Search Results for author: Sébastien Lahaie

Found 7 papers, 0 papers with code

Robust Pricing in Dynamic Mechanism Design

no code implementations ICML 2020 Yuan Deng, Sébastien Lahaie, Vahab Mirrokni

Motivated by the repeated sale of online ads via auctions, optimal pricing in repeated auctions has attracted a large body of research.

Reserve Price Optimization for First Price Auctions

no code implementations11 Jun 2020 Zhe Feng, Sébastien Lahaie, Jon Schneider, Jinchao Ye

The display advertising industry has recently transitioned from second- to first-price auctions as its primary mechanism for ad allocation and pricing.

A Robust Non-Clairvoyant Dynamic Mechanism for Contextual Auctions

no code implementations NeurIPS 2019 Yuan Deng, Sébastien Lahaie, Vahab Mirrokni

Dynamic mechanisms offer powerful techniques to improve on both revenue and efficiency by linking sequential auctions using state information, but these techniques rely on exact distributional information of the buyers’ valuations (present and future), which limits their use in learning settings.

Learning to Clear the Market

no code implementations4 Jun 2019 Weiran Shen, Sébastien Lahaie, Renato Paes Leme

The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied.

A Bayesian Clearing Mechanism for Combinatorial Auctions

no code implementations14 Dec 2017 Gianluca Brero, Sébastien Lahaie

We cast the problem of combinatorial auction design in a Bayesian framework in order to incorporate prior information into the auction process and minimize the number of rounds to convergence.

Arbitrage-Free Combinatorial Market Making via Integer Programming

no code implementations9 Jun 2016 Christian Kroer, Miroslav Dudík, Sébastien Lahaie, Sivaraman Balakrishnan

We present a new combinatorial market maker that operates arbitrage-free combinatorial prediction markets specified by integer programs.

Information Aggregation in Exponential Family Markets

no code implementations22 Feb 2014 Jacob Abernethy, Sindhu Kutty, Sébastien Lahaie, Rahul Sami

We consider the design of prediction market mechanisms known as automated market makers.

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