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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

Motivated by Internet advertising applications, online allocation problems have been studied extensively in various adversarial and stochastic models. While the adversarial arrival models are too pessimistic, many of the stochastic (such as…

Data Structures and Algorithms · Computer Science 2017-11-17 Hossein Esfandiari , Nitish Korula , Vahab Mirrokni

We study the problem of online resource allocation, where multiple customers arrive sequentially and the seller must irrevocably allocate resources to each incoming customer while also facing a procurement cost for the total allocation.…

Optimization and Control · Mathematics 2020-12-24 Mitas Ray , Omid Sadeghi , Lillian J. Ratliff , Maryam Fazel

In this paper, we focus on the solution of online optimization problems that arise often in signal processing and machine learning, in which we have access to streaming sources of data. We discuss algorithms for online optimization based on…

Optimization and Control · Mathematics 2023-05-05 Nicola Bastianello , Ruggero Carli , Andrea Simonetto

The classical analysis of online algorithms, due to its worst-case nature, can be quite pessimistic when the input instance at hand is far from worst-case. Often this is not an issue with machine learning approaches, which shine in…

Data Structures and Algorithms · Computer Science 2020-10-22 Antonios Antoniadis , Themis Gouleakis , Pieter Kleer , Pavel Kolev

We study the problem of improving the performance of online algorithms by incorporating machine-learned predictions. The goal is to design algorithms that are both consistent and robust, meaning that the algorithm performs well when…

Machine Learning · Computer Science 2020-10-23 Alexander Wei , Fred Zhang

Given the rapid rise in energy demand by data centers and computing systems in general, it is fundamental to incorporate energy considerations when designing (scheduling) algorithms. Machine learning can be a useful approach in practice by…

Data Structures and Algorithms · Computer Science 2021-12-07 Antonios Antoniadis , Peyman Jabbarzade Ganje , Golnoosh Shahkarami

Budget management strategies in repeated auctions have received growing attention in online advertising markets. However, previous work on budget management in online bidding mainly focused on second-price auctions. The rapid shift from…

Computer Science and Game Theory · Computer Science 2023-04-27 Qian Wang , Zongjun Yang , Xiaotie Deng , Yuqing Kong

We study the performance of a proportional weights algorithm for online capacitated bipartite matching modeling the delivery of impression ads. The algorithm uses predictions on the advertiser nodes to match arriving impression nodes…

Data Structures and Algorithms · Computer Science 2021-06-03 Thomas Lavastida , Benjamin Moseley , R. Ravi , Chenyang Xu

Bin packing is a classic optimization problem with a wide range of applications, from load balancing to supply chain management. In this work, we study the online variant of the problem, in which a sequence of items of various sizes must be…

Data Structures and Algorithms · Computer Science 2024-04-18 Spyros Angelopoulos , Shahin Kamali , Kimia Shadkami

Today's online advertisers procure digital ad impressions through interacting with autobidding platforms: advertisers convey high level procurement goals via setting levers such as budget, target return-on-investment, max cost per click,…

Information Retrieval · Computer Science 2023-07-13 Jason Cheuk Nam Liang , Haihao Lu , Baoyu Zhou

Online optimisation facilitates the solution of dynamic inverse problems, such as image stabilisation, fluid flow monitoring, and dynamic medical imaging. In this paper, we improve upon previous work on predictive online primal-dual methods…

Optimization and Control · Mathematics 2025-02-28 Neil Dizon , Jyrki Jauhiainen , Tuomo Valkonen

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Machine Learning · Computer Science 2022-12-06 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Sergei Vassilvitskii

Learning to bid in repeated first-price auctions is a fundamental problem at the interface of game theory and machine learning, which has seen a recent surge in interest due to the transition of display advertising to first-price auctions.…

Computer Science and Game Theory · Computer Science 2024-07-09 Rachitesh Kumar , Jon Schneider , Balasubramanian Sivan

When online sellers use AI learning algorithms to automatically compete on e-commerce platforms, there is concern that they will learn to coordinate on higher than competitive prices. However, this concern was primarily raised in…

General Economics · Economics 2025-11-03 Hangcheng Zhao , Ron Berman

The online randomized primal-dual method has widespread applications in online algorithm design and analysis. A key challenge is identifying an appropriate function space, $F$, in which we search for an optimal updating function $f \in F$…

Data Structures and Algorithms · Computer Science 2025-12-16 Pan Xu

In this paper, we analyze a natural learning algorithm for uniform pacing of advertising budgets, equipped to adapt to varying ad sale platform conditions. On the demand side, advertisers face a fundamental technical challenge in automating…

Computer Science and Game Theory · Computer Science 2022-11-14 MohammadTaghi Hajiaghayi , Max Springer

We consider online optimization in the 1-lookahead setting, where the objective does not decompose additively over the rounds of the online game. The resulting formulation enables us to deal with non-stationary and/or long-term constraints…

Machine Learning · Statistics 2016-06-09 Rodolphe Jenatton , Jim Huang , Dominik Csiba , Cedric Archambeau

The design of revenue-maximizing auctions with strong incentive guarantees is a core concern of economic theory. Computational auctions enable online advertising, sourcing, spectrum allocation, and myriad financial markets. Analytic…

Computer Science and Game Theory · Computer Science 2020-10-14 Kevin Kuo , Anthony Ostuni , Elizabeth Horishny , Michael J. Curry , Samuel Dooley , Ping-yeh Chiang , Tom Goldstein , John P. Dickerson

Automated bidding to optimize online advertising with various constraints, e.g. ROI constraints and budget constraints, is widely adopted by advertisers. A key challenge lies in designing algorithms for non-truthful mechanisms with ROI…

Computer Science and Game Theory · Computer Science 2025-10-21 Yuan Deng , Yilin Li , Wei Tang , Hanrui Zhang