Optimal Auctions through Deep Learning

Optimal Auctions through Deep Learning, Dütting et al., 2019 How to design a revenue maximising and incentive compatible auction in settings where we do not know how to explicitly characterise the allocation and payment functions? Or, more the point, how to design such auctions for most real world applications? Today’s paper proposes neural networks toContinue reading “Optimal Auctions through Deep Learning”