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While the auto-bidding literature predominantly considers independent bidding, we investigate the coordination problem among multiple auto-bidders in online advertising platforms. Two motivating scenarios are: collaborative bidding among…

Computer Science and Game Theory · Computer Science 2026-05-27 Yanru Guan , Jiahao Zhang , Zhe Feng , Tao Lin

Real-time bidding (RTB) has become a new norm in display advertising where a publisher uses auction models to sell online user's page view to advertisers. In RTB, the ad with the highest bid price will be displayed to the user. This ad…

Computer Science and Game Theory · Computer Science 2018-05-23 Xiang Chen

Motivated by pricing in ad exchange markets, we consider the problem of robust learning of reserve prices against strategic buyers in repeated contextual second-price auctions. Buyers' valuations for an item depend on the context that…

Machine Learning · Computer Science 2020-02-27 Negin Golrezaei , Adel Javanmard , Vahab Mirrokni

Post-click conversion rate (CVR) prediction is an essential task for discovering user interests and increasing platform revenues in a range of industrial applications. One of the most challenging problems of this task is the existence of…

Machine Learning · Computer Science 2022-11-15 Quanyu Dai , Haoxuan Li , Peng Wu , Zhenhua Dong , Xiao-Hua Zhou , Rui Zhang , Rui zhang , Jie Sun

Robust planning in interactive scenarios requires predicting the uncertain future to make risk-aware decisions. Unfortunately, due to long-tail safety-critical events, the risk is often under-estimated by finite-sampling approximations of…

Machine Learning · Computer Science 2023-01-13 Haruki Nishimura , Jean Mercat , Blake Wulfe , Rowan McAllister , Adrien Gaidon

In computational advertising, a challenging problem is how to recommend the bid for advertisers to achieve the best return on investment (ROI) given budget constraint. This paper presents a bid recommendation scenario that discovers the…

Information Retrieval · Computer Science 2022-12-29 Deguang Kong , Konstantin Shmakov , Jian Yang

In the realm of online advertising, advertisers partake in ad auctions to obtain advertising slots, frequently taking advantage of auto-bidding tools provided by demand-side platforms. To improve the automation of these bidding systems, we…

Machine Learning · Computer Science 2025-06-30 Hao Jiang , Yongxiang Tang , Yanxiang Zeng , Pengjia Yuan , Yanhua Cheng , Teng Sha , Xialong Liu , Peng Jiang

Robust mechanism design is a rising alternative to Bayesian mechanism design, which yields designs that do not rely on assumptions like full distributional knowledge. We apply this approach to mechanisms for selling a single item, assuming…

Computer Science and Game Theory · Computer Science 2022-05-24 Nir Bachrach , Inbal Talgam-Cohen

In classic auction theory, reserve prices are known to be effective for improving revenue for the auctioneer against quasi-linear utility maximizing bidders. The introduction of reserve prices, however, usually do not help improve total…

Computer Science and Game Theory · Computer Science 2021-11-05 Santiago Balseiro , Yuan Deng , Jieming Mao , Vahab Mirrokni , Song Zuo

This research focuses on the bid optimization problem in the real-time bidding setting for online display advertisements, where an advertiser, or the advertiser's agent, has access to the features of the website visitor and the type of ad…

Machine Learning · Computer Science 2022-10-31 Rui Fan , Erick Delage

The prediction of click-through rate (CTR) is crucial for industrial applications, such as online advertising. AUC is a commonly used evaluation indicator for CTR models. For advertising platforms, online performance is generally evaluated…

Machine Learning · Computer Science 2019-04-24 Zhaocheng Liu , Guangxue Yin

Maximizing utility with a budget constraint is the primary goal for advertisers in real-time bidding (RTB) systems. The policy maximizing the utility is referred to as the optimal bidding strategy. Earlier works on optimal bidding strategy…

Machine Learning · Computer Science 2020-04-02 Aritra Ghosh , Saayan Mitra , Somdeb Sarkhel , Viswanathan Swaminathan

Auto-bidding is central to computational advertising, achieving notable commercial success by optimizing advertisers' bids within economic constraints. Recently, large generative models show potential to revolutionize auto-bidding by…

Computer Science and Game Theory · Computer Science 2025-09-04 Yewen Li , Jingtong Gao , Nan Jiang , Shuai Mao , Ruyi An , Fei Pan , Xiangyu Zhao , Bo An , Qingpeng Cai , Peng Jiang

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…

Computer Science and Game Theory · Computer Science 2023-06-14 Fransisca Susan , Negin Golrezaei , Okke Schrijvers

Existing advertisements click-through rate (CTR) prediction models are mainly dependent on behavior ID features, which are learned based on the historical user-ad interactions. Nevertheless, behavior ID features relying on historical user…

Information Retrieval · Computer Science 2022-09-26 Tan Yu , Zhipeng Jin , Jie Liu , Yi Yang , Hongliang Fei , Ping Li

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 consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is…

Computer Science and Game Theory · Computer Science 2019-05-15 Thomas Nedelec , Noureddine El Karoui , Vianney Perchet

Predicting the probability that a user will click on a specific advertisement has been a prevalent issue in online advertising, attracting much research attention in the past decades. As a hot research frontier driven by industrial needs,…

Information Retrieval · Computer Science 2022-02-23 Yanwu Yang , Panyu Zhai

Real-time bidding (RTB) has become one of the largest online advertising markets in the world. Today the bid price per ad impression is typically decided by the expected value of how it can lead to a desired action event (e.g., registering…

Computer Science and Game Theory · Computer Science 2016-02-16 Jian Xu , Xuhui Shao , Jianjie Ma , Kuang-chih Lee , Hang Qi , Quan Lu

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…

Optimization and Control · Mathematics 2020-07-16 Xiaonan Lu , Mark Cannon , Denis Koksal-Rivet