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Flaws of a continuous limit order book mechanism raise the question of whether a continuous trading session and a periodic auction session would bring better efficiency. This paper wants to go further in designing a periodic auction when…

Trading and Market Microstructure · Quantitative Finance 2024-10-17 Thibaut Mastrolia , Tianrui Xu

For selling a single item to agents with independent but non-identically distributed values, the revenue optimal auction is complex. With respect to it, Hartline and Roughgarden (2009) showed that the approximation factor of the…

Computer Science and Game Theory · Computer Science 2016-11-17 Saeed Alaei , Jason Hartline , Rad Niazadeh , Emmanouil Pountourakis , Yang Yuan

The causal effect of showing an ad to a potential customer versus not, commonly referred to as "incrementality", is the fundamental question of advertising effectiveness. In digital advertising three major puzzle pieces are central to…

Machine Learning · Computer Science 2022-08-30 Randall Lewis , Jeffrey Wong

As Large Language Models (LLMs) transition into conversational agents, generative advertising emerges as a crucial monetization strategy. However, embedding advertisements within unstructured LLM outputs introduces a critical trilemma:…

Machine Learning · Computer Science 2026-05-12 Peiran Yun , Wenxin Xu , Jiayuan Liu , Yihang Zhang , Liang Zeng , Lingkai Kong , Tonghan Wang

The online ads trading platform plays a crucial role in connecting publishers and advertisers and generates tremendous value in facilitating the convenience of our lives. It has been evolving into a more and more complicated structure. In…

Computer Science and Game Theory · Computer Science 2017-10-02 Zhihui Xie , Kuang-Chih Lee , Liang Wang

Many advertisers buy advertisements (ads) on the Internet or on traditional media and seek simple, online mechanisms to reserve ad slots in advance. Media publishers represent a vast and varying inventory, and they too seek automatic,…

Computer Science and Game Theory · Computer Science 2008-05-09 Florin Constantin , Jon Feldman , S. Muthukrishnan , Martin Pal

In this paper, we study behavior of bidders in an experimental launch of a new advertising auction platform by Zillow, as Zillow switched from negotiated contracts to using auctions in several geographically isolated markets. A unique…

Computer Science and Game Theory · Computer Science 2017-04-03 Pooya Jalaly , Denis Nekipelov , Eva Tardos

This paper examines knapsack auctions as a method to solve the knapsack problem with incomplete information, where object values are private and sizes are public. We analyze three auction types-uniform price (UP), discriminatory price (DP),…

Computer Science and Game Theory · Computer Science 2024-05-02 Peyman Khezr , Vijay Mohan , Lionel Page

In online ad markets, a rising number of advertisers are employing bidding agencies to participate in ad auctions. These agencies are specialized in designing online algorithms and bidding on behalf of their clients. Typically, an agency…

Computer Science and Game Theory · Computer Science 2023-06-14 Yurong Chen , Qian Wang , Zhijian Duan , Haoran Sun , Zhaohua Chen , Xiang Yan , Xiaotie Deng

From social networks to supply chains, more and more aspects of how humans, firms and organizations interact is mediated by artificial learning agents. As the influence of machine learning systems grows, it is paramount that we study how to…

Multiagent Systems · Computer Science 2022-11-02 Andrea Tacchetti , DJ Strouse , Marta Garnelo , Thore Graepel , Yoram Bachrach

Online platforms connect users with relevant products and services using ads. A key challenge is that a user's search query often leaves their true intent ambiguous. Typically, platforms passively predict relevance based on available…

Computer Science and Game Theory · Computer Science 2025-12-04 Kshipra Bhawalkar , Alexandros Psomas , Di Wang

Two general algorithms based on opportunity costs are given for approximating a revenue-maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder offers a price for some subset of the available…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Karhan Akcoglu , James Aspnes , Bhaskar DasGupta , Ming-Yang Kao

The issue of fairness in AI arises from discriminatory practices in applications like job recommendations and risk assessments, emphasising the need for algorithms that do not discriminate based on group characteristics. This concern is…

Computer Science and Game Theory · Computer Science 2024-08-12 Fengjuan Jia , Mengxiao Zhang , Jiamou Liu , Bakh Khoussainov

Search auctions have become a dominant source of revenue generation on the Internet. Such auctions have typically used per-click bidding and pricing. We propose the use of hybrid auctions where an advertiser can make a per-impression as…

Computer Science and Game Theory · Computer Science 2009-01-26 Ashish Goel , Kamesh Munagala

We study actual bidding behavior when a new auction format gets introduced into the marketplace. More specifically, we investigate this question using a novel dataset on internet display advertising auctions that exploits a staggered…

General Economics · Economics 2026-05-11 Shumpei Goke , Gabriel Y. Weintraub , Ralph Mastromonaco , Sam Seljan

Online advertising has become a core revenue driver for the internet industry, with ad auctions playing a crucial role in ensuring platform revenue and advertiser incentives. Traditional auction mechanisms, like GSP, rely on the independent…

Computer Science and Game Theory · Computer Science 2024-12-17 Ruitao Zhu , Yangsu Liu , Dagui Chen , Zhenjia Ma , Chufeng Shi , Zhenzhe Zheng , Jie Zhang , Jian Xu , Bo Zheng , Fan Wu

This problem is a series of biddings and auctions. Each round of bidding and auction are different from previous ones because of the change of network topology, variance of budget set by the sender, and possible evolution of strategies of…

Networking and Internet Architecture · Computer Science 2014-01-21 Di Li , Asya Mitseva

Auctions have been proposed as a way to provide economic incentives for primary users to dynamically allocate unused spectrum to other users in need of it. Previously proposed schemes do not take into account the fact that the power…

Computer Science and Game Theory · Computer Science 2014-12-24 Deepan Palguna , David J. Love , Ilya Pollak

A speculator can take advantage of a procurement auction by acquiring items for sale before the auction. The accumulated market power can then be exercised in the auction and may lead to a large enough gain to cover the acquisition costs. I…

Theoretical Economics · Economics 2026-01-29 Shanglyu Deng

This paper studies equilibrium quality of semi-separable position auctions (known as the Ad Types setting) with greedy or optimal allocation combined with generalized second-price (GSP) or Vickrey-Clarke-Groves (VCG) pricing. We make three…

Computer Science and Game Theory · Computer Science 2021-03-11 Hadi Elzayn , Riccardo Colini-Baldeschi , Brian Lan , Okke Schrijvers