A learning algorithm achieves tight Õ(√T) regret for profit maximization in bilateral trade against smooth adversaries, matching stochastic rates via continuity and algorithmic chaining.
Devanur and Zhiyi Huang and Christos
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Profit Maximization in Bilateral Trade against a Smooth Adversary
A learning algorithm achieves tight Õ(√T) regret for profit maximization in bilateral trade against smooth adversaries, matching stochastic rates via continuity and algorithmic chaining.