiv:2607. 13686v1 Announce Type: new Abstract: We study the contextual combinatorial semi-bandit (CCSB) problem with general reward function approximation.
By Hao Qin, Chicheng Zhang
arXiv:2608. 11560v1 Announce Type: new Abstract: Personalizing marketing messages with contextual multi-armed bandits (CMABs) drives real business value, yet the objective that ultimately matters - a downstream conversion - is observed only weeks later, too late to drive online learning.
By Sang Su Lee, Vineeth Loganathan, Shishir Dash, Vijay Raghavan
arXiv:2506. 03802v2 Announce Type: replace Abstract: We introduce a learning problem in a generalized two-sided matching market, where agents select actions to interact with their match.
By Andreas Athanasopoulos, Christos Dimitrakakis