@inproceedings{b2f2a8ce6d794c7c9a5f3a43524a575a,
title = "A model-free approach for a TAC-AA trading agent",
abstract = "We describe a model-free approach to bidding in the Ad-Auctions Trading Agents Competition: First, a simple and robust yet high-performing agent using a Regret Minimization optimization algorithm for the 2010 competition, followed by our top performing agent for the 2011 competition, still using simplified modeling and optimization methods. Specifically, we model the user populations using particle filters, but base the observations on a Nearest Neighbor estimator (instead of game specific parameters). We implement a simple and effective bid optimization algorithm by applying the equimarginal principle combined with perplexity-based regularization. The implementation of our 2011 agent also remains model-free in the sense that we do not attempt to model the competing agents behavior for estimating costs and associated game parameters.",
author = "Mariano Schain and Shai Hertz and Yishay Mansour",
note = "Publisher Copyright: {\textcopyright} Springer-Verlag Berlin Heidelberg 2013.; International Workshop on Agent-Mediated Electronic Commerce and Trading Agent Design and Analysis, AMEC/TADA 2012 ; Conference date: 04-06-2012 Through 04-06-2012",
year = "2013",
doi = "10.1007/978-3-642-40864-9\_9",
language = "الإنجليزيّة",
isbn = "9783642408632",
series = "Lecture Notes in Business Information Processing",
publisher = "Springer Verlag",
pages = "119--132",
editor = "Esther David and Valentin Robu and Sebastian Stein and Christopher Kiekintveld and Onn Shehory",
booktitle = "Agent-Mediated Electronic Commerce",
address = "ألمانيا",
}