An adaptive algorithm for bilateral trade achieves Õ(T^{3/4} + C log T) regret against the best budget-balanced price distribution in perturbed markets while retaining Õ(T^{3/4}) worst-case regret.
A stronger benchmark for online bilateral trade: From fixed prices to distributions.arXiv preprint arXiv:2602.05681
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Regret Minimization in Bilateral Trade With Perturbed Markets
An adaptive algorithm for bilateral trade achieves Õ(T^{3/4} + C log T) regret against the best budget-balanced price distribution in perturbed markets while retaining Õ(T^{3/4}) worst-case regret.