Related papers: Optimal Real-Time Bidding Frameworks Discussion
Online retailers often use third-party demand-side-platforms (DSPs) to conduct offsite advertising and reach shoppers across the Internet on behalf of their advertisers. The process involves the retailer participating in instant auctions…
Real-time bidding (RTB) based display advertising has become one of the key technological advances in computational advertising. RTB enables advertisers to buy individual ad impressions via an auction in real-time and facilitates the…
Real-time bidding (RTB) is an important mechanism in online display advertising, where a proper bid for each page view plays an essential role for good marketing results. Budget constrained bidding is a typical scenario in RTB where the…
We consider a repeated auction where the buyer's utility for an item depends on the time that elapsed since his last purchase. We present an algorithm to build the optimal bidding policy, and then, because optimal might be impractical, we…
We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…
In display ad auctions of Real-Time Bid-ding (RTB), a typical Demand-Side Platform (DSP)bids based on the predicted probability of click and conversion right after an ad impression. Recent studies find such a strategy is suboptimal and…
Displaying banner advertisements (in short, ads) on webpages has usually been discussed as an Internet economics topic where a publisher uses auction models to sell an online user's page view to advertisers and the one with the highest bid…
The most significant progress in recent years in online display advertising is what is known as the Real-Time Bidding (RTB) mechanism to buy and sell ads. RTB essentially facilitates buying an individual ad impression in real time while it…
Online bidding serves as a fundamental information system in mobile ecosystems, facilitating real-time ad allocation across billions of devices while optimizing both platform performance and user experience through data-driven decision…
In this article, we develop a general framework to study optimal execution and to price block trades. We prove existence of optimal liquidation strategies and we provide regularity results for optimal strategies under very general…
Internet search companies sell advertisement slots based on users' search queries via an auction. Advertisers have to determine how to place bids on the keywords of their interest in order to maximize their return for a given budget: this…
In this survey, we summarize recent developments in research fueled by the growing adoption of automated bidding strategies in online advertising. We explore the challenges and opportunities that have arisen as markets embrace this…
Display advertising has traditionally been sold via guaranteed contracts -- a guaranteed contract is a deal between a publisher and an advertiser to allocate a certain number of impressions over a certain period, for a pre-specified price…
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…
Today, billions of display ad impressions are purchased on a daily basis through a public auction hosted by real time bidding (RTB) exchanges. A decision has to be made for advertisers to submit a bid for each selected RTB ad request in…
The optimization of bidding strategies for online advertising slot auctions presents a critical challenge across numerous digital marketplaces. A significant obstacle to the development, evaluation, and refinement of real-time autobidding…
Real-time bidding (RTB) has become one of the largest online advertising markets in the world. Today the bid price per ad impression is typically decided by the expected value of how it can lead to a desired action event (e.g., registering…
Online bidding is a classical problem in online decision-making, with applications in resource allocation, hierarchical clustering, and the analysis of approximation algorithms. We study its randomized learning-augmented variant, where an…
Internet search companies sell advertisement slots based on users' search queries via an auction. While there has been a lot of attention on the auction process and its game-theoretic aspects, our focus is on the advertisers. In particular,…
We consider an infinite dimensional optimization problem motivated by mathematical economics. Within the celebrated "Arbitrage Pricing Model", we use probabilistic and functional analytic techniques to show the existence of optimal…