Polynomial-time algorithms achieve sublinear regret for bidding in discriminatory multi-unit auctions under budget constraints via DAG shortest paths, cross-learning in bandits, and coupled primal-dual updates.
Assigning pollution permits: are uniform auctions efficient?Economic Theory, 67(1):211–248, 2019
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Learning to Bid in Discriminatory Auctions with Budget Constraints
Polynomial-time algorithms achieve sublinear regret for bidding in discriminatory multi-unit auctions under budget constraints via DAG shortest paths, cross-learning in bandits, and coupled primal-dual updates.