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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…

Computer Science and Game Theory · Computer Science 2016-02-16 Jian Xu , Xuhui Shao , Jianjie Ma , Kuang-chih Lee , Hang Qi , Quan Lu

Real-time advertising allows advertisers to bid for each impression for a visiting user. To optimize specific goals such as maximizing revenue and return on investment (ROI) led by ad placements, advertisers not only need to estimate the…

Machine Learning · Statistics 2018-11-02 Junqi Jin , Chengru Song , Han Li , Kun Gai , Jun Wang , Weinan Zhang

Real-Time Bidding is a new Internet advertising system that has become very popular in recent years. This system works like a global auction where advertisers bid to display their impressions in the publishers' ad slots. The most popular…

Computer Science and Game Theory · Computer Science 2020-10-26 Luis Miralles-Pechuán , Fernando Jiménez , José Manuel García

Traditional auction theory posits that bid value exhibits a positive correlation with the probability of securing the auctioned object in ascending auctions. However, under uncertainty and incomplete information, as is characteristic in…

Theoretical Economics · Economics 2025-12-19 Dipankar Das

Over the past decade, bidding in power markets has attracted widespread attention. Reinforcement Learning (RL) has been widely used for power market bidding as a powerful AI tool to make decisions under real-world uncertainties. However,…

Machine Learning · Computer Science 2024-10-16 Jinyu Liu , Hongye Guo , Yun Li , Qinghu Tang , Fuquan Huang , Tunan Chen , Haiwang Zhong , Qixin Chen

Revenue-optimal auction design is a challenging problem with significant theoretical and practical implications. Sequential auction mechanisms, known for their simplicity and strong strategyproofness guarantees, are often limited by…

Computer Science and Game Theory · Computer Science 2024-07-12 Sai Srivatsa Ravindranath , Zhe Feng , Di Wang , Manzil Zaheer , Aranyak Mehta , David C. Parkes

In display advertising, users' online ad experiences are important for the advertising effectiveness. However, users have not been well accommodated in real-time bidding (RTB). This further influences their site visits and perception of the…

Multimedia · Computer Science 2017-08-02 Xiang Chen , Bowei Chen , Mohan Kankanhalli

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…

Computer Science and Game Theory · Computer Science 2017-08-02 Xiang Chen , Bowei Chen , Mohan Kankanhalli

Auto-bidding plays a crucial role in facilitating online advertising by automatically providing bids for advertisers. Reinforcement learning (RL) has gained popularity for auto-bidding. However, most current RL auto-bidding methods are…

Machine Learning · Computer Science 2024-10-10 Jiayan Guo , Yusen Huo , Zhilin Zhang , Tianyu Wang , Chuan Yu , Jian Xu , Yan Zhang , Bo Zheng

Real-Time Bidding (RTB) is revolutionising display advertising by facilitating per-impression auctions to buy ad impressions as they are being generated. Being able to use impression-level data, such as user cookies, encourages user…

Computer Science and Game Theory · Computer Science 2016-03-04 Weinan Zhang , Yifei Rong , Jun Wang , Tianchi Zhu , Xiaofan Wang

Online Real-Time Bidding (RTB) is a complex auction game among which advertisers struggle to bid for ad impressions when a user request occurs. Considering display cost, Return on Investment (ROI), and other influential Key Performance…

Artificial Intelligence · Computer Science 2022-07-07 Haolin Zhou , Chaoqi Yang , Xiaofeng Gao , Qiong Chen , Gongshen Liu , Guihai Chen

Many online applications running on live traffic are powered by machine learning models, for which training, validation, and hyper-parameter tuning are conducted on historical data. However, it is common for models demonstrating strong…

Machine Learning · Computer Science 2021-01-27 Jiayi Xie , Michael Tashman , John Hoffman , Lee Winikor , Rouzbeh Gerami

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…

Information Retrieval · Computer Science 2022-03-01 Daisuke Moriwaki , Yuta Hayakawa , Akira Matsui , Yuta Saito , Isshu Munemasa , Masashi Shibata

Digital advertising platforms operate millisecond-level auctions through Real-Time Bidding (RTB) systems, where advertisers compete for ad impressions through algorithmic bids. This dynamic mechanism enables precise audience targeting but…

Machine Learning · Computer Science 2025-08-11 Pusen Dong , Chenglong Cao , Xinyu Zhou , Jirong You , Linhe Xu , Feifan Xu , Shuo Yuan

With the large number of prosumers deploying distributed energy resources (DERs), integrating these prosumers into a transactive energy market (TEM) is a trend for the future smart grid. A community-based double auction market is considered…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Jun Jiang , Yuanliang Li , Luyang Hou , Mohsen Ghafouri , Peng Zhang , Jun Yan , Yuhong Liu

In this paper we present an end-to-end framework for addressing the problem of dynamic pricing (DP) on E-commerce platform using methods based on deep reinforcement learning (DRL). By using four groups of different business data to…

Machine Learning · Computer Science 2021-09-01 Jiaxi Liu , Yidong Zhang , Xiaoqing Wang , Yuming Deng , Xingyu Wu

In programmatic advertising, ad slots are usually sold using second-price (SP) auctions in real-time. The highest bidding advertiser wins but pays only the second-highest bid (known as the winning price). In SP, for a single item, the…

Machine Learning · Computer Science 2020-01-22 Aritra Ghosh , Saayan Mitra , Somdeb Sarkhel , Jason Xie , Gang Wu , Viswanathan Swaminathan

Real-time bidding, as one of the most popular mechanisms for selling online ad slots, facilitates advertisers to reach their potential customers. The goal of bidding optimization is to maximize the advertisers' return on investment (ROI)…

Computer Science and Game Theory · Computer Science 2019-03-01 Manxing Du , Alexander I. Cowen-Rivers , Ying Wen , Phu Sakulwongtana , Jun Wang , Mats Brorsson , Radu State

Online display advertising is growing rapidly in recent years thanks to the automation of the ad buying process. Real-time bidding (RTB) allows the automated trading of ad impressions between advertisers and publishers through real-time…

Machine Learning · Computer Science 2020-08-31 Yang Qiu , Nikolaos Tziortziotis , Martial Hue , Michalis Vazirgiannis

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…