2 papers
cs.LG2025
Learning Concave Bid Shading Strategies in Online Auctions via Measure-valued Proximal Optimization
Iman Nodozi, Djordje Gligorijevic, Abhishek Halder
This work proposes a bid shading strategy for first-price auctions as a measure-valued optimization problem. We consider a standard parametric form for bid shading and formulate th…
math.OC2024
Solution of the Probabilistic Lambert Problem: Connections with Optimal Mass Transport, Schrödinger Bridge and Reaction-Diffusion PDEs
Alexis M. H. Teter, Iman Nodozi, Abhishek Halder
The Lambert problem originated in orbital mechanics. It concerns with determining the initial velocity for a boundary value problem involving the dynamical constraint due to gravit…