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We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

Machine Learning · Computer Science 2023-09-07 Tianchi Cai , Jiyan Jiang , Wenpeng Zhang , Shiji Zhou , Xierui Song , Li Yu , Lihong Gu , Xiaodong Zeng , Jinjie Gu , Guannan Zhang

In Reinforcement Learning (RL), multi-armed Bandit (MAB) problems have found applications across diverse domains such as recommender systems, healthcare, and finance. Traditional MAB algorithms typically assume stationary reward…

Artificial Intelligence · Computer Science 2024-10-10 Gustavo de Freitas Fonseca , Lucas Coelho e Silva , Paulo André Lima de Castro

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

Machine Learning · Statistics 2016-02-16 Yifan Wu , Roshan Shariff , Tor Lattimore , Csaba Szepesvári

Marketing optimization, commonly formulated as an online budget allocation problem, has emerged as a pivotal factor in driving user growth. Most existing research addresses this problem by following the principle of 'first predict then…

Machine Learning · Computer Science 2025-06-03 Xiaohan Wang , Yu Zhang , Guibin Jiang , Bing Cheng , Wei Lin

A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…

Machine Learning · Computer Science 2026-03-10 Yuki Shibukawa , Koichi Tanaka , Yuta Saito , Shinji Ito

How to explore efficiently is a central problem in multi-armed bandits. In this paper, we introduce the metadata-based multi-task bandit problem, where the agent needs to solve a large number of related multi-armed bandit tasks and can…

Machine Learning · Computer Science 2021-08-17 Runzhe Wan , Lin Ge , Rui Song

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

Finding the optimal assignment in budget-constrained auctions is a combinatorial optimization problem with many important applications, a notable example being the sale of advertisement space by search engines (in this context the problem…

Computer Science and Game Theory · Computer Science 2015-05-13 F. Altarelli , A. Braunstein , J. Realpe-Gomez , R. Zecchina

The majority of online marketplaces offer promotion programs to sellers to acquire additional customers for their products. These programs typically allow sellers to allocate advertising budgets to promote their products, with higher…

Computer Science and Game Theory · Computer Science 2025-02-05 Anastasiia Soboleva , Alexander Ledovsky , Yuriy Dorn , Egor Samosvat , Andrey Tikhanov , Fyodor Prazdnikov

We consider a Bayesian budgeted multi-armed bandit problem, in which each arm consumes a different amount of resources when selected and there is a budget constraint on the total amount of resources that can be used. Budgeted Thompson…

Machine Learning · Computer Science 2024-08-29 Woojin Jeong , Seungki Min

While marketing budget allocation has been studied for decades in traditional business, nowadays online business brings much more challenges due to the dynamic environment and complex decision-making process. In this paper, we present a…

Data Structures and Algorithms · Computer Science 2019-05-23 Kui Zhao , Junhao Hua , Ling Yan , Qi Zhang , Huan Xu , Cheng Yang

Communication networks shared by many users are a widespread challenge nowadays. In this paper we address several aspects of this challenge simultaneously: learning unknown stochastic network characteristics, sharing resources with other…

Machine Learning · Computer Science 2018-08-16 Orly Avner , Shie Mannor

Online Resource Allocation addresses the problem of efficiently allocating limited resources to buyers with incomplete knowledge of future requests. In our setting, buyers arrive sequentially requesting a set of items, each with a value…

Computer Science and Game Theory · Computer Science 2026-02-11 Dimitris Fotakis , Charalampos Platanos , Thanos Tolias

In a wide variety of applications including online advertising, contractual hiring, and wireless scheduling, the controller is constrained by a stringent budget constraint on the available resources, which are consumed in a random amount by…

Machine Learning · Computer Science 2022-01-25 Semih Cayci , Yilin Zheng , Atilla Eryilmaz

Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

Machine Learning · Computer Science 2025-11-07 Xia Jiang , Rong J. B. Zhu

Optimization is commonly employed to determine the content of web pages, such as to maximize conversions on landing pages or click-through rates on search engine result pages. Often the layout of these pages can be decoupled into several…

Machine Learning · Computer Science 2018-10-24 Daniel N Hill , Houssam Nassif , Yi Liu , Anand Iyer , S V N Vishwanathan

Advertisers usually enjoy the flexibility to choose criteria like target audience, geographic area and bid price when planning an campaign for online display advertising, while they lack forecast information on campaign performance to…

Machine Learning · Computer Science 2022-02-25 Jun Chen , Cheng Chen , Huayue Zhang , Qing Tan

In online advertising, the inherent complexity and dynamic nature of advertising environments necessitate the use of auto-bidding services to assist advertisers in bid optimization. This complexity is further compounded in multi-channel…

Artificial Intelligence · Computer Science 2026-02-27 Xinxin Yang , Yangyang Tang , Yikun Zhou , Yaolei Liu , Yun Li , Bo Yang

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…

Systems and Control · Computer Science 2014-03-25 Longbo Huang

In light of the COVID-19 pandemic, it is an open challenge and critical practical problem to find a optimal way to dynamically prescribe the best policies that balance both the governmental resources and epidemic control in different…

Machine Learning · Computer Science 2022-04-28 Baihan Lin , Djallel Bouneffouf