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Auto-bidding systems are widely used in advertising to automatically determine bid values under constraints such as total budget and Return-on-Spend (RoS) targets. Existing works often assume that the value of an ad impression, such as the…

Machine Learning · Computer Science 2026-02-03 Jiale Han , Chun Gan , Chengcheng Zhang , Jie He , Zhangang Lin , Ching Law , Xiaowu Dai

The proliferation of the Internet has led to the emergence of online advertising, driven by the mechanics of online auctions. In these repeated auctions, software agents participate on behalf of aggregated advertisers to optimize for their…

Machine Learning · Computer Science 2023-06-13 Haozhe Wang , Chao Du , Panyan Fang , Li He , Liang Wang , Bo Zheng

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

Real-time bidding (RTB) systems, which utilize auctions to allocate user impressions to competing advertisers, continue to enjoy success in digital advertising. Assessing the effectiveness of such advertising remains a challenge in research…

Machine Learning · Computer Science 2024-02-27 Caio Waisman , Harikesh S. Nair , Carlos Carrion

We consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is…

Computer Science and Game Theory · Computer Science 2019-05-15 Thomas Nedelec , Noureddine El Karoui , Vianney Perchet

Online display advertising platforms service numerous advertisers by providing real-time bidding (RTB) for the scale of billions of ad requests every day. The bidding strategy handles ad requests cross multiple channels to maximize the…

Machine Learning · Computer Science 2024-08-21 Hao Wang , Bo Tang , Chi Harold Liu , Shangqin Mao , Jiahong Zhou , Zipeng Dai , Yaqi Sun , Qianlong Xie , Xingxing Wang , Dong Wang

Bid optimization in online advertising relies on black-box machine-learning models that learn bidding decisions from historical data. However, these approaches fail to replicate human experts' adaptive, experience-driven, and globally…

Artificial Intelligence · Computer Science 2026-03-06 Huixiang Luo , Longyu Gao , Yaqi Liu , Qianqian Chen , Pingchun Huang , Tianning Li

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…

Computer Science and Game Theory · Computer Science 2021-06-18 Andrea Celli , Riccardo Colini-Baldeschi , Christian Kroer , Eric Sodomka

We present an algorithm for constructing an optimal slate of sponsored search advertisements which respects the ordering that is the outcome of a generalized second price auction, but which must also accommodate complicating factors such as…

Discrete Mathematics · Computer Science 2007-06-12 S. Sathiya Keerthi , John A. Tomlin

We present a data-driven algorithm that advertisers can use to automate their digital ad-campaigns at online publishers. The algorithm enables the advertiser to search across available target audiences and ad-media to find the best possible…

Machine Learning · Computer Science 2022-09-20 Wenjia Ba , J. Michael Harrison , Harikesh S. Nair

Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…

Data Structures and Algorithms · Computer Science 2021-11-08 Santiago Balseiro , Haihao Lu , Vahab Mirrokni

We consider an outsourcing problem where a software agent procures multiple services from providers with uncertain reliabilities to complete a computational task before a strict deadline. The service consumer requires a procurement strategy…

Computer Science and Game Theory · Computer Science 2021-10-26 Farzaneh Farhadi , Maria Chli , Nicholas R. Jennings

Automated bidding, an emerging intelligent decision making paradigm powered by machine learning, has become popular in online advertising. Advertisers in automated bidding evaluate the cumulative utilities and have private financial…

Computer Science and Game Theory · Computer Science 2023-08-22 Yidan Xing , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu , Guihai Chen

Advertising expenditures have become the major source of revenue for e-commerce platforms. Providing good advertising experiences for advertisers by reducing their costs of trial and error in discovering the optimal advertising strategies…

Information Retrieval · Computer Science 2021-06-15 Liyi Guo , Junqi Jin , Haoqi Zhang , Zhenzhe Zheng , Zhiye Yang , Zhizhuang Xing , Fei Pan , Lvyin Niu , Fan Wu , Haiyang Xu , Chuan Yu , Yuning Jiang , Xiaoqiang Zhu

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

Online advertising is a major source of income for many online companies. One common approach is to sell online advertisements via waterfall auctions, through which a publisher makes sequential price offers to ad networks. The publisher…

Artificial Intelligence · Computer Science 2022-04-08 Dan Halbersberg , Matan Halevi , Moshe Salhov

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

Traditional auction theory posits that bid value exhibits a positive correlation with the probability of securing the auctioned object in ascending auctions. However, under uncertainty and incomplete information, as is characteristic in…

Theoretical Economics · Economics 2025-12-19 Dipankar Das

For the scalability of industrial online advertising systems, a two-stage auction architecture is widely used to enable efficient ad allocation on a large set of corpus within a limited response time. The current deployed two-stage ad…

Computer Science and Game Theory · Computer Science 2021-11-11 Yiqing Wang , Xiangyu Liu , Zhenzhe Zheng , Zhilin Zhang , Miao Xu , Chuan Yu , Fan Wu

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
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