4 papers
Learning to Bid in FCR Markets: A Best-of-Both-Worlds Approach
Marius Potfer, Cheng Wan, Pierre Gruet
Bidding in the European Frequency Containment Reserve (FCR) market is challenging for flexibility providers because competing offers are hidden and bidders observe only partial fee…
Instance-dependent Stochastic Lipschitz bandit
Marius Potfer, Vianney Perchet
We study the Lipschitz bandit problem, where a learner sequentially maximizes an unknown Lipschitz function over a domain using noisy pointwise ev…
Comparing Uniform Price and Discriminatory Multi-Unit Auctions through Regret Minimization
Marius Potfer, Vianney Perchet
Repeated multi-unit auctions, where a seller allocates multiple identical items over many rounds, are common mechanisms in electricity markets and treasury auctions. We compare the…
Improved learning rates in multi-unit uniform price auctions
Marius Potfer, Dorian Baudry, Hugo Richard +2
Motivated by the strategic participation of electricity producers in electricity day-ahead market, we study the problem of online learning in repeated multi-unit uniform price auct…