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Being an emerging paradigm for display advertising, Real-Time Bidding (RTB) drives the focus of the bidding strategy from context to users' interest by computing a bid for each impression in real time. The data mining work and particularly…

Computer Science and Game Theory · Computer Science 2015-05-22 Weinan Zhang , Shuai Yuan , Jun Wang , Xuehua Shen

Maximizing utility with a budget constraint is the primary goal for advertisers in real-time bidding (RTB) systems. The policy maximizing the utility is referred to as the optimal bidding strategy. Earlier works on optimal bidding strategy…

Machine Learning · Computer Science 2020-04-02 Aritra Ghosh , Saayan Mitra , Somdeb Sarkhel , Viswanathan Swaminathan

Real-time bidding has emerged as an effective online advertising technique. With real-time bidding, advertisers can position ads per impression, enabling them to optimise ad campaigns by targeting specific audiences in real-time. This paper…

Information Retrieval · Computer Science 2023-05-09 Parikshit Sharma

We study reserve price optimization in multi-phase second price auctions, where the seller's prior actions affect the bidders' later valuations through a Markov Decision Process (MDP). Compared to the bandit setting in existing works, the…

Machine Learning · Computer Science 2026-03-04 Rui Ai , Boxiang Lyu , Zhaoran Wang , Zhuoran Yang , Michael I. Jordan

Online advertising in recommendation platforms has gained significant attention, with a predominant focus on channel recommendation and budget allocation strategies. However, current offline reinforcement learning (RL) methods face…

Information Retrieval · Computer Science 2025-07-10 Langming Liu , Wanyu Wang , Chi Zhang , Bo Li , Hongzhi Yin , Xuetao Wei , Wenbo Su , Bo Zheng , Xiangyu Zhao

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 online advertising, auto-bidding has become an essential tool for advertisers to optimize their preferred ad performance metrics by simply expressing high-level campaign objectives and constraints. Previous works designed auto-bidding…

Multiagent Systems · Computer Science 2022-01-06 Chao Wen , Miao Xu , Zhilin Zhang , Zhenzhe Zheng , Yuhui Wang , Xiangyu Liu , Yu Rong , Dong Xie , Xiaoyang Tan , Chuan Yu , Jian Xu , Fan Wu , Guihai Chen , Xiaoqiang Zhu , Bo Zheng

Reinforcement learning (RL) has significantly advanced the control of physics-based and robotic characters that track kinematic reference motion. However, methods typically rely on a weighted sum of conflicting reward functions, requiring…

Robotics · Computer Science 2025-05-30 Lucas N. Alegre , Agon Serifi , Ruben Grandia , David Müller , Espen Knoop , Moritz Bächer

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

High-precision control tasks present substantial challenges for reinforcement learning (RL) algorithms, frequently resulting in suboptimal performance attributed to network approximation inaccuracies and inadequate sample quality.These…

Machine Learning · Computer Science 2025-02-05 Donghe Chen , Yubin Peng , Tengjie Zheng , Han Wang , Chaoran Qu , Lin Cheng

Multi-behavior recommendation faces a critical challenge in practice: auxiliary behaviors (e.g., clicks, carts) are often noisy, weakly correlated, or semantically misaligned with the target behavior (e.g., purchase), which leads to biased…

Information Retrieval · Computer Science 2026-01-22 Miaomiao Cai , Zhijie Zhang , Junfeng Fang , Zhiyong Cheng , Xiang Wang , Meng Wang

We study the problem of selecting large language models (LLMs) for user queries in settings where multiple LLM providers submit the cost of solving a query. From the users' perspective, choosing an optimal model is a sequential,…

Computer Science and Game Theory · Computer Science 2026-02-17 Pronoy Patra , Sankarshan Damle , Manisha Padala , Sujit Gujar

We consider the problem of multi-objective alignment of foundation models with human preferences, which is a critical step towards helpful and harmless AI systems. However, it is generally costly and unstable to fine-tune large foundation…

Machine Learning · Computer Science 2024-10-17 Rui Yang , Xiaoman Pan , Feng Luo , Shuang Qiu , Han Zhong , Dong Yu , Jianshu Chen

In this work, we consider the problem of computing optimal actions for Reinforcement Learning (RL) agents in a co-operative setting, where the objective is to optimize a common goal. However, in many real-life applications, in addition to…

Artificial Intelligence · Computer Science 2021-01-08 P. Parnika , Raghuram Bharadwaj Diddigi , Sai Koti Reddy Danda , Shalabh Bhatnagar

This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…

Artificial Intelligence · Computer Science 2019-10-02 Hardik Meisheri , Vinita Baniwal , Nazneen N Sultana , Balaraman Ravindran , Harshad Khadilkar

Brand advertising plays a critical role in building long-term consumer awareness and loyalty, making it a key objective for advertisers across digital platforms. Although real-time bidding has been extensively studied, there is limited…

Computer Science and Game Theory · Computer Science 2026-03-10 Yuanlong Chen , Bowen Zhu , Bing Xia , Yichuan Wang

In pay-per click sponsored search auctions which are currently extensively used by search engines, the auction for a keyword involves a certain number of advertisers (say k) competing for available slots (say m) to display their ads. This…

Computer Science and Game Theory · Computer Science 2010-01-17 Akash Das Sarma , Sujit Gujar , Y. Narahari

In this paper, we deal with the uncertainty of bidding for display advertising. Similar to the financial market trading, real-time bidding (RTB) based display advertising employs an auction mechanism to automate the impression level media…

Computer Science and Game Theory · Computer Science 2017-01-23 Haifeng Zhang , Weinan Zhang , Yifei Rong , Kan Ren , Wenxin Li , Jun Wang

Online advertising has become one of the most successful business models of the internet era. Impression opportunities are typically allocated through real-time auctions, where advertisers bid to secure advertisement slots. Deciding the…

Machine Learning · Computer Science 2025-05-20 Alberto Silvio Chiappa , Briti Gangopadhyay , Zhao Wang , Shingo Takamatsu

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