Edit: Thinking a bit more about this, the real time bidding aspect isn't really a problem. You do need to know how many other players there are now/in the futu

Edit: Thinking a bit more about this, the real time bidding aspect isn't really a problem. You do need to know how many other players there are now/in the future though. Symmetrical strategies: bid_cost(t) = object_value * (1-p(t+1))^N-2 for all t, for all agents not currently winning auction is a MSNE.