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Showing 1 to 1 of 1 for “"Algorithmic Bidding"”.
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ONLINE LEARNING AND ITS APPLICATIONS IN ELECTRICITY MARKETS
… is the online learning problem of optimal bidding strategy in repeated multi-commodity auctions. A polynomial-time online learning algorithm is proposed to maximize the cumulative payoff over a finite horizon by allocating the bidder's budget among his bids for K options in each period. The …