Revenue management (RM) is the application of analytical methodologies and tools that
predict consumer behavior and optimize product availability and prices to maximize a firm's …

Motivated by pricing in ad exchange markets, we consider the problem of robust learning of
reserve prices against strategic buyers in repeated contextual second-price auctions …

We consider a dynamic pricing problem for repeated contextual second-price auctions with
multiple strategic buyers who aim to maximize their long-term time discounted utility. The …

Many human-facing algorithms--including those that power recommender systems or hiring
decision tools--are trained on data provided by their users. The developers of these …

A special case of Myerson's classic result describes the revenue-optimal equilibrium when a
seller offers a single item to a buyer. We study a natural repeated sales extension of this …

Understanding the convergence properties of learning dynamics in repeated auctions is a
timely and important question in the area of learning in auctions, with numerous applications …

We study the problem of computing data-driven personalized reserve prices in eager
second price auctions without having any assumption on valuation distributions. Here, the …

The second price auction has been the prevalent auction format used by advertising
exchanges because of its simplicity and desirable incentive properties. However, even with …

We study the profit-maximization problem of a market maker in a spread betting market. In
this market, the market maker quotes cutoff lines for the outcome of a certain future event as …

We study the problem of computing data-driven personalized reserve prices in eager
second price auctions without having any assumption on valuation distributions. Here, the …