Optimal Auctions through Deep Learning

Paul Duetting, Zhe Feng, Harikrishna Narasimhan, David C. Parkes, Sai Srivatsa Ravindranath

Abstract: Designing an incentive compatible auction that maximizes expected revenue is an intricate task. The single-item case was resolved in a seminal piece of work by Myerson in 1981. Even after 30-40 yea...