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We consider an online ad network problem in which an ad exchange auctions ad slots and intermediaries called demand side platforms (DSPs) buy these ad slots for their clients (advertisers). An intermediary represents multiple advertisers.…

Computer Science and Game Theory · Computer Science 2019-10-07 Rahul Meshram , Kesav Kaza

Auto-bidding has become a cornerstone of modern online advertising platforms, enabling many advertisers to automate bidding at scale and optimize campaign performance. However, prevailing industrial systems rely on single-agent auto-bidding…

Machine Learning · Computer Science 2026-02-03 Zhiyu Mou , Miao Xu , Rongquan Bai , Zhuoran Yang , Chuan Yu , Jian Xu , Bo Zheng

The emergence of real-time auction in online advertising has drawn huge attention of modeling the market competition, i.e., bid landscape forecasting. The problem is formulated as to forecast the probability distribution of market price for…

Information Retrieval · Computer Science 2019-05-14 Kan Ren , Jiarui Qin , Lei Zheng , Zhengyu Yang , Weinan Zhang , Yong Yu

In display advertising, a small group of sellers and bidders face each other in up to 10 12 auctions a day. In this context, revenue maximisation via monopoly price learning is a high-value problem for sellers. By nature, these auctions are…

Machine Learning · Computer Science 2020-10-21 Lorenzo Croissant , Marc Abeille , Clément Calauzènes

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

We study the problem of learning revenue-optimal multi-bidder auctions from samples when the samples of bidders' valuations can be adversarially corrupted or drawn from distributions that are adversarially perturbed. First, we prove tight…

Computer Science and Game Theory · Computer Science 2021-07-14 Wenshuo Guo , Michael I. Jordan , Manolis Zampetakis

In mechanism design, it is challenging to design the optimal auction with correlated values in general settings. Although value distribution can be further exploited to improve revenue, the complex correlation structure makes it hard to…

Computer Science and Game Theory · Computer Science 2023-02-21 Da Huo , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu

We study the optimal behavior of a bidder in a real-time auction subject to the requirement that a specified collections of heterogeneous items be acquired within given time constraints. The problem facing this bidder is cast as a…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

We examine trade-offs among stakeholders in ad auctions. Our metrics are the revenue for the utility of the auctioneer, the number of clicks for the utility of the users and the welfare for the utility of the advertisers. We show how to…

Computer Science and Game Theory · Computer Science 2014-04-22 Yoram Bachrach , Sofia Ceppi , Ian A. Kash , Peter Key , David Kurokawa

We provide a Polynomial Time Approximation Scheme (PTAS) for the Bayesian optimal multi-item multi-bidder auction problem under two conditions. First, bidders are independent, have additive valuations and are from the same population.…

Computer Science and Game Theory · Computer Science 2012-11-06 Yang Cai , Zhiyi Huang

In this paper, we present an algorithm which lies in the domain of task allocation for a set of static autonomous radars with rotating antennas. It allows a set of radars to allocate in a fully decentralized way a set of active tracking…

Multiagent Systems · Computer Science 2022-05-12 Pierre Larrenie , Cédric Buron , Frédéric Barbaresco

Shilling is the use of artificial bids to make competition appear stronger and push prices upward. We study repeated first-price auctions in which shilling affects feedback but not allocation: the learner wins or loses against the real…

Machine Learning · Statistics 2026-05-22 Luigi Foscari , Matilde Tullii , Vianney Perchet

We focus on online second price auctions, where bids are made sequentially, and the winning bidder pays the maximum of the second-highest bid and a seller specified starting price. For many such auctions, the seller does not see all the…

Methodology · Statistics 2026-02-23 Sourav Mukherjee , Ziqian Yang , Rohit K Patra , Kshitij Khare

In first-price auctions for display advertising, exchanges typically communicate the "minimum-bid-to-win" to bidders after the auction as feedback for their bidding algorithms. For a winner, this is the second-highest bid, while for losing…

Computer Science and Game Theory · Computer Science 2025-06-23 Sébastien Lahaie , Benjamin Schaeffer , Yuanjun Zhou

We study a game between autobidding algorithms that compete in an online advertising platform. Each autobidder is tasked with maximizing its advertiser's total value over multiple rounds of a repeated auction, subject to budget and…

Computer Science and Game Theory · Computer Science 2024-12-03 Brendan Lucier , Sarath Pattathil , Aleksandrs Slivkins , Mengxiao Zhang

We provide algorithms that learn simple auctions whose revenue is approximately optimal in multi-item multi-bidder settings, for a wide range of valuations including unit-demand, additive, constrained additive, XOS, and subadditive. We…

Computer Science and Game Theory · Computer Science 2017-09-04 Yang Cai , Constantinos Daskalakis

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…

Computational Engineering, Finance, and Science · Computer Science 2022-06-28 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

In this work, we study a scenario where a publisher seeks to maximize its total revenue across two sales channels: guaranteed contracts that promise to deliver a certain number of impressions to the advertisers, and spot demands through an…

Computer Science and Game Theory · Computer Science 2021-07-16 Melika Abolhassani , Hossein Esfandiari , Yasamin Nazari , Balasubramanian Sivan , Yifeng Teng , Creighton Thomas

We study probabilistic single-item second-price auctions where the item is characterized by a set of attributes. The auctioneer knows the actual instantiation of all the attributes, but he may choose to reveal only a subset of these…

Computer Science and Game Theory · Computer Science 2013-02-22 Mingyu Guo , Argyrios Deligkas

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