7 papers
Harnessing Unimodality in Semiparametric Contextual Pricing via Oracle Price Map Learning
Yingying Fan, Yuxuan Han, Jinchi Lv +2
We study contextual dynamic pricing in a semiparametric scalar-index valuation model where the latent value is , with an unknown utility map a…
The (Marginal) Value of a Search Ad: An Online Causal Framework for Repeated Second-price Auctions
Yuxiao Wen, Zihao Hu, Yanjun Han +2
Existing auto-bidding algorithms in digital advertising often treat the value of an ad opportunity as the revenue obtained when an ad is shown and/or clicked, and bid accordingly.…
Learning to Bid with Unknown Private Values in Budget-Constrained First-Price Auctions
Zihao Hu, Yuxiao Wen, Yuan Yao +2
We study the operational problem of automated bidding in repeated first-price auctions under budget and return-on-spend (RoS) constraints. In this setting, an auto-bidder must tran…
Optimal Online and Offline Algorithms for Contextual MNL with Applications to Assortment and Pricing
Yunfan Zhang, Yuxuan Han, Hongyu Shan +2
Selecting which products to display and at what prices is a central decision in retail and e-commerce operations. In many applications, these two choices must be made jointly under…
Optimal Arm Elimination Algorithms for Combinatorial Bandits
Yuxiao Wen, Yanjun Han, Zhengyuan Zhou
Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendati…
Joint Value Estimation and Bidding in Repeated First-Price Auctions
Yuxiao Wen, Yanjun Han, Zhengyuan Zhou
We study regret minimization in repeated first-price auctions (FPAs), where a bidder observes only the realized outcome after each auction -- win or loss. This setup reflects pract…