arxivcs.CLcs.LG2026-06-27
A3M: Adaptive, Adversarial and Multi-Objective Learning for Strategic Bidding in Repeated Auctions
Junhan Li, Yuxin Zhang, Haoran Wang, Minghao Chen
Learning to bid in repeated multi-unit auctions with bandit feedback poses a fundamental challenge. Existing methods often rely on rigid explore-then-exploit schedules, assume stationary adversaries, and optimize solely for bidder utility, thereby limiting adaptability and strate…