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Budgets play a significant role in real-world sequential auction markets such as those implemented by internet companies. To maximize the value provided to auction participants, spending is smoothed across auctions so budgets are used for…

Computer Science and Game Theory · Computer Science 2021-05-11 Vincent Conitzer , Christian Kroer , Eric Sodomka , Nicolas E. Stier-Moses

In programmatic advertising, ad slots are usually sold using second-price (SP) auctions in real-time. The highest bidding advertiser wins but pays only the second-highest bid (known as the winning price). In SP, for a single item, the…

Machine Learning · Computer Science 2020-01-22 Aritra Ghosh , Saayan Mitra , Somdeb Sarkhel , Jason Xie , Gang Wu , Viswanathan Swaminathan

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

Computer Science and Game Theory · Computer Science 2019-05-09 Omer Ben-Porat , Moshe Tennenholtz

We design online algorithms for the fair allocation of public goods to a set of $N$ agents over a sequence of $T$ rounds and focus on improving their performance using predictions. In the basic model, a public good arrives in each round,…

Computer Science and Game Theory · Computer Science 2022-10-03 Siddhartha Banerjee , Vasilis Gkatzelis , Safwan Hossain , Billy Jin , Evi Micha , Nisarg Shah

Performance analysis of all kinds of randomised search heuristics is a rapidly growing and developing field. Run time and solution quality are two popular measures of the performance of these algorithms. The focus of this paper is on the…

Neural and Evolutionary Computing · Computer Science 2019-11-11 Jun He , Thomas Jansen , Christine Zarges

In cost-per-click (CPC) or cost-per-impression (CPM) advertising campaigns, advertisers always run the risk of spending the budget without getting enough conversions. Moreover, the bidding on advertising inventory has few connections with…

Information Retrieval · Computer Science 2022-12-29 Deguang Kong , Konstantin Shmakov , Jian Yang

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

Existing auto-bidding algorithms in digital advertising often treat the value of an ad opportunity as the revenue obtained when an ad is shown and/or clicked, and bid accordingly. This can lead to wasteful spending because the true value is…

Computer Science and Game Theory · Computer Science 2026-05-05 Yuxiao Wen , Zihao Hu , Yanjun Han , Yuan Yao , Zhengyuan Zhou

Sponsored search positions are typically allocated through real-time auctions, where the outcomes depend on advertisers' quality-adjusted bids - the product of their bids and quality scores. Although quality scoring helps promote ads with…

Computer Science and Game Theory · Computer Science 2025-09-01 Mohammad Rashid , Omid Rafieian , Soheil Ghili

We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…

Computer Science and Game Theory · Computer Science 2024-01-17 Simina Brânzei , Mahsa Derakhshan , Negin Golrezaei , Yanjun Han

We study the bidding problem in repeated uniform price multi-unit auctions from the perspective of a value-maximizing buyer. The buyer aims to maximize their cumulative value over $T$ rounds while adhering to per-round return-on-investment…

Data Structures and Algorithms · Computer Science 2025-10-07 Negin Golrezaei , Sourav Sahoo

In this paper, we initiate the study of the multiplicative bidding language adopted by major Internet search companies. In multiplicative bidding, the effective bid on a particular search auction is the product of a base bid and bid…

Data Structures and Algorithms · Computer Science 2014-04-29 MohammadHossein Bateni , Jon Feldman , Vahab Mirrokni , Sam Chiu-wai Wong

We provide algorithms that learn simple auctions whose revenue is approximately optimal in multi-item multi-bidder settings, for a wide range of valuations including unit-demand, additive, constrained additive, XOS, and subadditive. We…

Computer Science and Game Theory · Computer Science 2017-09-04 Yang Cai , Constantinos Daskalakis

This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regret upper bound. Our approach, which incorporates dynamic…

Machine Learning · Statistics 2023-11-29 Xi Chen , David Simchi-Levi , Yining Wang

In a sequential auction with multiple bidding agents, it is highly challenging to determine the ordering of the items to sell in order to maximize the revenue due to the fact that the autonomy and private information of the agents heavily…

Artificial Intelligence · Computer Science 2018-10-16 Sicco Verwer , Yingqian Zhang , Qing Chuan Ye

In this paper, we propose a stochastic model to describe how search service providers charge client companies based on users' queries for the keywords related to these companies' ads by using certain advertisement assignment strategies. We…

Data Structures and Algorithms · Computer Science 2012-09-10 Bo Tan , R. Srikant

We present a number of models for the adword auctions used for pricing advertising slots on search engines such as Google, Yahoo! etc. We begin with a general problem formulation which allows the privately known valuation per click to be a…

Computer Science and Game Theory · Computer Science 2007-05-23 Garud Iyengar , Anuj Kumar

This paper considers the hidden-action model of the principal-agent problem, in which a principal incentivizes an agent to work on a project using a contract. We investigate whether contracts with bounded payments are learnable and…

Computer Science and Game Theory · Computer Science 2024-02-23 Yurong Chen , Zhaohua Chen , Xiaotie Deng , Zhiyi Huang

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

Federated learning makes it possible for all parties with data isolation to train the model collaboratively and efficiently while satisfying privacy protection. To obtain a high-quality model, an incentive mechanism is necessary to motivate…

Computer Science and Game Theory · Computer Science 2022-05-18 Jingwen Zhang , Yuezhou Wu , Rong Pan