Related papers: Dual Based DSP Bidding Strategy and its Applicatio…
Online advertising platforms often face a common challenge: the cold start problem. Insufficient behavioral data (clicks) makes accurate click-through rate (CTR) forecasting of new ads challenging. CTR for "old" items can also be…
We study the dynamic pricing and replenishment problems under inconsistent decision frequencies. Different from the traditional demand assumption, the discreteness of demand and the parameter within the Poisson distribution as a function of…
We study how a budget-constrained bidder should learn to adaptively bid in repeated first-price auctions to maximize her cumulative payoff. This problem arose due to an industry-wide shift from second-price auctions to first-price auctions…
In this paper, we consider the problem of optimizing the revenue a web publisher gets through real-time bidding (i.e. from ads sold in real-time auctions) and direct (i.e. from ads sold through contracts agreed in advance). We consider a…
Ads on the Internet are increasingly sold via ad exchanges such as RightMedia, AdECN and Doubleclick Ad Exchange. These exchanges allow real-time bidding, that is, each time the publisher contacts the exchange, the exchange ``calls out'' to…
We perform a simulation-based analysis of keyword auctions modeled as one-shot games of incomplete information to study a series of mechanism design questions. Our first question addresses the degree to which incentive compatibility fails…
We study the problem of finding the optimal bidding strategy for an advertiser in a multi-platform auction setting. The competition on a platform is captured by a value and a cost function, mapping bidding strategies to value and cost…
In targeted online advertising, advertisers look for maximizing campaign performance under delivery constraint within budget schedule. Most of the advertisers typically prefer to impose the delivery constraint to spend budget smoothly over…
Digital advertising constitutes one of the main revenue sources for online platforms. In recent years, some advertisers tend to adopt auto-bidding tools to facilitate advertising performance optimization, making the classical \emph{utility…
Sponsored search positions are typically allocated through real-time auctions, where the outcomes depend on advertisers' quality-adjusted bids - the product of their bids and quality scores. Although quality scoring helps promote ads with…
Renewable sources are taking center stage in electricity generation. However, matching supply with demand in a renewable-rich system is a difficult task due to the intermittent nature of renewable resources (wind, solar, etc.). As a result,…
A seller wants to sell an item to $n$ buyers. Buyer valuations are drawn i.i.d. from a distribution unknown to the seller; the seller only knows that the support is included in $[a, b]$. To be robust, the seller chooses a DSIC mechanism…
Pay-per-click advertising includes various formats (\emph{e.g.}, search, contextual, social) with a total investment of more than 200 billion USD per year worldwide. An advertiser is given a daily budget to allocate over several, even…
Autonomous vehicles will be an integral part of ride-sharing services in the future. This setting differs from traditional ride-sharing marketplaces because of the absence of the supply side (drivers). However, it has far-reaching…
The autobidding system generates huge revenue for advertising platforms, garnering substantial research attention. Existing studies in autobidding systems focus on designing Autobidding Incentive Compatible (AIC) mechanisms, where the…
We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…
We study a repeated trading problem in which a mechanism designer facilitates trade between a single seller and multiple buyers. Our model generalizes the classic bilateral trade setting to a multi-buyer environment. Specifically, the…
Over the past few years, ride-sharing has emerged as an effective way to relieve traffic congestion. A key problem for these platforms is to come up with a revenue-optimal (or GMV-optimal) pricing scheme and an induced vehicle dispatching…
The generalized second price (GSP) auction has served as the core selling mechanism for sponsored search ads for over a decade. However, recent trends expanding the set of allowed ad formats---to include a variety of sizes, decorations, and…
Mechanism design for one-sided markets has been investigated for several decades in economics and in computer science. More recently, there has been an increased attention on mechanisms for two-sided markets, in which buyers and sellers act…