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Consider a seller with m heterogeneous items for sale to a single additive buyer whose values for the items are arbitrarily correlated. It was previously shown that, in such settings, distributions exist for which the seller's optimal…

Computer Science and Game Theory · Computer Science 2018-12-03 Christos-Alexandros Psomas , Ariel Schvartzman , S. Matthew Weinberg

We study the problem of fairly allocating a set of indivisible items among a set of agents. We consider the notion of (approximate) maximin share (MMS) and we provide an improved lower bound of $1/2$ (which is tight) for the case of…

Computer Science and Game Theory · Computer Science 2025-02-10 George Christodoulou , Vasilis Christoforidis , Symeon Mastrakoulis , Alkmini Sgouritsa

Inspired by online ad allocation, we study online stochastic packing linear programs from theoretical and practical standpoints. We first present a near-optimal online algorithm for a general class of packing linear programs which model…

Data Structures and Algorithms · Computer Science 2010-02-17 Jon Feldman , Monika Henzinger , Nitish Korula , Vahab S. Mirrokni , Cliff Stein

We study a competitive online optimization problem with multiple inventories. In the problem, an online decision maker seeks to optimize the allocation of multiple capacity-limited inventories over a slotted horizon, while the allocation…

Performance · Computer Science 2022-02-08 Qiulin Lin , Yanfang Mo , Junyan Su , Minghua Chen

In this paper, we study sequential auctions with two budget constrained bidders and any number of identical items. All prior results on such auctions consider only two items. We construct a canonical outcome of the auction that is the only…

Computer Science and Game Theory · Computer Science 2012-09-11 Zhiyi Huang , Nikhil R. Devanur , David Malec

We study the bidding problem in repeated uniform price multi-unit auctions from the perspective of a value-maximizing buyer. The buyer aims to maximize their cumulative value over $T$ rounds while adhering to per-round return-on-investment…

Data Structures and Algorithms · Computer Science 2025-10-07 Negin Golrezaei , Sourav Sahoo

We consider an online assortment problem with $[n]:=\{1,2,\ldots,n\}$ sellers, each holding exactly one item $i\in[n]$ with initial inventory $c_i\in \mathbb{Z}_+$, and a sequence of homogeneous buyers arriving over a finite time horizon…

Computer Science and Game Theory · Computer Science 2021-12-10 S. Rasoul Etesami

We study the problem of finding the optimal bidding strategy for an advertiser in a multi-platform auction setting. The competition on a platform is captured by a value and a cost function, mapping bidding strategies to value and cost…

Computer Science and Game Theory · Computer Science 2025-02-27 Gagan Aggarwal , Anupam Gupta , Xizhi Tan , Mingfei Zhao

In many online advertisement (ad) exchanges, ad slots are each sold via a separate second-price auction. This paper considers the bidder's problem of maximizing the value of ads they purchase in these auctions, subject to budget…

Computer Science and Game Theory · Computer Science 2020-03-16 Jonathan Amar , Nicholas Renegar

We study an abstract optimal auction problem for a single good or service. This problem includes environments where agents have budgets, risk preferences, or multi-dimensional preferences over several possible configurations of the good…

Computer Science and Game Theory · Computer Science 2012-03-23 Saeed Alaei , Hu Fu , Nima Haghpanah , Jason Hartline , Azarakhsh Malekian

Online bidding serves as a fundamental information system in mobile ecosystems, facilitating real-time ad allocation across billions of devices while optimizing both platform performance and user experience through data-driven decision…

Computer Science and Game Theory · Computer Science 2026-01-07 Huanyu Yan , Yu Huo , Min Lu , Weitong Ou , Xingyan Shi , Ruihe Shi , Xiaoying Tang

We consider the problem of bidding in online advertising, where an advertiser aims to maximize value while adhering to budget and Return-on-Spend (RoS) constraints. Unlike prior work that assumes knowledge of the value generated by winning…

Machine Learning · Computer Science 2025-03-06 Sushant Vijayan , Zhe Feng , Swati Padmanabhan , Karthikeyan Shanmugam , Arun Suggala , Di Wang

We study the question of existence and fast computation of fair and efficient allocations of indivisible resources among agents with additive valuations. As such allocations may not exist for arbitrary instances, we ask if they exist for…

Computer Science and Game Theory · Computer Science 2025-12-22 Aprup Kale , Rucha Kulkarni , Navya Garg

Sponsored search auctions are commonly modeled as an assignment of a fixed set of slots (positions) to a set of advertisers, with welfare maximization being reducible to a standard matching problem. Motivated by modern ad formats, we study…

Computer Science and Game Theory · Computer Science 2026-05-13 Eleni Batziou , Georgios Birmpas , Georgios Chionas , Piotr Krysta

In markets such as digital advertising auctions, bidders want to maximize value rather than payoff. This is different to the utility functions typically assumed in auction theory and leads to different strategies and outcomes. We refer to…

Computer Science and Game Theory · Computer Science 2016-07-14 Salman Fadaei , Martin Bichler

In the quest for market mechanisms that are easy to implement, yet close to optimal, few seem as viable as posted pricing. Despite the growing body of impressive results, the performance of most posted price mechanisms however, rely…

Computer Science and Game Theory · Computer Science 2016-09-23 Shreyas Sekar

In this paper, we present the first approximation algorithms for the problem of designing revenue optimal Bayesian incentive compatible auctions when there are multiple (heterogeneous) items and when bidders can have arbitrary demand and…

Computer Science and Game Theory · Computer Science 2010-03-30 Sayan Bhattacharya , Gagan Goel , Sreenivas Gollapudi , Kamesh Munagala

Online advertising has recently grown into a highly competitive and complex multi-billion-dollar industry, with advertisers bidding for ad slots at large scales and high frequencies. This has resulted in a growing need for efficient…

Machine Learning · Computer Science 2023-07-04 Zhe Feng , Swati Padmanabhan , Di Wang

With a novel search algorithm or assortment planning or assortment optimization algorithm that takes into account a Bayesian approach to information updating and two-stage assortment optimization techniques, the current research provides a…

Theoretical Economics · Economics 2023-07-19 Dipankar Das

We consider a practically motivated variant of the canonical online fair allocation problem: a decision-maker has a budget of perishable resources to allocate over a fixed number of rounds. Each round sees a random number of arrivals, and…

Optimization and Control · Mathematics 2026-04-03 Siddhartha Banerjee , Chamsi Hssaine , Sean R. Sinclair
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