Learning Theory and Algorithms for Revenue Optimization in Second-Price Auctions with Reserve
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Abstract (arXiv)
Second-price auctions with reserve play a critical role for modern search engine and popular online sites since the revenue of these companies often directly de- pends on the outcome of such auctions. The choice of the reserve price is the main mechanism through which the auction revenue can be influenced in these electronic markets. We cast the problem of selecting the reserve price to optimize revenue as a learning problem and present a full theoretical analysis dealing with the complex properties of the corresponding loss function. We further give novel algorithms for solving this problem and report the results of several experiments in both synthetic and real data demonstrating their effectiveness.
Key facts. Cited by 16 papers in the map (data through 14 Oct 2026). First posted on arXiv 21 Oct 2013.
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Citing papers per year: 2021: 4; 2022: 5; 2023: 2; 2024: 2; 2025: 2; 2026: 1.
16 papers.
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- 2022Dist-PU: Positive-Unlabeled Learning from a Label Distribution Perspectivecited by 38
- 2021A Cooperative-Competitive Multi-Agent Framework for Auto-bidding in Online Advertisingcited by 22
- 2022On Rademacher Complexity-based Generalization Bounds for Deep Learningcited by 16
- 2022Benefits of Permutation-Equivariance in Auction Mechanismscited by 8
- 2024Stochastic Online Conformal Prediction with Semi-Bandit Feedbackcited by 8
- 2023On the Implicit Bias of Linear Equivariant Steerable Networkscited by 7
- 2021Loss Functions for Discrete Contextual Pricing with Observational Datacited by 6
- 2021Multi-armed Bandit Algorithm against Strategic Replicationcited by 5
- 2021Censored Semi-Bandits for Resource Allocationcited by 4
- 2023Learning in Repeated Multi-Unit Pay-As-Bid Auctionscited by 3
- 2024On Discriminative Probabilistic Modeling for Self-Supervised Representation Learningcited by 2
- 2025Provable Watermarking for Data Poisoning Attackscited by 2
4 more
- 2022Convex Surrogate Loss Functions for Contextual Pricing with Transaction Datacited by 1
- 2025Comparing Uniform Price and Discriminatory Multi-Unit Auctions through Regret Minimizationcited by 1
- 2026Support-aware offline policy selection for advertising marketplacescited by 1
- 2022Double Auctions with Two-sided Bandit Feedbackcited by 0
- 2026Support-aware offline policy selection for advertising marketplaces20 May 2026
- 2025Comparing Uniform Price and Discriminatory Multi-Unit Auctions through Regret Minimization22 Oct 2025
- 2025Provable Watermarking for Data Poisoning Attacks10 Oct 2025
- 2024On Discriminative Probabilistic Modeling for Self-Supervised Representation Learning11 Oct 2024
- 2024Stochastic Online Conformal Prediction with Semi-Bandit Feedback22 May 2024
- 2023Learning in Repeated Multi-Unit Pay-As-Bid Auctions27 Jul 2023
- 2023On the Implicit Bias of Linear Equivariant Steerable Networks7 Mar 2023
- 2022Dist-PU: Positive-Unlabeled Learning from a Label Distribution Perspective6 Dec 2022
- 2022Benefits of Permutation-Equivariance in Auction Mechanisms11 Oct 2022
- 2022Double Auctions with Two-sided Bandit Feedback13 Aug 2022
- 2022On Rademacher Complexity-based Generalization Bounds for Deep Learning8 Aug 2022
- 2022Convex Surrogate Loss Functions for Contextual Pricing with Transaction Data16 Feb 2022
4 more
- 2021Loss Functions for Discrete Contextual Pricing with Observational Data18 Nov 2021
- 2021Multi-armed Bandit Algorithm against Strategic Replication23 Oct 2021
- 2021A Cooperative-Competitive Multi-Agent Framework for Auto-bidding in Online Advertising11 Jun 2021
- 2021Censored Semi-Bandits for Resource Allocation12 Apr 2021
- 2022Dist-PU: Positive-Unlabeled Learning from a Label Distribution Perspectivecited by 38
- 2021A Cooperative-Competitive Multi-Agent Framework for Auto-bidding in Online Advertisingcited by 22
- 2022On Rademacher Complexity-based Generalization Bounds for Deep Learningcited by 16
- 2022Benefits of Permutation-Equivariance in Auction Mechanismscited by 8
- 2024Stochastic Online Conformal Prediction with Semi-Bandit Feedbackcited by 8
- 2023On the Implicit Bias of Linear Equivariant Steerable Networkscited by 7
- 2021Loss Functions for Discrete Contextual Pricing with Observational Datacited by 6
- 2021Multi-armed Bandit Algorithm against Strategic Replicationcited by 5
- 2021Censored Semi-Bandits for Resource Allocationcited by 4
- 2023Learning in Repeated Multi-Unit Pay-As-Bid Auctionscited by 3
- 2024On Discriminative Probabilistic Modeling for Self-Supervised Representation Learningcited by 2
- 2025Provable Watermarking for Data Poisoning Attackscited by 2
12 most cited of 16 All 16 (JSON)
- 2026Support-aware offline policy selection for advertising marketplaces20 May 2026
- 2025Comparing Uniform Price and Discriminatory Multi-Unit Auctions through Regret Minimization22 Oct 2025
- 2025Provable Watermarking for Data Poisoning Attacks10 Oct 2025
- 2024On Discriminative Probabilistic Modeling for Self-Supervised Representation Learning11 Oct 2024
- 2024Stochastic Online Conformal Prediction with Semi-Bandit Feedback22 May 2024
- 2023Learning in Repeated Multi-Unit Pay-As-Bid Auctions27 Jul 2023
- 2023On the Implicit Bias of Linear Equivariant Steerable Networks7 Mar 2023
- 2022Dist-PU: Positive-Unlabeled Learning from a Label Distribution Perspective6 Dec 2022
- 2022Benefits of Permutation-Equivariance in Auction Mechanisms11 Oct 2022
- 2022Double Auctions with Two-sided Bandit Feedback13 Aug 2022
- 2022On Rademacher Complexity-based Generalization Bounds for Deep Learning8 Aug 2022
- 2022Convex Surrogate Loss Functions for Contextual Pricing with Transaction Data16 Feb 2022
12 newest of 16 All 16 (JSON)