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Online Bidding for Contextual First-Price Auctions with Budgets under One-Sided Information Feedback

Fu, Zeng et al.
arXiv (All) · Papers
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optimization-and-control
In this paper, we study learning to bid in repeated first-price auctions with a hard budget constraint. We focus on one-sided information feedback: the highest competing bid is observed after a loss but remains unobserved after a win. The competing bid depends on the impression context through an un
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