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We develop a novel optimization model to maximize the profit of a Demand-Side Platform (DSP) while ensuring that the budget utilization preferences of the DSP's advertiser clients are adequately met. Our model is highly flexible and can be…

Optimization and Control · Mathematics 2018-05-31 Alfonso Lobos , Paul Grigas , Zheng Wen , Kuang-chih Lee

Given the magnitude of online auction transactions, it is difficult to safeguard consumers from dishonest sellers, such as shill bidders. To date, the application of Machine Learning Techniques (MLTs) to auction fraud has been limited,…

Machine Learning · Computer Science 2019-08-26 Sulaf Elshaar , Samira Sadaoui

Deep reinforcement learning (DRL) has demonstrated its potential in solving complex manufacturing decision-making problems, especially in a context where the system learns over time with actual operation in the absence of training data. One…

Machine Learning · Computer Science 2023-04-14 Miguel Neves , Pedro Neto

Sponsored product advertisements constitute a major revenue source for online marketplaces such as Amazon, Walmart, and Alibaba. A key operational challenge in these systems lies in the Sponsored Listings Ranking (SLR) problem, that is,…

General Economics · Economics 2025-11-13 Haihao Lu , Luyang Zhang , Yuting Zhu

We propose a general stochastic framework for modelling repeated auctions in the Real Time Bidding (RTB) ecosystem using point processes. The flexibility of the framework allows a variety of auction scenarios including configuration of…

Machine Learning · Statistics 2023-08-21 Seong Jin Lee , Bumsik Kim

This paper gives a detailed review of reinforcement learning (RL) in combinatorial optimization, introduces the history of combinatorial optimization starting in the 1950s, and compares it with the RL algorithms of recent years. This paper…

Machine Learning · Computer Science 2023-10-04 Yunhao Yang , Andrew Whinston

With the rising number of machine learning competitions, the world has witnessed an exciting race for the best algorithms. However, the involved data selection process may fundamentally suffer from evidence ambiguity and concept drift…

Machine Learning · Computer Science 2020-06-15 Hoang D. Nguyen , Xuan-Son Vu , Quoc-Tuan Truong , Duc-Trong Le

There are two major ways of selling impressions in display advertising. They are either sold in spot through auction mechanisms or in advance via guaranteed contracts. The former has achieved a significant automation via real-time bidding…

Computer Science and Game Theory · Computer Science 2015-12-11 Bowei Chen , Shuai Yuan , Jun Wang

Online recommendation requires handling rapidly changing user preferences. Deep reinforcement learning (DRL) is gaining interest as an effective means of capturing users' dynamic interest during interactions with recommender systems.…

Information Retrieval · Computer Science 2021-10-22 Xiaocong Chen , Lina Yao , Xianzhi Wang , Julian McAuley

Auctions are becoming an increasingly popular method for transacting business, especially over the Internet. This article presents a general approach to building autonomous bidding agents to bid in multiple simultaneous auctions for…

Artificial Intelligence · Computer Science 2011-06-28 J. A. Csirik , M. L. Littman , D. McAllester , R. E. Schapire , P. Stone

Automated bidding, an emerging intelligent decision making paradigm powered by machine learning, has become popular in online advertising. Advertisers in automated bidding evaluate the cumulative utilities and have private financial…

Computer Science and Game Theory · Computer Science 2023-08-22 Yidan Xing , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu , Guihai Chen

The traveling purchaser problem (TPP) is an important combinatorial optimization problem with broad applications. Due to the coupling between routing and purchasing, existing works on TPPs commonly address route construction and purchase…

Optimization and Control · Mathematics 2025-07-03 Haofeng Yuan , Rongping Zhu , Wanlu Yang , Shiji Song , Keyou You , Wei Fan , C. L. Philip Chen

Modern online advertising systems inevitably rely on personalization methods, such as click-through rate (CTR) prediction. Recent progress in CTR prediction enjoys the rich representation capabilities of deep learning and achieves great…

Information Retrieval · Computer Science 2021-06-16 Chao Du , Zhifeng Gao , Shuo Yuan , Lining Gao , Ziyan Li , Yifan Zeng , Xiaoqiang Zhu , Jian Xu , Kun Gai , Kuang-chih Lee

In E-commerce advertising, where product recommendations and product ads are presented to users simultaneously, the traditional setting is to display ads at fixed positions. However, under such a setting, the advertising system loses the…

Machine Learning · Computer Science 2019-09-04 Weixun Wang , Junqi Jin , Jianye Hao , Chunjie Chen , Chuan Yu , Weinan Zhang , Jun Wang , Xiaotian Hao , Yixi Wang , Han Li , Jian Xu , Kun Gai

Reinforcement learning has been widely applied in automated bidding. Traditional approaches model bidding as a Markov Decision Process (MDP). Recently, some studies have explored using generative reinforcement learning methods to address…

Machine Learning · Computer Science 2025-07-23 Kaiyuan Li , Pengyu Wang , Yunshan Peng , Pengjia Yuan , Yanxiang Zeng , Rui Xiang , Yanhua Cheng , Xialong Liu , Peng Jiang

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

Auto-bidding systems are widely used in advertising to automatically determine bid values under constraints such as total budget and Return-on-Spend (RoS) targets. Existing works often assume that the value of an ad impression, such as the…

Machine Learning · Computer Science 2026-02-03 Jiale Han , Chun Gan , Chengcheng Zhang , Jie He , Zhangang Lin , Ching Law , Xiaowu Dai

"High Quality Related Search Query Suggestions" task aims at recommending search queries which are real, accurate, diverse, relevant and engaging. Obtaining large amounts of query-quality human annotations is expensive. Prior work on…

Information Retrieval · Computer Science 2021-08-11 Praveen Kumar Bodigutla

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…

Machine Learning · Computer Science 2025-05-23 Jianyu Xu , Xuan Wang , Yu-Xiang Wang , Jiashuo Jiang

Existing neural methods for the Travelling Salesman Problem (TSP) mostly aim at finding a single optimal solution. To discover diverse yet high-quality solutions for Multi-Solution TSP (MSTSP), we propose a novel deep reinforcement learning…

Machine Learning · Computer Science 2025-01-03 Qi Li , Zhiguang Cao , Yining Ma , Yaoxin Wu , Yue-Jiao Gong