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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

This paper describes an engine to optimize web publisher revenues from second-price auctions. These auctions are widely used to sell online ad spaces in a mechanism called real-time bidding (RTB). Optimization within these auctions is…

Computer Science and Game Theory · Computer Science 2020-06-15 Pedro Chahuara , Nicolas Grislain , Grégoire Jauvion , Jean-Michel Renders

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…

Computer Science and Game Theory · Computer Science 2025-05-26 Rahul Vaze , Abhishek Sinha

We consider the problem of bidding in online advertising, where an advertiser aims to maximize value while adhering to budget and Return-on-Spend (RoS) constraints. Unlike prior work that assumes knowledge of the value generated by winning…

Machine Learning · Computer Science 2025-03-06 Sushant Vijayan , Zhe Feng , Swati Padmanabhan , Karthikeyan Shanmugam , Arun Suggala , Di Wang

Sponsored search is an important monetization channel for search engines, in which an auction mechanism is used to select the ads shown to users and determine the prices charged from advertisers. There have been several pieces of work in…

Computer Science and Game Theory · Computer Science 2014-06-05 Di He , Wei Chen , Liwei Wang , Tie-Yan Liu

We study probabilistic single-item second-price auctions where the item is characterized by a set of attributes. The auctioneer knows the actual instantiation of all the attributes, but he may choose to reveal only a subset of these…

Computer Science and Game Theory · Computer Science 2013-02-22 Mingyu Guo , Argyrios Deligkas

Displaying banner advertisements (in short, ads) on webpages has usually been discussed as an Internet economics topic where a publisher uses auction models to sell an online user's page view to advertisers and the one with the highest bid…

Computer Science and Game Theory · Computer Science 2017-08-02 Xiang Chen , Bowei Chen , Mohan Kankanhalli

In this paper, we develop a new method for finding an optimal biddingstrategy in sequential auctions, using a dynamic programming technique. Theexisting method assumes that the utility of a user is represented in anadditive form. Thus, the…

Computer Science and Game Theory · Computer Science 2013-01-14 Hiromitsu Hattori , Makoto Yokoo , Yuko Sakurai , Toramatsu Shintani

We study the problem of finding the optimal bidding strategy for an advertiser in a multi-platform auction setting. The competition on a platform is captured by a value and a cost function, mapping bidding strategies to value and cost…

Computer Science and Game Theory · Computer Science 2025-02-27 Gagan Aggarwal , Anupam Gupta , Xizhi Tan , Mingfei Zhao

In this paper, we study the problem of learning to bid in repeated first-price auctions with budget constraints. In each period, the decision maker needs to submit a bid to win the auction and maximize the total collected reward, subject to…

Optimization and Control · Mathematics 2026-03-10 Zeng Fu , Jiashuo Jiang , Yuan Zhou

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

With the increasing use of auctions in online advertising, there has been a large effort to study seller revenue maximization, following Myerson's seminal work, both theoretically and practically. We take the point of view of the buyer in…

Computer Science and Game Theory · Computer Science 2019-03-27 Marc Abeille , Clément Calauzènes , Noureddine El Karoui , Thomas Nedelec , Vianney Perchet

Modern content platforms offer paid promotion to mitigate cold start by allocating exposure via auctions. Our empirical analysis reveals a counterintuitive flaw in this paradigm: while promotion rescues low-to-medium quality content, it can…

Computer Science and Game Theory · Computer Science 2026-01-29 Yumou Liu , Zhenzhe Zheng , Jiang Rong , Yao Hu , Fan Wu , Guihai Chen

Auto-bidding is crucial in facilitating online advertising by automatically providing bids for advertisers. While previous work has made great efforts to model bidding environments for better ad performance, it has limitations in…

Artificial Intelligence · Computer Science 2026-03-17 Jiahao Ji , Tianyu Wang , Yeshu Li , Yushen Huo , Zhilin Zhang , Chuan Yu , Jian Xu , Bo Zheng

The most significant progress in recent years in online display advertising is what is known as the Real-Time Bidding (RTB) mechanism to buy and sell ads. RTB essentially facilitates buying an individual ad impression in real time while it…

Computer Science and Game Theory · Computer Science 2017-07-18 Jun Wang , Weinan Zhang , Shuai Yuan

Bidding strategies that help advertisers determine bidding prices are receiving increasing attention as more and more ad impressions are sold through real-time bidding systems. This paper first describes the problem and challenges of…

Computer Science and Game Theory · Computer Science 2022-12-06 Mengjuan Liu , Zhengning Hu , Zhi Lai , Daiwei Zheng , Xuyun Nie

In recent years, RTB(Real Time Bidding) becomes a popular online advertisement trading method. During the auction, each DSP(Demand Side Platform) is supposed to evaluate current opportunity and respond with an ad and corresponding bid…

Machine Learning · Statistics 2017-12-29 Huahui Liu , Mingrui Zhu , Xiaonan Meng , Yi Hu , Hao Wang

We develop a novel optimization model to maximize the profit of a Demand-Side Platform (DSP) while ensuring that the budget utilization preferences of the DSP's advertiser clients are adequately met. Our model is highly flexible and can be…

Optimization and Control · Mathematics 2018-05-31 Alfonso Lobos , Paul Grigas , Zheng Wen , Kuang-chih Lee

Bidding optimization is one of the most critical problems in online advertising. Sponsored search (SS) auction, due to the randomness of user query behavior and platform nature, usually adopts keyword-level bidding strategies. In contrast,…

Artificial Intelligence · Computer Science 2018-03-02 Jun Zhao , Guang Qiu , Ziyu Guan , Wei Zhao , Xiaofei He

We consider the "Offline Ad Slot Scheduling" problem, where advertisers must be scheduled to "sponsored search" slots during a given period of time. Advertisers specify a budget constraint, as well as a maximum cost per click, and may not…

Computer Science and Game Theory · Computer Science 2008-01-21 Jon Feldman , S. Muthukrishnan , Evdokia Nikolova , Martin Pal