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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…

Computer Science and Game Theory · Computer Science 2025-10-21 Yuan Deng , Yilin Li , Wei Tang , Hanrui Zhang

Online advertising platforms use automated auctions to connect advertisers with potential customers, requiring effective bidding strategies to maximize profits. Accurate ad impact estimation requires considering three key factors: delayed…

Machine Learning · Computer Science 2025-10-24 Yuwei Cheng , Zifeng Zhao , Haifeng Xu

We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocation of his budget among his bids for $K$ goods at each period.…

Computer Science and Game Theory · Computer Science 2017-11-20 Sevi Baltaoglu , Lang Tong , Qing Zhao

The optimization of bidding strategies for online advertising slot auctions presents a critical challenge across numerous digital marketplaces. A significant obstacle to the development, evaluation, and refinement of real-time autobidding…

Online advertising platforms often face a common challenge: the cold start problem. Insufficient behavioral data (clicks) makes accurate click-through rate (CTR) forecasting of new ads challenging. CTR for "old" items can also be…

Machine Learning · Computer Science 2025-02-05 Anastasiia Soboleva , Andrey Pudovikov , Roman Snetkov , Alina Babenko , Egor Samosvat , Yuriy Dorn

Over the past decade, programmatic advertising has received a great deal of attention in the online advertising industry. A real-time bidding (RTB) system is rapidly becoming the most popular method to buy and sell online advertising…

Machine Learning · Computer Science 2023-03-29 Ido Zehori , Nevo Itzhak , Yuval Shahar , Mia Dor Schiller

The problem of measuring the true incremental effectiveness of a digital advertising campaign is of increasing importance to marketers. With a large and increasing percentage of digital advertising delivered via Demand-Side-Platforms (DSPs)…

Methodology · Statistics 2017-05-04 Prasad Chalasani , Ari Buchalter , Jaynth Thiagarajan , Ezra Winston

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

The high penetration of Renewable Energy Sources in modern smart grids necessitated the development of Demand Response (DR) mechanisms as well as corresponding innovative services for the emerging flexibility markets. From a game theoretic…

Computer Science and Game Theory · Computer Science 2019-02-26 Georgios Tsaousoglou , Konstantinos Steriotis , Nikolaos Efthymiopoulos , Prodrommos Makris , Emmanouel Varvarigos

We consider the (offline) vertex-weighted Online Matching problem under Known Identical and Independent Distributions (KIID) with integral arrival rates. We propose a meta-algorithm, denoted as $\mathsf{RTB}$, featuring Real-Time Boosting,…

Data Structures and Algorithms · Computer Science 2025-03-20 Pan Xu

Auto-bidding is a critical tool for advertisers to improve advertising performance. Recent progress has demonstrated that AI-Generated Bidding (AIGB), which learns a conditional generative planner from offline data, achieves superior…

Machine Learning · Computer Science 2026-03-04 Zhiyu Mou , Yiqin Lv , Miao Xu , Qi Wang , Yixiu Mao , Jinghao Chen , Qichen Ye , Chao Li , Rongquan Bai , Chuan Yu , Jian Xu , Bo Zheng

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…

Computer Science and Game Theory · Computer Science 2020-12-07 Bin Li , Xiao Yang , Daren Sun , Zhi Ji , Zhen Jiang , Cong Han , Dong Hao

In this paper, we consider the problem of optimizing the revenue a web publisher gets through real-time bidding (i.e. from ads sold in real-time auctions) and direct (i.e. from ads sold through contracts agreed in advance). We consider a…

Computer Science and Game Theory · Computer Science 2020-06-15 Grégoire Jauvion , Nicolas Grislain

Group-buying ads seeking a minimum number of customers before the deal expiry are increasingly used by the daily-deal providers. Unlike the traditional web ads, the advertiser's profits for group-buying ads depends on the time to expiry and…

Computer Science and Game Theory · Computer Science 2012-06-05 Raju Balakrishnan , Rushi P Bhatt

Budget management strategies in repeated auctions have received growing attention in online advertising markets. However, previous work on budget management in online bidding mainly focused on second-price auctions. The rapid shift from…

Computer Science and Game Theory · Computer Science 2023-04-27 Qian Wang , Zongjun Yang , Xiaotie Deng , Yuqing Kong

Online advertising systems typically use a cascaded architecture to manage massive requests and candidate volumes, where the ranking stages allocate traffic based on eCPM (predicted CTR $\times$ Bid). With the increasing popularity of…

Machine Learning · Computer Science 2025-08-08 Bin Liu , Yunfei Liu , Ziru Xu , Zhaoyu Zhou , Zhi Kou , Yeqiu Yang , Han Zhu , Jian Xu , Bo Zheng

Developing efficient sequential bidding strategies for repeated auctions is an important practical challenge in various marketing tasks. In this setting, the bidding agent obtains information, on both the value of the item at sale and the…

Machine Learning · Computer Science 2021-03-01 Juliette Achddou , Olivier Cappé , Aurélien Garivier

We study the optimal behavior of a bidder in a real-time auction subject to the requirement that a specified collections of heterogeneous items be acquired within given time constraints. The problem facing this bidder is cast as a…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

Real-time bidding, as one of the most popular mechanisms for selling online ad slots, facilitates advertisers to reach their potential customers. The goal of bidding optimization is to maximize the advertisers' return on investment (ROI)…

Computer Science and Game Theory · Computer Science 2019-03-01 Manxing Du , Alexander I. Cowen-Rivers , Ying Wen , Phu Sakulwongtana , Jun Wang , Mats Brorsson , Radu State

We study the problem of learning to bid when the bidder's value is dynamic, i.e., when the current value depends on past outcomes. Specifically, we consider a bidder participating in repeated second-price auctions whose value depends on the…

Machine Learning · Computer Science 2026-05-28 Benjamin Heymann , Otmane Sakhi
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