We consider a setting in which potential buyers of an indivisible item have private and heterogeneous valuation and cost of capital. The valuation and cost of capital can be correlated with each other, but they are independent across buyers. In such a setting, a buyer's utility for the item is...

Motivated by pricing in ad exchange markets, we consider the problem of robust learning of reserve prices against strategic buyers in repeated contextual second-price auctions. Buyers' valuations for an item depend on the context that describes the item. However, the seller is not aware of the...

In online advertising markets, budget-constrained advertisers acquire ad placements through repeated bidding in auctions on various platforms. We present a strategy for bidding optimally in a set of auctions that may or may not be incentive-compatible under the presence of budget constraints....