Related papers: Feedback Control for Small Budget Pacing
The problem of efficient resource allocation has drawn significant attention in many scientific disciplines due to its direct societal benefits, such as energy savings. Traditional approaches in addressing online resource allocation…
Today, billions of display ad impressions are purchased on a daily basis through a public auction hosted by real time bidding (RTB) exchanges. A decision has to be made for advertisers to submit a bid for each selected RTB ad request in…
We study how a budget-constrained bidder should learn to adaptively bid in repeated first-price auctions to maximize her cumulative payoff. This problem arose due to an industry-wide shift from second-price auctions to first-price auctions…
For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…
In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…
Crowdsourcing platforms provide marketplaces where task requesters can pay to get labels on their data. Such markets have emerged recently as popular venues for collecting annotations that are crucial in training machine learning models in…
In this paper, we study the problem of learning to bid in repeated first-price auctions with budget constraints. In each period, the decision maker needs to submit a bid to win the auction and maximize the total collected reward, subject to…
Auto-bidding systems are widely used in advertising to automatically determine bid values under constraints such as total budget and Return-on-Spend (RoS) targets. Existing works often assume that the value of an ad impression, such as the…
In today's online advertising markets, it is common for advertisers to set long-term budgets. Correspondingly, advertising platforms adopt budget control methods to ensure that advertisers' payments lie within their budgets. Most budget…
Augmenting the input of algorithms with predictions is an algorithm design paradigm that suggests leveraging a (possibly erroneous) prediction to improve worst-case performance guarantees when the prediction is perfect (consistency), while…
We propose an integrated control architecture to address the gap that currently exists for efficient real-time implementation of MPC-based control approaches for highly nonlinear systems with fast dynamics and a large number of control…
This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…
The paper considers constrained linear systems with stochastic additive disturbances and noisy measurements transmitted over a lossy communication channel. We propose a model predictive control (MPC) law that minimizes a discounted cost…
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…
We study the problem of an online advertising system that wants to optimally spend an advertiser's given budget for a campaign across multiple platforms, without knowing the value for showing an ad to the users on those platforms. We model…
In mobile database environments, multiple users may access similar data items irrespective of their physical location leading to concurrent access anomalies. As disconnections and mobility are the common characteristics in mobile…
Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…
Flexibility is increasingly gaining importance in modern power system operation. This paper presents a controller framework based on Online Feedback Optimization for real-time coordination of power system flexibility. The proposed approach…
Ecommerce is an area where an Autonomic Computing system could be very effectively deployed. Ecommerce has created demand for high quality information technology services and businesses are seeking quality of service guarantees from their…
Model predictive control is a control approach that minimizes a stage cost over a predicted system trajectory based on a model of the system and is capable of handling state and input constraints. For uncertain models, robust or adaptive…