Reserve Pricing in Repeated Second-Price Auctions with Strategic Bidders

Authors: Alexey Drutsa

ICML 2020 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Theoretical We propose a novel algorithm that has strategic regret upper bound of O(log log T) for worst-case valuations. This pricing is based on our novel transformation that upgrades an algorithm designed for the setup with a single buyer to the multi-buyer case. We provide theoretical guarantees on the ability of a transformed algorithm to learn the valuation of a strategic buyer, which has uncertainty about the future due to the presence of rivals. ... We cannot directly apply the optimal RPPA algorithms (Drutsa, 2017b; 2018), because our bidders have incomplete information in the game, while the proofs of optimality of these algorithms strongly rely on complete information.
Researcher Affiliation Collaboration Alexey Drutsa 1 2 1Yandex, Moscow, Russia 2Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia.
Pseudocode Yes Algorithm 1 Pseudo-code of a div-transformation div M(A1, sr) of a RPPA algorithm A1 ARPPA.
Open Source Code No The paper does not contain any explicit statement about providing open-source code for the described methodology, nor does it provide a link to a code repository.
Open Datasets No This paper is theoretical and does not describe experiments performed on a dataset, thus no information on dataset availability is provided.
Dataset Splits No This paper is theoretical and does not describe experiments with data. Therefore, it does not provide training/validation/test dataset splits.
Hardware Specification No This paper focuses on theoretical algorithm design and analysis. It does not describe any computational experiments or specify hardware used.
Software Dependencies No This paper describes a theoretical algorithm and provides pseudocode (Algorithm 1) but does not mention any specific software dependencies or version numbers required for implementation or experimentation.
Experiment Setup No This paper is theoretical and does not describe empirical experiments with specific hyperparameter values or system-level training settings.