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Real-Time Bidding is nowadays one of the most promising systems in the online advertising ecosystem. In the presented study, the performance of RTB campaigns is improved by optimising the parameters of the users' profiles and the…

Machine Learning · Computer Science 2019-10-30 Luis Miralles , M. Atif Qureshi , Brian Mac Namee

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…

Computer Science and Game Theory · Computer Science 2020-06-15 Grégoire Jauvion , Nicolas Grislain

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

The real-time bidding (RTB), aka programmatic buying, has recently become the fastest growing area in online advertising. Instead of bulking buying and inventory-centric buying, RTB mimics stock exchanges and utilises computer algorithms to…

Computer Science and Game Theory · Computer Science 2013-06-28 Shuai Yuan , Jun Wang , Xiaoxue Zhao

The proliferation of the Internet has led to the emergence of online advertising, driven by the mechanics of online auctions. In these repeated auctions, software agents participate on behalf of aggregated advertisers to optimize for their…

Machine Learning · Computer Science 2023-06-13 Haozhe Wang , Chao Du , Panyan Fang , Li He , Liang Wang , Bo Zheng

Real time bidding (RTB) enables demand side platforms (bidders) to scale ad campaigns across multiple publishers affiliated to an RTB ad exchange. While driving multiple campaigns for mobile app install ads via RTB, the bidder typically has…

Computer Science and Game Theory · Computer Science 2018-11-13 Anit Kumar Sahu , Shaunak Mishra , Narayan Bhamidipati

We study and formulate arbitrage in display advertising. Real-Time Bidding (RTB) mimics stock spot exchanges and utilises computers to algorithmically buy display ads per impression via a real-time auction. Despite the new automation, the…

Computer Science and Game Theory · Computer Science 2015-06-15 Weinan Zhang , Jun Wang

While the auto-bidding literature predominantly considers independent bidding, we investigate the coordination problem among multiple auto-bidders in online advertising platforms. Two motivating scenarios are: collaborative bidding among…

Computer Science and Game Theory · Computer Science 2026-05-27 Yanru Guan , Jiahao Zhang , Zhe Feng , Tao Lin

For sponsored search auctions, we consider contextual multi-armed bandit problem in the presence of strategic agents. In this setting, at each round, an advertising platform (center) runs an auction to select the best-suited ads relevant to…

Computer Science and Game Theory · Computer Science 2020-02-27 Kumar Abhishek , Shweta Jain , Sujit Gujar

In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…

Optimization and Control · Mathematics 2024-11-26 Luca Di Persio , Matteo Garbelli , Luca M. Giordano

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…

Computer Science and Game Theory · Computer Science 2023-06-14 Fransisca Susan , Negin Golrezaei , Okke Schrijvers

The online advertising market, with its thousands of auctions run per second, presents a daunting challenge for advertisers who wish to optimize their spend under a budget constraint. Thus, advertising platforms typically provide automated…

Machine Learning · Computer Science 2023-10-17 Dmytro Korenkevych , Frank Cheng , Artsiom Balakir , Alex Nikulkov , Lingnan Gao , Zhihao Cen , Zuobing Xu , Zheqing Zhu

The ad-trading desks of media-buying agencies are increasingly relying on complex algorithms for purchasing advertising inventory. In particular, Real-Time Bidding (RTB) algorithms respond to many auctions -- usually Vickrey auctions --…

Optimization and Control · Mathematics 2016-06-20 Joaquin Fernandez-Tapia , Olivier Guéant , Jean-Michel Lasry

This paper explores multi-scenario optimization on large platforms using multi-agent reinforcement learning (MARL). We address this by treating scenarios like search, recommendation, and advertising as a cooperative, partially observable…

Machine Learning · Computer Science 2024-07-04 Yang Zhao , Chang Zhou , Jin Cao , Yi Zhao , Shaobo Liu , Chiyu Cheng , Xingchen Li

Bid optimization in online advertising relies on black-box machine-learning models that learn bidding decisions from historical data. However, these approaches fail to replicate human experts' adaptive, experience-driven, and globally…

Artificial Intelligence · Computer Science 2026-03-06 Huixiang Luo , Longyu Gao , Yaqi Liu , Qianqian Chen , Pingchun Huang , Tianning Li

With the emergence of new online channels and information technology, digital advertising tends to substitute more and more to traditional advertising by offering the opportunity to companies to target the consumers/users that are really…

Optimization and Control · Mathematics 2021-11-17 Médéric Motte , Huyên Pham

This research focuses on the bid optimization problem in the real-time bidding setting for online display advertisements, where an advertiser, or the advertiser's agent, has access to the features of the website visitor and the type of ad…

Machine Learning · Computer Science 2022-10-31 Rui Fan , Erick Delage

Auto-bidding plays an important role in online advertising and has become a crucial tool for advertisers and advertising platforms to meet their performance objectives and optimize the efficiency of ad delivery. Advertisers employing…

Computer Science and Game Theory · Computer Science 2020-12-07 Bin Li , Xiao Yang , Daren Sun , Zhi Ji , Zhen Jiang , Cong Han , Dong Hao

This paper develops a novel multi-agent reinforcement learning (MARL) framework for reinsurance treaty bidding, addressing long-standing inefficiencies in traditional broker-mediated placement processes. We pose the core research question:…

Artificial Intelligence · Computer Science 2026-03-24 Stella C. Dong , James R. Finlay

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…

Computer Science and Game Theory · Computer Science 2013-05-15 Kuang-Chih Lee , Ali Jalali , Ali Dasdan