Related papers: Large-Scale Auto-bidding with Nash Equilibrium Con…
The rise of automated bidding strategies in online advertising presents new challenges in designing and analyzing efficient auction mechanisms. In this paper, we focus on proportional mechanisms within the context of auto-bidding and study…
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…
The growing scale of ad auctions on online advertising platforms has intensified competition, making manual bidding impractical and necessitating auto-bidding to help advertisers achieve their economic goals. Current auto-bidding methods…
We investigate a portfolio selection problem involving multi competitive agents, each exhibiting mean-variance preferences. Unlike classical models, each agent's utility is determined by their relative wealth compared to the average wealth…
Bid optimization in online advertising relies on black-box machine-learning models that learn bidding decisions from historical data. However, these approaches fail to replicate human experts' adaptive, experience-driven, and globally…
Over the last decade, combinatorial algorithms have been obtained for exactly solving several nonlinear convex programs. We first provide a formal context to this activity by introducing the notion of {\em rational convex programs} -- this…
Demand response has been a promising solution for accommodating renewable energy in power systems. In this study, we consider a demand response scheme within a distribution network facing an energy supply deficit. The utility company…
This paper examines whether widely used online learning algorithms in pricing can independently reach competitive outcomes or instead foster tacit collusion. This issue has drawn considerable attention from competition regulators as…
Real-time bidding (RTB) is an important mechanism in online display advertising, where a proper bid for each page view plays an essential role for good marketing results. Budget constrained bidding is a typical scenario in RTB where the…
In online advertising markets, budget-constrained advertisers acquire ad placements through repeated bidding in auctions on various platforms. We present a strategy for bidding optimally in a set of auctions that may or may not be…
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,…
We consider a periodic double auction (PDA) setting where buyers of the auction have multiple (but finite) opportunities to procure multiple but fixed units of a commodity. The goal of each buyer participating in such auctions is to reduce…
This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…
To address issues of group-level fairness in machine learning, it is natural to adjust model parameters based on specific fairness objectives over a sensitive-attributed validation set. Such an adjustment procedure can be cast within a…
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…
As commerce shifts to digital marketplaces, platforms increasingly monetize traffic through Sponsored Shopping auctions. Unlike classic ``Sponsored Search", where an advertiser typically bids for a single link, these settings involve…
Traditional auction theory posits that bid value exhibits a positive correlation with the probability of securing the auctioned object in ascending auctions. However, under uncertainty and incomplete information, as is characteristic in…
Proportional dynamics, originated from peer-to-peer file sharing systems, models a decentralized price-learning process in Fisher markets. Previously, items in the dynamics operate independently of one another, and each is assumed to belong…
Advertisement auctions play a crucial role in revenue generation for e-commerce companies. To make the bidding procedure scalable to thousands of auctions, the automatic bidding (autobidding) algorithms are actively developed in the…
We investigate Nash equilibrium learning in a competitive Markov Game (MG) environment, where multiple agents compete, and multiple Nash equilibria can exist. In particular, for an oligopolistic dynamic pricing environment, exact Nash…