Related papers: Strategic Budget Selection in a Competitive Autobi…

We analyze the problem of how to optimally bid for ad spaces in online ad auctions. For this we consider the general case of multiple ad campaigns with overlapping targeting criteria. In our analysis we first characterize the structure of…

Algorithms increasingly automate bidding in online auctions, raising concerns about tacit bid suppression and revenue shortfalls. Prior work identifies individual mechanisms behind algorithmic bid suppression, but it remains unclear which…

In settings where full incentive-compatibility is not available, such as core-constraint combinatorial auctions and budget-balanced combinatorial exchanges, we may wish to design mechanisms that are as incentive-compatible as possible. This…

In this work, we investigate an application of a Nash equilibrium seeking algorithm in a social network. In a networked game each player (user) takes action in response to other players' actions in order to decrease (increase) his cost…

Online ad platforms offer budget management tools for advertisers that aim to maximize the number of conversions given a budget constraint. As the volume of impressions, conversion rates and prices vary over time, these budget management…

Motivated by practical constraints in online advertising, we investigate single-parameter auction design for bidders with constraints on their Return On Investment (ROI) -- a targeted minimum ratio between the obtained value and the…

This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…

Motivated by sponsored search auctions, we study multi-unit auctions with budget constraints. In the mechanism we propose, Sort-Cut, understating budgets or values is weakly dominated. Since Sort-Cut's revenue is increasing in budgets and…

We consider the problem of designing optimal online-ad investment strategies for a single advertiser, who invests at multiple sponsored search sites simultaneously, with the objective of maximizing his average revenue subject to the…

In this paper, we consider a large class of constrained non-cooperative stochastic Markov games with countable state spaces and discounted cost criteria. In one-player case, i.e., constrained discounted Markov decision models, it is…

We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

The rise of automated bidding strategies in online advertising presents new challenges in designing and analyzing efficient auction mechanisms. In this paper, we focus on proportional mechanisms within the context of auto-bidding and study…

In this paper, we introduce a preliminary model for interactions in the data market. Recent research has shown ways in which a data aggregator can design mechanisms for users to ensure the quality of data, even in situations where the users…

In this paper, we consider the problem of optimizing the revenue a web publisher gets through real-time bidding (i.e. from ads sold in real-time auctions) and direct (i.e. from ads sold through contracts agreed in advance). We consider a…

Online advertising in E-commerce platforms provides sellers an opportunity to achieve potential audiences with different target goals. Ad serving systems (like display and search advertising systems) that assign ads to pages should satisfy…

In this paper, we study how a budget-constrained bidder should learn to bid adaptively in repeated first-price auctions to maximize cumulative payoff. This problem arises from the recent industry-wide shift from second-price auctions to…

We consider the interaction among agents engaging in a driving task and we model it as general-sum game. This class of games exhibits a plurality of different equilibria posing the issue of equilibrium selection. While selecting the most…

In sponsored search, advertisement (abbreviated ad) slots are usually sold by a search engine to an advertiser through an auction mechanism in which advertisers bid on keywords. In theory, auction mechanisms have many desirable economic…

We study a multi-leader single-follower congestion game where multiple users (leaders) choose one resource out of a set of resources and, after observing the realized loads, an adversary (single-follower) attacks the resources with maximum…