Equilibrium Learning in Auction Markets
Abstract
My dissertation investigates the computation of Bayes-Nash equilibria in auctions via multiagent learning. A particular focus lies on the game-theoretic analysis of learned gradient dynamics in such markets. This requires overcoming several technical challenges like non-differentiable utility functions and infinite-dimensional strategy spaces. Positive results may open the door for wide-ranging applications in Market Design and the economic sciences.
Cite
Text
Heidekrüger. "Equilibrium Learning in Auction Markets." AAAI Conference on Artificial Intelligence, 2022. doi:10.1609/AAAI.V36I11.21578Markdown
[Heidekrüger. "Equilibrium Learning in Auction Markets." AAAI Conference on Artificial Intelligence, 2022.](https://mlanthology.org/aaai/2022/heidekruger2022aaai-equilibrium/) doi:10.1609/AAAI.V36I11.21578BibTeX
@inproceedings{heidekruger2022aaai-equilibrium,
title = {{Equilibrium Learning in Auction Markets}},
author = {Heidekrüger, Stefan},
booktitle = {AAAI Conference on Artificial Intelligence},
year = {2022},
pages = {12882-12883},
doi = {10.1609/AAAI.V36I11.21578},
url = {https://mlanthology.org/aaai/2022/heidekruger2022aaai-equilibrium/}
}