Myersonian Regression

no code implementations • NeurIPS 2020 • Allen Liu, Renato Leme, Jon Schneider

Motivated by pricing applications in online advertising, we study a variant of linear regression with a discontinuous loss function that we term Myersonian regression.

regression

Contextual Pricing for Lipschitz Buyers

no code implementations • NeurIPS 2018 • Jieming Mao, Renato Leme, Jon Schneider

For the symmetric loss $\ell(f(x_t), y_t) = \vert f(x_t) - y_t \vert$, we provide an algorithm for this problem achieving total loss $O(\log T)$ when $d=1$ and $O(T^{(d-1)/d})$ when $d>1$, and show that both bounds are tight (up to a factor of $\sqrt{\log T}$).

Dynamic Revenue Sharing

no code implementations • NeurIPS 2017 • Santiago Balseiro, Max Lin, Vahab Mirrokni, Renato Leme, Iiis Song Zuo

In this paper, we characterize the optimal revenue sharing scheme that satisfies both constraints in expectation.