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This paper considers the maximization of the expected maximum value of a portfolio of random variables subject to a budget constraint. We refer to this as the optimal college application problem. When each variable's cost, or each college's…
Online platforms often incentivize consumers to improve user engagement and platform revenue. Since different consumers might respond differently to incentives, individual-level budget allocation is an essential task in marketing campaigns.…
Small operators who take part in secondary wireless spectrum markets typically have strict budget limits. In this paper, we study the bidding problem of a budget constrained operator in repeated secondary spectrum auctions. In existing…
In the context of influence propagation in a social graph, we can identify three orthogonal dimensions - the number of seed nodes activated at the beginning (known as budget), the expected number of activated nodes at the end of the…
Online advertising has motivated interest in online selection problems. Displaying ads to the right users benefits both the platform (e.g., via pay-per-click) and the advertisers (by increasing their reach). In practice, not all users click…
In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…
Real-world recommendation systems often consist of two phases. In the first phase, multiple predictive models produce the probability of different immediate user actions. In the second phase, these predictions are aggregated according to a…
A widely used heuristic for solving stochastic optimization problems is to use a deterministic rolling horizon procedure, which has been modified to handle uncertainty (e.g. buffer stocks, schedule slack). This approach has been criticized…
Online services such as web search and e-commerce applications typically rely on the collection of data about users, including details of their activities on the web. Such personal data is used to enhance the quality of service via…
In this paper, we study the problem of allocating ads to users through the viral-marketing lens. Advertisers approach the host with a budget in return for the marketing campaign service provided by the host. We show that allocation that…
We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
In online marketing, the advertisers aim to balance achieving high volumes and high profitability. The companies' business units address this tradeoff by maximizing the volumes while guaranteeing a minimum Return On Investment (ROI) level.…
We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…
We study problems with stochastic uncertainty information on intervals for which the precise value can be queried by paying a cost. The goal is to devise an adaptive decision tree to find a correct solution to the problem in consideration…
We consider the problem of bidding in online advertising, where an advertiser aims to maximize value while adhering to budget and Return-on-Spend (RoS) constraints. Unlike prior work that assumes knowledge of the value generated by winning…
Sponsored search auctions are commonly modeled as an assignment of a fixed set of slots (positions) to a set of advertisers, with welfare maximization being reducible to a standard matching problem. Motivated by modern ad formats, we study…
In this paper, we present approximation algorithms for combinatorial optimization problems under probabilistic constraints. Specifically, we focus on stochastic variants of two important combinatorial optimization problems: the k-center…
In this paper we consider multiple constrained resource allocation problems, where the constraints can be specified by formulating activity dependency restrictions or by using game-theoretic models. All the problems are focused on generic…
In online ad markets, a rising number of advertisers are employing bidding agencies to participate in ad auctions. These agencies are specialized in designing online algorithms and bidding on behalf of their clients. Typically, an agency…