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We study the problem of auction design for advertising platforms that face strategic advertisers who are bidding across platforms. Each advertiser's goal is to maximize their total value or conversions while satisfying some constraint(s)…

Computer Science and Game Theory · Computer Science 2024-05-07 Gagan Aggarwal , Andres Perlroth , Ariel Schvartzman , Mingfei Zhao

A number of problems in relational Artificial Intelligence can be viewed as Stochastic Constraint Optimization Problems (SCOPs). These are constraint optimization problems that involve objectives or constraints with a stochastic component.…

Artificial Intelligence · Computer Science 2018-07-04 Anna L. D. Latour , Behrouz Babaki , Siegfried Nijssen

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…

Machine Learning · Computer Science 2021-12-24 Nicolò Cesa-Bianchi , Tommaso Cesari , Yishay Mansour , Vianney Perchet

Online auction scenarios, such as bidding searches on advertising platforms, often require bidders to participate repeatedly in auctions for identical or similar items. Most previous studies have only considered the process by which the…

Computer Science and Game Theory · Computer Science 2024-02-28 Yudong Hu , Congying Han , Tiande Guo , Hao Xiao

Bid shading plays a crucial role in Real-Time Bidding (RTB) by adaptively adjusting the bid to avoid advertisers overspending. Existing mainstream two-stage methods, which first model bid landscapes and then optimize surplus using…

Computer Science and Game Theory · Computer Science 2026-04-30 Yinqiu Huang , Hao Ma , Wenshuai Chen , Zongwei Wang , Shuli Wang , Yongqiang Zhang , Xue Wei , Yinhua Zhu , Haitao Wang , Xingxing Wang

We propose a novel method for expediting both symmetric and asymmetric Distributed Constraint Optimization Problem (DCOP) solvers. The core idea is based on initializing DCOP solvers with greedy fast non-iterative DCOP solvers. This is…

Multiagent Systems · Computer Science 2020-09-07 Cornelis Jan van Leeuwen , Przemyzław Pawełczak

Online auctions play a central role in online advertising, and are one of the main reasons for the industry's scalability and growth. With great changes in how auctions are being organized, such as changing the second- to first-price…

Computer Science and Game Theory · Computer Science 2020-09-04 Djordje Gligorijevic , Tian Zhou , Bharatbhushan Shetty , Brendan Kitts , Shengjun Pan , Junwei Pan , Aaron Flores

The hitting set problem is one of the fundamental problems in combinatorial optimization and is well-studied in offline setup. We consider the online hitting set problem, where only the set of points is known in advance, and objects are…

Computational Geometry · Computer Science 2024-10-02 Minati De , Ratnadip Mandal , Satyam Singh

Power producers use a wide range of decision support systems to manage and plan for sales in the day-ahead electricity market, and they are often faced with the challenge of choosing the most advantageous bidding strategy for any given day.…

Optimization and Control · Mathematics 2020-02-11 Hans Ole Riddervold , Signe Riemer-Sørensen , Peter Szederjesi , Magnus Korpås

Edge computing allows Service Providers (SPs) to enhance user experience by placing their services closer to the network edge. Determining the optimal provisioning of edge resources to meet the varying and uncertain demand cost-effectively…

Optimization and Control · Mathematics 2024-12-23 Jiaming Cheng , Duong Thuy Anh Nguyen , Duong Tung Nguyen

We study differentially private (DP) algorithms for smooth stochastic minimax optimization, with stochastic minimization as a byproduct. The holy grail of these settings is to guarantee the optimal trade-off between the privacy and the…

Machine Learning · Computer Science 2022-10-20 Liang Zhang , Kiran Koshy Thekumparampil , Sewoong Oh , Niao He

Advertisers usually enjoy the flexibility to choose criteria like target audience, geographic area and bid price when planning an campaign for online display advertising, while they lack forecast information on campaign performance to…

Machine Learning · Computer Science 2022-02-25 Jun Chen , Cheng Chen , Huayue Zhang , Qing Tan

In the classic Adwords problem introduced by Mehta et al.\ (2007), we have a bipartite graph between advertisers and queries. Each advertiser has a maximum budget that is known a priori. Queries are unknown a priori and arrive sequentially.…

Data Structures and Algorithms · Computer Science 2024-03-29 Rajan Udwani

In this paper, we analyze a natural learning algorithm for uniform pacing of advertising budgets, equipped to adapt to varying ad sale platform conditions. On the demand side, advertisers face a fundamental technical challenge in automating…

Computer Science and Game Theory · Computer Science 2022-11-14 MohammadTaghi Hajiaghayi , Max Springer

The `spotoptim` package implements surrogate-model-based optimization of expensive black-box functions in Python. Building on two decades of Sequential Parameter Optimization (SPO) methodology, it provides a Kriging-based optimization loop…

Machine Learning · Computer Science 2026-04-16 Thomas Bartz-Beielstein

Advertising becomes one of the most popular ways of monetizing an online transaction platform. Usually, sponsored advertisements are posted on the most attractive positions to enhance the number of clicks. However, multiple e-commerce…

Computer Science and Game Theory · Computer Science 2022-04-22 Weian Li , Qi Qi , Changjun Wang , Changyuan Yu

We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…

Optimization and Control · Mathematics 2021-10-05 Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar , Umut Simsekli , Lingjiong Zhu

Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or…

Machine Learning · Computer Science 2024-01-09 Wentse Chen , Shiyu Huang , Yuan Chiang , Tim Pearce , Wei-Wei Tu , Ting Chen , Jun Zhu

In a two-sided marketplace, network effects are crucial for competitiveness, and platforms need to retain users through advanced customer relationship management as much as possible. Maintaining numerous providers' stable and active…

Information Retrieval · Computer Science 2024-07-23 Koya Ohashi , Sho Sekine , Deddy Jobson , Jie Yang , Naoki Nishimura , Noriyoshi Sukegawa , Yuichi Takano