mlsanityData to 14 Oct 2026

Learning Prices for Repeated Auctions with Strategic Buyers

arXiv 1311.6838 ↗First posted 26 Nov 2013cs.LG cs.GTcited by 37

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Abstract (arXiv)

Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism. We model the buyer as a strategic agent, whose goal is to maximize her long-term surplus, and we are interested in mechanisms that maximize the seller's long-term revenue. We define the natural notion of strategic regret --- the lost revenue as measured against a truthful (non-strategic) buyer. We present seller algorithms that are no-(strategic)-regret when the buyer discounts her future surplus --- i.e. the buyer prefers showing advertisements to users sooner rather than later. We also give a lower bound on strategic regret that increases as the buyer's discounting weakens and shows, in particular, that any seller algorithm will suffer linear strategic regret if there is no discounting.

Key facts. Cited by 37 papers in the map (data through 14 Oct 2026). First posted on arXiv 26 Nov 2013.

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Citing papers per year: 2021: 5; 2022: 4; 2023: 11; 2024: 10; 2025: 4; 2026: 3.

37 papers.

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  1. 2021Bilateral Trade: A Regret Minimization Perspectivecited by 29
  2. 2022Learning in Stackelberg Games with Non-myopic Agentscited by 29
  3. 2023Calibrated Stackelberg Games: Learning Optimal Commitments Against Calibrated Agentscited by 25
  4. 2021A Regret Analysis of Bilateral Tradecited by 19
  5. 2021Nash Convergence of Mean-Based Learning Algorithms in First-Price Auctionscited by 8
  6. 2023Learning to Incentivize Information Acquisition: Proper Scoring Rules Meet Principal-Agent Modelcited by 7
  7. 2021Multi-armed Bandit Algorithm against Strategic Replicationcited by 5
  8. 2023Regret Analysis of Repeated Delegated Choicecited by 5
  9. 2024Is Knowledge Power? On the (Im)possibility of Learning from Strategic Interactionscited by 5
  10. 2024A Parametric Contextual Online Learning Theory of Brokeragecited by 4
  11. 2023Learning to Manipulate a Commitment Optimizercited by 3
  12. 2023On the Robustness of Epoch-Greedy in Multi-Agent Contextual Bandit Mechanismscited by 3
25 more
  1. 2023Self-supervised Adaptive Pre-training of Multilingual Speech Models for Language and Dialect Identificationcited by 2
  2. 2025Strategic Multi-Armed Bandit Problems Under Debt-Free Reportingcited by 2
  3. 2026From No-Regret to Strategically Robust Learning in Repeated Auctionscited by 2
  4. 2022Dynamic Reserve Price Design with Distributed Solving Algorithmcited by 1
  5. 2022A Reinforcement Learning Approach in Multi-Phase Second-Price Auction Designcited by 1
  6. 2023Corruption-Robust Lipschitz Contextual Searchcited by 1
  7. 2025Learning Local Stackelberg Equilibria from Repeated Interactions with a Learning Agentcited by 1
  8. 2021Signal Transformer: Complex-valued Attention and Meta-Learning for Signal Recognitioncited by 0
  9. 2022Learning Revenue Maximization using Posted Prices for Stochastic Strategic Patient Buyerscited by 0
  10. 2023Differentially Private Online Item Pricingcited by 0
  11. 2023Enhancing Multilingual Speech Recognition through Language Prompt Tuning and Frame-Level Language Adaptercited by 0
  12. 2023GMTR: Graph Matching Transformerscited by 0
  13. 2023DarkShot: Lighting Dark Images with Low-Compute and High-Qualitycited by 0
  14. 2024TRLS: A Time Series Representation Learning Framework via Spectrogram for Medical Signal Processingcited by 0
  15. 2024TEN-GUARD: Tensor Decomposition for Backdoor Attack Detection in Deep Neural Networkscited by 0
  16. 2024T-Pixel2Mesh: Combining Global and Local Transformer for 3D Mesh Generation from a Single Imagecited by 0
  17. 2024Decentralized Online Learning in General-Sum Stackelberg Gamescited by 0
  18. 2024Nash Incentive-compatible Online Mechanism Learning via Weakly Differentially Private Online Learningcited by 0
  19. 2024Strategic Arms with Side Communication Prevail Over Low-Regret MAB Algorithmscited by 0
  20. 2024Towards General Deepfake Detection with Dynamic Curriculumcited by 0
  21. 2024Attr-Int: A Simple and Effective Entity Alignment Framework for Heterogeneous Knowledge Graphscited by 0
  22. 2025Provably Efficient Algorithm for Best Scoring Rule Identification in Online Principal-Agent Information Acquisitioncited by 0
  23. 2025Mask6D: Masked Pose Priors For 6D Object Pose Estimationcited by 0
  24. 2026Toward Optimal Regret in Robust Pricing: Decoupling Corruption and Timecited by 0
  25. 2026A3M: Adaptive, Adversarial and Multi-Objective Learning for Strategic Bidding in Repeated Auctionscited by 0