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Real time bidding (RTB) enables demand side platforms (bidders) to scale ad campaigns across multiple publishers affiliated to an RTB ad exchange. While driving multiple campaigns for mobile app install ads via RTB, the bidder typically has…

Computer Science and Game Theory · Computer Science 2018-11-13 Anit Kumar Sahu , Shaunak Mishra , Narayan Bhamidipati

In the Real-Time Bidding (RTB), advertisers are increasingly relying on bid optimization to gain more conversions (i.e trade or arrival). Currently, the efficiency of bid optimization is still challenged by the (1) sparse feedback, (2) the…

Computer Science and Game Theory · Computer Science 2022-06-28 Xiao Wang , Shaoguo Liu , Yidong Jia , Yuxin Fu , Yufang Yu , Liang Wang , Bo Zheng

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

In this study, we apply reinforcement learning techniques and propose what we call reinforcement mechanism design to tackle the dynamic pricing problem in sponsored search auctions. In contrast to previous game-theoretical approaches that…

Computer Science and Game Theory · Computer Science 2017-11-29 Weiran Shen , Binghui Peng , Hanpeng Liu , Michael Zhang , Ruohan Qian , Yan Hong , Zhi Guo , Zongyao Ding , Pengjun Lu , Pingzhong Tang

We study the problem of a buyer (aka auctioneer) who gains stochastic rewards by procuring multiple units of a service or item from a pool of heterogeneous strategic agents. The reward obtained for a single unit from an allocated agent…

Computer Science and Game Theory · Computer Science 2015-04-30 Satyanath Bhat , Shweta Jain , Sujit Gujar , Y. Narahari

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Real-Time Bidding (RTB) is revolutionising display advertising by facilitating per-impression auctions to buy ad impressions as they are being generated. Being able to use impression-level data, such as user cookies, encourages user…

Computer Science and Game Theory · Computer Science 2016-03-04 Weinan Zhang , Yifei Rong , Jun Wang , Tianchi Zhu , Xiaofan Wang

Static feature exclusion strategies often fail to prevent bias when hidden dependencies influence the model predictions. To address this issue, we explore a reinforcement learning (RL) framework that integrates bias mitigation and automated…

Machine Learning · Computer Science 2025-10-14 Sudip Khadka , L. S. Paudel

This paper proposes a diffusion-based auto-bidding framework that leverages graph representations to model large-scale auction environments. In such settings, agents must dynamically optimize bidding strategies under constraints defined by…

Machine Learning · Computer Science 2025-04-22 Dom Huh , Prasant Mohapatra

Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the…

Machine Learning · Computer Science 2019-02-12 Andreas Merentitis , Kashif Rasul , Roland Vollgraf , Abdul-Saboor Sheikh , Urs Bergmann

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…

Bid optimization for online advertising from single advertiser's perspective has been thoroughly investigated in both academic research and industrial practice. However, existing work typically assume competitors do not change their bids,…

Artificial Intelligence · Computer Science 2021-06-09 Ziyu Guan , Hongchang Wu , Qingyu Cao , Hao Liu , Wei Zhao , Sheng Li , Cai Xu , Guang Qiu , Jian Xu , Bo Zheng

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

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

Incrementality, which is used to measure the causal effect of showing an ad to a potential customer (e.g. a user in an internet platform) versus not, is a central object for advertisers in online advertising platforms. This paper…

Machine Learning · Computer Science 2023-01-18 Ashwinkumar Badanidiyuru , Zhe Feng , Tianxi Li , Haifeng Xu

In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…

Trading and Market Microstructure · Quantitative Finance 2018-12-27 Yagna Patel

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

Real-Time Bidding is a new Internet advertising system that has become very popular in recent years. This system works like a global auction where advertisers bid to display their impressions in the publishers' ad slots. The most popular…

Computer Science and Game Theory · Computer Science 2020-10-26 Luis Miralles-Pechuán , Fernando Jiménez , José Manuel García

In this paper, we confront the problem of applying reinforcement learning to agents that perceive the environment through many sensors and that can perform parallel actions using many actuators as is the case in complex autonomous robots.…

Artificial Intelligence · Computer Science 2011-07-04 E. Celaya , J. M. Porta