Related papers: MoTiAC: Multi-Objective Actor-Critics for Real-Tim…
Actor-critic methods, a type of model-free reinforcement learning (RL), have achieved state-of-the-art performances in many real-world domains in continuous control. Despite their success, the wide-scale deployment of these models is still…
Auto-bidding problem under a strict return-on-spend constraint (ROSC) is considered, where an algorithm has to make decisions about how much to bid for an ad slot depending on the revealed value, and the hidden allocation and payment…
Load serving entities with storage units reach sizes and performances that can significantly impact clearing prices in electricity markets. Nevertheless, price endogeneity is rarely considered in storage bidding strategies and modeling the…
Deep reinforcement learning (RL) has been applied extensively to solve complex decision-making problems. In many real-world scenarios, tasks often have several conflicting objectives and may require multiple agents to cooperate, which are…
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…
We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms…
We study a game between autobidding algorithms that compete in an online advertising platform. Each autobidder is tasked with maximizing its advertiser's total value over multiple rounds of a repeated auction, subject to budget and…
Many real-world auctions are dynamic processes, in which bidders interact and report information over multiple rounds with the auctioneer. The sequential decision making aspect paired with imperfect information renders analyzing the…
Multi-Robot Task Allocation (MRTA) is a central challenge in decentralized multi-agent systems, where teams of robots must cooperatively assign and execute tasks under limited communication while optimizing global performance objectives.…
Real-time Bidding (RTB) advertisers wish to \textit{know in advance} the expected cost and yield of ad campaigns to avoid trial-and-error expenses. However, Campaign Performance Forecasting (CPF), a sequence modeling task involving tens of…
It is a popular belief that model-based Reinforcement Learning (RL) is more sample efficient than model-free RL, but in practice, it is not always true due to overweighed model errors. In complex and noisy settings, model-based RL tends to…
Online display advertising platforms service numerous advertisers by providing real-time bidding (RTB) for the scale of billions of ad requests every day. The bidding strategy handles ad requests cross multiple channels to maximize the…
Auto-bidding plays an important role in online advertising and has become a crucial tool for advertisers and advertising platforms to meet their performance objectives and optimize the efficiency of ad delivery. Advertisers employing…
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…
Optimal decision making with limited or no information in stochastic environments where multiple agents interact is a challenging topic in the realm of artificial intelligence. Reinforcement learning (RL) is a popular approach for arriving…
We propose a multi-agent distributed reinforcement learning algorithm that balances between potentially conflicting short-term reward and sparse, delayed long-term reward, and learns with partial information in a dynamic environment. We…
We propose a new Markov Decision Process (MDP) model for ad auctions to capture the user response to the quality of ads, with the objective of maximizing the long-term discounted revenue. By incorporating user response, our model takes into…
Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…
Automated bidding to optimize online advertising with various constraints, e.g. ROI constraints and budget constraints, is widely adopted by advertisers. A key challenge lies in designing algorithms for non-truthful mechanisms with ROI…
The proliferation of the Internet has led to the emergence of online advertising, driven by the mechanics of online auctions. In these repeated auctions, software agents participate on behalf of aggregated advertisers to optimize for their…