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Paper · arXiv

A3M: Adaptive, Adversarial and Multi-Objective Learning for Strategic Bidding in Repeated Auctions

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 strategic robustness. To address these limitations, we introduce the A3M framework, which integrates adaptive deep reinforcement learning (DRL), explicit adversarial reasoning, and principled multi-objective reward design for online auction strategy optimization. A3M employs an actor-critic DRL backbone to dynamically balance exploration and exploitation, an opponent model for fictitious play against non-stationary adve...

AuthorsJunhan Li, Yuxin Zhang, Haoran Wang et al.
Primary categorycs.CL
Published27 June 2026
Last updated at source27 June 2026
cs.CLcs.LG
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