Improved learning rates in multi-unit uniform price auctions Marius Potfer 1,2 Dorian Baudry 3 Hugo Richard 1

Neural Information Processing Systems 

Motivated by the strategic participation of electricity producers in electricity dayahead market, we study the problem of online learning in repeated multi-unit uniform price auctions focusing on the adversarial opposing bid setting. The main contribution of this paper is the introduction of a new modeling of the bid space.

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