https://peertube.r2.enst.fr/videos/watch/f87423bf-c705-49e2-acc4-ee2fbb9a868f For further info, visit our website at https://www.lincs.fr​​​ Seminar talk by Alexandre Pacaud (Télécom-Paris) (15/06/2022) "Bidding efficiently in Simultaneous Ascending Auctions using Monte Carlo Tree Search" Abstract We tackle in this work the problem for a player to efficiently bid in Simultaneous Ascending Auctions (SAA). Although the success of SAA partially comes from its relative simplicity, bidding efficiently in such an auction is complicated as it presents a number of complex strategical problems. No generic algorithm or analytical solution has yet been able to compute the optimal bidding strategy in face of such complexities. By modelling the auction as a turn-based deterministic game with complete information, we propose the first algorithm which tackles simultaneously two of its main issues: exposure and own price effect. Our bidding strategy is computed by Monte Carlo Tree Search (MCTS) which relies on a new method for the prediction of closing prices. We show that our algorithm significantly outperforms state-of-the-art existing bidding methods. More precisely, our algorithm achieves a higher expected utility by taking lower risks than existing strategies. Sat, 25 Jul 2026 23:27:22 GMT https://validator.w3.org/feed/docs/rss2.html PeerTube - https://peertube.r2.enst.fr https://peertube.r2.enst.fr/lazy-static/avatars/216a33fc-1ec0-4e00-aae8-030127d397f2.png https://peertube.r2.enst.fr/videos/watch/f87423bf-c705-49e2-acc4-ee2fbb9a868f All rights reserved, unless otherwise specified in the terms specified at https://peertube.r2.enst.fr/about and potential licenses granted by each content's rightholder.