相关论文: A dynamic pricing model for unifying programmatic …

We consider an application of multi-armed bandits to internet advertising (specifically, to dynamic ad allocation in the pay-per-click model, with uncertainty on the click probabilities). We focus on an important practical issue that…

The system operator's scheduling problem in electricity markets, called unit commitment, is a non-convex mixed-integer program. The optimal value function is non-convex, preventing the application of traditional marginal pricing theory to…

We are interested in the setting where a seller sells sequentially arriving items, one per period, via a dynamic auction. At the beginning of each period, each buyer draws a private valuation for the item to be sold in that period and this…

Modern content platforms offer paid promotion to mitigate cold start by allocating exposure via auctions. Our empirical analysis reveals a counterintuitive flaw in this paradigm: while promotion rescues low-to-medium quality content, it can…

Sponsored search is an important monetization channel for search engines, in which an auction mechanism is used to select the ads shown to users and determine the prices charged from advertisers. There have been several pieces of work in…

This note is a complementary material for the solution of optimal real-time bidding function in paper "Optimal Real-Time Bidding for Display Advertising, KDD 2014", where the estimated cost is taken as the bid price, i.e., the upper bound…

As advertisers increasingly shift their budgets toward digital advertising, accurately forecasting advertising costs becomes essential for optimizing marketing campaign returns. This paper presents a comprehensive study that employs various…

Media publisher platforms often face an effectiveness-nuisance tradeoff: more annoying ads can be more effective for some advertisers because of their ability to attract attention, but after attracting viewers' attention, their nuisance to…

We consider the fundamental scenario where a single item is to be sold to one of two agents. Both agents draw their valuation for the item from the same probability distribution. However, only one of them submits a bid to the mechanism. The…

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…

Online advertising has become one of the most successful business models of the internet era. Impression opportunities are typically allocated through real-time auctions, where advertisers bid to secure advertisement slots. Deciding the…

We address a dynamic pricing problem for airlines aiming to maximize expected revenue from selling cargo space on a single-leg flight. The cargo shipments' weight and volume are uncertain and their precise values remain unavailable at the…

A seller with one unit of a good faces N\geq3 buyers and a single competitor who sells one other identical unit in a second-price auction with a reserve price. Buyers who do not get the seller's good will compete in the competitor's…

In many online advertisement (ad) exchanges, ad slots are each sold via a separate second-price auction. This paper considers the bidder's problem of maximizing the value of ads they purchase in these auctions, subject to budget…

The goal of online display advertising is to entice users to "convert" (i.e., take a pre-defined action such as making a purchase) after clicking on the ad. An important measure of the value of an ad is the probability of conversion. The…

We consider the classical mathematical economics problem of {\em Bayesian optimal mechanism design} where a principal aims to optimize expected revenue when allocating resources to self-interested agents with preferences drawn from a known…

This paper studies the static economic optimization problem of a system with a single aggregator and multiple prosumers in a Real-Time Balancing Market (RTBM). The aggregator, as the agent responsible for portfolio balancing, needs to…

We study a bilateral trade problem where a principal has private information that is revealed with delay, such as a seller who does not yet know her production cost. Postponing the contracting process incurs a costly delay, while early…

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)…

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…