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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…
Online double auctions (DAs) model a dynamic two-sided matching problem with private information and self-interest, and are relevant for dynamic resource and task allocation problems. We present a general method to design truthful DAs, such…
A fundamental challenge in the design of nonconvex markets is the absence of existence guarantees for Walrasian equilibria. Despite this lack of guarantees, we observed that the European day-ahead electricity auction attained equilibrium on…
This paper extends the incomplete model of Haile and Tamer (2003) from static English auctions to sequential English auctions. Because bidders may wait for future opportunities, the static condition that bidders do not let rivals win at…
Budget-management systems are one of the key components of modern auction markets. Internet advertising platforms typically offer advertisers the possibility to pace the rate at which their budget is depleted, through budget-pacing…
Digital advertising platforms and publishers sell ad inventory that conveys targeting information, such as demographic, contextual, or behavioral audience segments, to advertisers. While revealing this information improves ad relevance, it…
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…
Energy storage resources must consider both price uncertainties and their physical operating characteristics when participating in wholesale electricity markets. This is a challenging problem as electricity prices are highly volatile, and…
We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…
The integration of photovoltaic systems poses several challenges for the distribution grid, mainly due to the infrastructure not being designed to handle the upstream flow and being dimensioned for consumption only, potentially leading to…
The changes in electricity markets expose RES producers and electricity traders to various risks, among which the price and the volume risk play a very important role. In this research, a portfolio building strategies are presented, which…
With the rapidly growing interest in bifacial photovoltaics (PV), a worldwide map of their potential performance can help assess and accelerate the global deployment of this emerging technology. However, the existing literature only…
The price of solar panels is decreasing rapidly and governments around the world are investing in solar power plants to increase the portion of solar energy in the smart grid. The price of electricity produced by solar power plants is much…
Online advertising banners are sold in real-time through auctions.Typically, the more banners a user is shown, the smaller the marginalvalue of the next banner for this user is. This fact can be detected bybasic ML models, that can be used…
Flaws of a continuous limit order book mechanism raise the question of whether a continuous trading session and a periodic auction session would bring better efficiency. This paper wants to go further in designing a periodic auction when…
The European Power Exchange has introduced day-ahead auctions and continuous trading spot markets to facilitate the insertion of renewable electricity. These markets are designed to balance excess or lack of power in short time periods,…
This paper studies a wireless network where multiple users cooperate with each other to improve the overall network performance. Our goal is to design an optimal distributed power allocation algorithm that enables user cooperation, in…
The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe is facing a rapid transformation, which limits the…
We study the aggregate welfare and individual regret guarantees of dynamic \emph{pacing algorithms} in the context of repeated auctions with budgets. Such algorithms are commonly used as bidding agents in Internet advertising platforms,…
The adoption of residential photovoltaic systems (PV) is seen as an important part of the sustainable energy transition. To facilitate this process, it is crucial to identify the determinants of solar adoption. This paper follows a…