Official code for the experimental section of the paper:
A Reinforcement Learning Approach in Multi-Phase Second-Price Auction Design
Rui Ai, Boxiang Lyu, Zhaoran Wang, Zhuoran Yang, Michael I. Jordan [arXiv]
We implement the following algorithms under different market noise distributions:
Contextual Bandit Setting:
- CLUB
- SCORP
- NPAC-S
MDP Setting:
- CLUB
- NPAC-S
If you use this codebase, or otherwise found our work valuable, please cite:
@article{ai2022reinforcement,
title={A reinforcement learning approach in multi-phase second-price auction design},
author={Ai, Rui and Lyu, Boxiang and Wang, Zhaoran and Yang, Zhuoran and Jordan, Michael I},
journal={arXiv preprint arXiv:2210.10278},
year={2022}
}