English
Related papers

Related papers: Scalable Bid Landscape Forecasting in Real-time Bi…

200 papers

Posted price mechanisms are prevalent in allocating goods within online marketplaces due to their simplicity and practical efficiency. We explore a fundamental scenario where buyers' valuations are independent and identically distributed,…

Computer Science and Game Theory · Computer Science 2025-05-26 José Correa , Vasilis Livanos , Dana Pizarro , Victor Verdugo

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

In many first-price auctions, bidders face considerable strategic uncertainty: They cannot perfectly anticipate the other bidders' bidding behavior. We propose a model in which bidders do not know the entire distribution of opponent bids…

Theoretical Economics · Economics 2022-03-30 Bernhard Kasberger

Prior work has investigated variations of prediction markets that preserve participants' (differential) privacy, which formed the basis of useful mechanisms for purchasing data for machine learning objectives. Such markets required…

Computer Science and Game Theory · Computer Science 2018-10-30 Rafael Frongillo , Bo Waggoner

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

We study the power of price discrimination via an intermediary in bilateral trade, when there is a revenue-maximizing seller selling an item to a buyer with a private value drawn from a prior. Between the seller and the buyer, there is an…

Computer Science and Game Theory · Computer Science 2023-04-28 Shao-Heng Ko , Kamesh Munagala

We study regret minimization in repeated first-price auctions (FPAs), where a bidder observes only the realized outcome after each auction -- win or loss. This setup reflects practical scenarios in online display advertising where the…

Machine Learning · Computer Science 2026-03-19 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

In this paper, spectrum access in cognitive radio networks is modeled as a repeated auction game subject to monitoring and entry costs. For secondary users, sensing costs are incurred as the result of primary users' activity. Furthermore,…

Information Theory · Computer Science 2009-10-14 Zhu Han , Rong Zheng , Vincent H. Poor

The participants of the electricity market concern very much the market price evolution. Various technologies have been developed for price forecast. SVM (Support Vector Machine) has shown its good performance in market price forecast. Two…

General Finance · Quantitative Finance 2009-11-13 C. Gao , E. Bompard , R. Napoli , Q. Wan

Real-Time Bidding (RTB) is an important mechanism in modern online advertising systems. Advertisers employ bidding strategies in RTB to optimize their advertising effects subject to various financial requirements, especially the…

Machine Learning · Computer Science 2022-07-19 Haozhe Wang , Chao Du , Panyan Fang , Shuo Yuan , Xuming He , Liang Wang , Bo Zheng

Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism. We…

Machine Learning · Computer Science 2013-11-28 Kareem Amin , Afshin Rostamizadeh , Umar Syed

We study the optimal placement of advertisements for interactive platforms like conversational AI assistants. Importantly, conversations add a feature absent in canonical search markets -- time. The evolution of a conversation is…

Theoretical Economics · Economics 2025-02-06 Martino Banchio , Aranyak Mehta , Andres Perlroth

Online advertising is a major source of income for many online companies. One common approach is to sell online advertisements via waterfall auctions, through which a publisher makes sequential price offers to ad networks. The publisher…

Artificial Intelligence · Computer Science 2022-04-08 Dan Halbersberg , Matan Halevi , Moshe Salhov

Online bidding and auction are crucial aspects of the online advertising industry. Conventionally, there is only one slot for ad display and most current studies focus on it. Nowadays, multi-slot display advertising is gradually becoming…

Computer Science and Game Theory · Computer Science 2024-03-06 Zhen Gong , Lvyin Niu , Yang Zhao , Miao Xu , Zhenzhe Zheng , Haoqi Zhang , Zhilin Zhang , Fan Wu , Rongquan Bai , Chuan Yu , Jian Xu , Bo Zheng

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

Sponsored search auctions are commonly modeled as an assignment of a fixed set of slots (positions) to a set of advertisers, with welfare maximization being reducible to a standard matching problem. Motivated by modern ad formats, we study…

Computer Science and Game Theory · Computer Science 2026-05-13 Eleni Batziou , Georgios Birmpas , Georgios Chionas , Piotr Krysta

Online bidding is a classic optimization problem, with several applications in online decision-making, the design of interruptible systems, and the analysis of approximation algorithms. In this work, we study online bidding under…

Computer Science and Game Theory · Computer Science 2025-10-30 Spyros Angelopoulos , Bertrand Simon

The internet advertising market is a multi-billion dollar industry, in which advertisers buy thousands of ad placements every day by repeatedly participating in auctions. An important and ubiquitous feature of these auctions is the presence…

Computer Science and Game Theory · Computer Science 2022-10-11 Santiago Balseiro , Christian Kroer , Rachitesh Kumar

Ad exchanges are an emerging platform for trading advertisement slots on the web with billions of dollars revenue per year. Every time a user visits a web page, the publisher of that web page can ask an ad exchange to auction off the ad…

Computer Science and Game Theory · Computer Science 2016-04-20 Oren Ben-Zwi , Monika Henzinger , Veronika Loitzenbauer

Motivated by practical concerns in the online advertising industry, we study a bidder subset selection problem in single-item auctions. In this problem, a large pool of candidate bidders have independent values sampled from known prior…

Computer Science and Game Theory · Computer Science 2022-11-22 Xiaohui Bei , Nick Gravin , Pinyan Lu , Zhihao Gavin Tang