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The online advertising market, with its thousands of auctions run per second, presents a daunting challenge for advertisers who wish to optimize their spend under a budget constraint. Thus, advertising platforms typically provide automated…

Machine Learning · Computer Science 2023-10-17 Dmytro Korenkevych , Frank Cheng , Artsiom Balakir , Alex Nikulkov , Lingnan Gao , Zhihao Cen , Zuobing Xu , Zheqing Zhu

E-commerce platforms usually present an ordered list, mixed with several organic items and an advertisement, in response to each user's page view request. This list, the outcome of ad auction and allocation processes, directly impacts the…

Computer Science and Game Theory · Computer Science 2024-04-12 Xuejian Li , Ze Wang , Bingqi Zhu , Fei He , Yongkang Wang , Xingxing Wang

Internet search companies sell advertisement slots based on users' search queries via an auction. While there has been a lot of attention on the auction process and its game-theoretic aspects, our focus is on the advertisers. In particular,…

Data Structures and Algorithms · Computer Science 2007-05-23 Jon Feldman , S. Muthukrishnan , Martin Pal , Cliff Stein

Online advertising platforms must decide how to allocate multiple ads across limited screen real estate, where each ad's effectiveness depends not only on its own placement but also on nearby ads competing for user attention. Such spatial…

Computer Science and Game Theory · Computer Science 2026-02-16 Gagan Aggarwal , Yifan Wang , Mingfei Zhao

Sponsored search in E-commerce platforms such as Amazon, Taobao and Tmall provides sellers an effective way to reach potential buyers with most relevant purpose. In this paper, we study the auction mechanism optimization problem in…

Computer Science and Game Theory · Computer Science 2018-08-02 Gang Bai , Zhihui Xie , Liang Wang

The ad-trading desks of media-buying agencies are increasingly relying on complex algorithms for purchasing advertising inventory. In particular, Real-Time Bidding (RTB) algorithms respond to many auctions -- usually Vickrey auctions --…

Optimization and Control · Mathematics 2016-06-20 Joaquin Fernandez-Tapia , Olivier Guéant , Jean-Michel Lasry

Real-time bidding has emerged as an effective online advertising technique. With real-time bidding, advertisers can position ads per impression, enabling them to optimise ad campaigns by targeting specific audiences in real-time. This paper…

Information Retrieval · Computer Science 2023-05-09 Parikshit Sharma

Today, billions of display ad impressions are purchased on a daily basis through a public auction hosted by real time bidding (RTB) exchanges. A decision has to be made for advertisers to submit a bid for each selected RTB ad request in…

Computer Science and Game Theory · Computer Science 2013-05-15 Kuang-Chih Lee , Ali Jalali , Ali Dasdan

In display advertising, advertisers want to achieve a marketing objective with constraints on budget and cost-per-outcome. This is usually formulated as an optimization problem that maximizes the total utility under constraints. The…

Computer Science and Game Theory · Computer Science 2024-09-09 Anoop R Katti , Rui C. Gonçalves , Rinchin Iakovlev

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

We propose an auction for online advertising where each ad occupies either one square or two horizontally-adjacent squares of a grid of squares. Our primary application are ads for products shown on retail websites such as Instacart or…

Computer Science and Game Theory · Computer Science 2022-07-12 Jonathan Gu , David Pal , Kevin Ryan

We study the problem of auction design for advertising platforms that face strategic advertisers who are bidding across platforms. Each advertiser's goal is to maximize their total value or conversions while satisfying some constraint(s)…

Computer Science and Game Theory · Computer Science 2024-05-07 Gagan Aggarwal , Andres Perlroth , Ariel Schvartzman , Mingfei Zhao

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

Real-time advertising allows advertisers to bid for each impression for a visiting user. To optimize specific goals such as maximizing revenue and return on investment (ROI) led by ad placements, advertisers not only need to estimate the…

Machine Learning · Statistics 2018-11-02 Junqi Jin , Chengru Song , Han Li , Kun Gai , Jun Wang , Weinan Zhang

This note is a complementary material for the solution of optimal real-time bidding function in paper "Optimal Real-Time Bidding for Display Advertising, KDD 2014", where the estimated cost is taken as the bid price, i.e., the upper bound…

Computer Science and Game Theory · Computer Science 2016-02-03 Weinan Zhang , Kan Ren , Jun Wang

In light of the growing market of Ad Exchanges for the real-time sale of advertising slots, publishers face new challenges in choosing between the allocation of contract-based reservation ads and spot market ads. In this setting, the…

Optimization and Control · Mathematics 2012-09-25 Santiago Balseiro , Jon Feldman , Vahab Mirrokni , S. Muthukrishnan

Taobao, as the largest online retail platform in the world, provides billions of online display advertising impressions for millions of advertisers every day. For commercial purposes, the advertisers bid for specific spots and target crowds…

Computer Science and Game Theory · Computer Science 2019-01-30 Han Zhu , Junqi Jin , Chang Tan , Fei Pan , Yifan Zeng , Han Li , Kun Gai

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

We consider an online ad network problem in which an ad exchange auctions ad slots and intermediaries called demand side platforms (DSPs) buy these ad slots for their clients (advertisers). An intermediary represents multiple advertisers.…

Computer Science and Game Theory · Computer Science 2019-10-07 Rahul Meshram , Kesav Kaza

We examine trade-offs among stakeholders in ad auctions. Our metrics are the revenue for the utility of the auctioneer, the number of clicks for the utility of the users and the welfare for the utility of the advertisers. We show how to…

Computer Science and Game Theory · Computer Science 2014-04-22 Yoram Bachrach , Sofia Ceppi , Ian A. Kash , Peter Key , David Kurokawa