Research
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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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0111 · Jul 201519922001200920172026
3 results for “Vickrey-Clarke-Groves”
A Robust Multi-Item Auction Design with Statistical Learningcs.GT

New auction design uses statistical learning to reduce costs and improve fairness.

problem Designing efficient multi-item auctions with reduced implementation costs and fairness.
method Nonparametric density estimation for credible intervals, two new strategies.
result Strategies consistently outperform alternative methods in revenue maximization and cost reduction.
auction designstatistical learningcredible intervalsVickrey-Clarke-Grovescost reduction
2023-02-02abs ↗pdf ↗
Learning Dynamic Mechanisms in Unknown Environments: A Reinforcement Learning Approachcs.LG

New RL approach learns dynamic VCG mechanisms in unknown MDP environments.

problem Learning dynamic VCG mechanisms in unknown MDP environments.
method Reward-free online RL for exploration, combined with function approximation.
result Regret bound of O~(T2/3)\tilde{\mathcal{O}}(T^{2/3}) for dynamic VCG mechanism learning.
Reinforcement LearningDynamic Mechanism DesignMarkov Decision ProcessOnline LearningVCG Mechanism
2022-02-25abs ↗pdf ↗