In repeated bilateral trade with i.i.d. private valuations, a broker can learn the best incentive-compatible profit-maximizing mechanism with $\tilde{O}(\sqrt{T})$ regret, which is nearly optimal, while sublinear regret is impossible against an adversarial sequence.
left” and “right
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
cs.GT 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Nearly Tight Regret Bounds for Profit Maximization in Bilateral Trade
In repeated bilateral trade with i.i.d. private valuations, a broker can learn the best incentive-compatible profit-maximizing mechanism with $\tilde{O}(\sqrt{T})$ regret, which is nearly optimal, while sublinear regret is impossible against an adversarial sequence.