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The first-price auction is popular in practice for its simplicity and transparency. Moreover, its potential virtues grow in complex settings where incentive compatible auctions may generate little or no revenue. Unfortunately, the…
This paper proposes a distributionally robust unit commitment approach for microgrids under net load and electricity market price uncertainty. The key thrust of the proposed approach is to leverage the Kullback-Leibler divergence to…
Internet live streaming is widely used in online entertainment and e-commerce, where live advertising is an important marketing tool for anchors. An advertising campaign hopes to maximize the effect (such as conversions) under constraints…
In the context of auctions for digital goods, an interesting random sampling auction has been proposed by Goldberg, Hartline, and Wright [2001]. This auction has been analyzed by Feige, Flaxman, Hartline, and Kleinberg [2005], who have…
In sponsored search, a number of advertising slots is available on a search results page, and have to be allocated among a set of advertisers competing to display an ad on the page. This gives rise to a bipartite matching market that is…
We study the problem of auction design for advertising platforms that face strategic advertisers who are bidding across platforms. Each advertiser's goal is to maximize their total value or conversions while satisfying some constraint(s)…
We are interested in the problem of optimal commitments in rank-and-bid based auctions, a general class of auctions that include first price and all-pay auctions as special cases. Our main contribution is a novel approach to solve for…
The competitive auction was first proposed by Goldberg, Hartline, and Wright. In their paper, they introduce the competitive analysis framework of online algorithm designing into the traditional revenue-maximizing auction design problem.…
In a multiple-object auction, every bidder tries to win as many objects as possible with a bidding algorithm. This paper studies position-randomized auctions, which form a special class of multiple-object auctions where a bidding algorithm…
We investigate revenue maximization problems in auctions for dynamic spectrum access. We consider the frequency division and spread spectrum methods of dynamic spectrum sharing. In the frequency division method, a primary spectrum user…
In many applications, ads are displayed together with the prices, so as to provide a direct comparison among similar products or services. The price-displaying feature not only influences the consumers' decisions, but also affects the…
We develop an optimization model and corresponding algorithm for the management of a demand-side platform (DSP), whereby the DSP aims to maximize its own profit while acquiring valuable impressions for its advertiser clients. We formulate…
Display advertising has traditionally been sold via guaranteed contracts -- a guaranteed contract is a deal between a publisher and an advertiser to allocate a certain number of impressions over a certain period, for a pre-specified price…
We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…
We investigate \emph{bi-valued} auctions in the digital good setting and construct an explicit polynomial time deterministic auction. We prove an unconditional tight lower bound which holds even for random superpolynomial auctions. The…
Budget-management systems are one of the key components of modern auction markets. Internet advertising platforms typically offer advertisers the possibility to pace the rate at which their budget is depleted, through budget-pacing…
Real-time bidding (RTB) based display advertising has become one of the key technological advances in computational advertising. RTB enables advertisers to buy individual ad impressions via an auction in real-time and facilitates the…
Real-time bidding (RTB) has become a critical way of online advertising. In RTB, an advertiser can participate in bidding ad impressions to display its advertisements. The advertiser determines every impression's bidding price according to…
We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…
We study regret minimization in repeated first-price auctions (FPAs), where a bidder observes only the realized outcome after each auction -- win or loss. This setup reflects practical scenarios in online display advertising where the…