# Tight Regret Bounds for Bilateral Trade under Semi Feedback

arXiv: https://arxiv.org/abs/2601.16412 · HTML: https://mlsanity.com/paper/2601.16412/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 6 of its 13 references that are in the map.
- First posted on arXiv 23 Jan 2026.

## Builds on (most cited first, 6 of 6)

- [Bilateral Trade: A Regret Minimization Perspective](https://mlsanity.com/paper/2109.12974/) (2021)
- [An α-regret analysis of Adversarial Bilateral Trade](https://mlsanity.com/paper/2210.06846/) (2022)
- [Better Regret Rates in Bilateral Trade via Sublinear Budget Violation](https://mlsanity.com/paper/2507.11419/) (2025)
- [Nearly Tight Regret Bounds for Profit Maximization in Bilateral Trade](https://mlsanity.com/paper/2509.22563/) (2025)
- [Online Two-Sided Markets: Many Buyers Enhance Learning](https://mlsanity.com/paper/2503.01529/) (2025)
- [Tight Regret Bounds for Fixed-Price Bilateral Trade](https://mlsanity.com/paper/2504.04349/) (2025)

## Abstract (arXiv)

The study of textitregret minimization in fixed-price bilateral trade has received considerable attention in recent research. Previous works [CCC+24a, CCC+24b, AFF24, BCCF24, CJLZ25, LCM25a, GDFS25] have acquired a thorough understanding of the problem, except for determining the tight regret bound for GBB semi-feedback fixed-price mechanisms under adversarial values. In this paper, we resolve this open question by devising an widetildeO(T2 / 3)-regret mechanism, matching the Omega(T2 / 3) lower bound from [CJLZ25] up to polylogarithmic factors.