# A3M: Adaptive, Adversarial and Multi-Objective Learning for Strategic Bidding in Repeated Auctions

arXiv: https://arxiv.org/abs/2606.28943 · HTML: https://mlsanity.com/paper/2606.28943/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Adversarial robustness and RL in finance, one of 15 directions in Deep reinforcement learning methods.
- Builds on 39 of its 84 references that are in the map.
- First posted on arXiv 27 Jun 2026.

## Placed in

- Deep reinforcement learning methods / [Adversarial robustness and RL in finance](https://mlsanity.com/deeprl/adversarial-robustness-and-rl-in-finance/)

## Builds on (most cited first, 30 of 39)

- [Asynchronous Methods for Deep Reinforcement Learning](https://mlsanity.com/paper/1602.01783/) (2016)
- [Lumina-DiMOO: An Omni Diffusion Large Language Model for Multi-Modal Generation and Understanding](https://mlsanity.com/paper/2510.06308/) (2025)
- [VMT-Adapter: Parameter-Efficient Transfer Learning for Multi-Task Dense Scene Understanding](https://mlsanity.com/paper/2312.08733/) (2023)
- [ReAgent-V: A Reward-Driven Multi-Agent Framework for Video Understanding](https://mlsanity.com/paper/2506.01300/) (2025)
- [Large Language Models and Cognitive Science: A Comprehensive Review of Similarities, Differences, and Challenges](https://mlsanity.com/paper/2409.02387/) (2024)
- [Online learning in repeated auctions](https://mlsanity.com/paper/1511.05720/) (2015)
- [Learning Prices for Repeated Auctions with Strategic Buyers](https://mlsanity.com/paper/1311.6838/) (2013)
- [Lumina-mGPT 2.0: Stand-Alone AutoRegressive Image Modeling](https://mlsanity.com/paper/2507.17801/) (2025)
- [Learning to Bid Without Knowing your Value](https://mlsanity.com/paper/1711.01333/) (2017)
- [Optimal No-regret Learning in Repeated First-price Auctions](https://mlsanity.com/paper/2003.09795/) (2020)
- [WcDT: World-centric Diffusion Transformer for Traffic Scene Generation](https://mlsanity.com/paper/2404.02082/) (2024)
- [R2I-Bench: Benchmarking Reasoning-Driven Text-to-Image Generation](https://mlsanity.com/paper/2505.23493/) (2025)
- [GUI Agents for Continual Game Generation](https://mlsanity.com/paper/2605.28258/) (2026)
- [MemMark: State-Evolution Attribution Watermarking for Agent Long-Term Memory Systems](https://mlsanity.com/paper/2605.25002/) (2026)
- [MVI-Bench: A Comprehensive Benchmark for Evaluating Robustness to Misleading Visual Inputs in LVLMs](https://mlsanity.com/paper/2511.14159/) (2025)
- [PDTrim: Targeted Pruning for Prefill-Decode Disaggregation in Inference](https://mlsanity.com/paper/2509.04467/) (2025)
- [Sensitivity-LoRA: Low-Load Sensitivity-Based Fine-Tuning for Large Language Models](https://mlsanity.com/paper/2509.09119/) (2025)
- [TrimTokenator-LC: Towards Adaptive Visual Token Pruning for Large Multimodal Models with Long Contexts](https://mlsanity.com/paper/2512.22748/) (2025)
- [HyperAdaLoRA: Accelerating LoRA Rank Allocation During Training via Hypernetworks without Sacrificing Performance](https://mlsanity.com/paper/2510.02630/) (2025)
- [Multi-Agent Medical Decision Consensus Matrix System: An Intelligent Collaborative Framework for Oncology MDT Consultations](https://mlsanity.com/paper/2512.14321/) (2025)
- [SuperFlow: Training Flow Matching Models with RL on the Fly](https://mlsanity.com/paper/2512.17951/) (2025)
- [STRIDE: Strategic Trajectory Reasoning via Discriminative Estimation for Verifiable Reinforcement Learning](https://mlsanity.com/paper/2606.15866/) (2026)
- [No-regret Learning in Repeated First-Price Auctions with Budget Constraints](https://mlsanity.com/paper/2205.14572/) (2022)
- [TrimTokenator: Towards Adaptive Visual Token Pruning for Large Multimodal Models](https://mlsanity.com/paper/2509.00320/) (2025)
- [Abductive Inference in Retrieval-Augmented Language Models: Generating and Validating Missing Premises](https://mlsanity.com/paper/2511.04020/) (2025)
- [Probability-Entropy Calibration: An Elastic Indicator for Adaptive Fine-tuning](https://mlsanity.com/paper/2602.01745/) (2026)
- [CenterMamba-SAM: Center-Prioritized Scanning and Temporal Prototypes for Brain Lesion Segmentation](https://mlsanity.com/paper/2511.01243/) (2025)
- [LLM-Driven Adaptive Source-Sink Identification and False Positive Mitigation for Static Analysis](https://mlsanity.com/paper/2511.04023/) (2025)
- [ShieldedCode: Learning Robust Representations for Virtual Machine Protected Code](https://mlsanity.com/paper/2601.20679/) (2026)
- [Learning to bid in revenue-maximizing auctions](https://mlsanity.com/paper/1902.10427/) (2019)

## Abstract (arXiv)

Learning to bid in repeated multi-unit auctions with bandit feedback poses a fundamental challenge. Existing methods often rely on rigid explore-then-exploit schedules, assume stationary adversaries, and optimize solely for bidder utility, thereby limiting adaptability and strategic robustness. To address these limitations, we introduce the A3M framework, which integrates adaptive deep reinforcement learning (DRL), explicit adversarial reasoning, and principled multi-objective reward design for online auction strategy optimization. A3M employs an actor-critic DRL backbone to dynamically balance exploration and exploitation, an opponent model for fictitious play against non-stationary adversaries, and a composite reward function to jointly maximize utility, auctioneer revenue, and fairness. We provide the first comprehensive empirical evaluation of this integrated approach against established baselines in both discriminatory and uniform price auctions. Results show that A3M reduces final regret by 30--40% in standard settings, maintains robust performance against adversarial strategy shifts, scales favorably with the number of units K, and enables tunable multi-objective trade-offs. An extensive ablation study confirms the necessity of each core component. Our work establishes A3M as a powerful and flexible framework for learning in complex auction environments.
