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

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This paper is concerned with the determination of pricing strategies for a firm that in each period of a finite horizon receives replenishment quantities of a single product which it sells in two markets, e.g., a long-distance market and an…

最优化与控制 · 数学 2015-09-25 Wen , Chen , Adam Fleischhacker , Michael N. Katehakis

A platform charges a producer for disclosing quality evidence to consumers before trade. It aims to maximize its revenue guarantee across potentially multiple equilibria which arise from the interdependence of producer purchase decisions…

理论经济学 · 经济学 2025-06-17 Tan Gan , Hongcheng Li

We consider a dynamic pricing problem for repeated contextual second-price auctions with multiple strategic buyers who aim to maximize their long-term time discounted utility. The seller has limited information on buyers' overall demand…

机器学习 · 计算机科学 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang

An informed seller designs a dynamic mechanism to sell an experience good. The seller has partial information about the product match, which affects the buyer's private consumption experience. We characterize equilibrium mechanisms of this…

理论经济学 · 经济学 2025-06-24 Tan Gan , Nicholas Wu

Contemporary real-world online ad auctions differ from canonical models [Edelman et al., 2007; Varian, 2009] in at least four ways: (1) values and click-through rates can depend upon users' search queries, but advertisers can only partially…

机器学习 · 计算机科学 2024-04-11 Ming Chen , Sareh Nabi , Marciano Siniscalchi

In this paper, we analyze a natural learning algorithm for uniform pacing of advertising budgets, equipped to adapt to varying ad sale platform conditions. On the demand side, advertisers face a fundamental technical challenge in automating…

计算机科学与博弈论 · 计算机科学 2022-11-14 MohammadTaghi Hajiaghayi , Max Springer

We consider online procurement auctions, where the agents arrive sequentially, in random order, and have private costs for their services. The buyer aims to maximize a monotone submodular value function for the subset of agents whose…

计算机科学与博弈论 · 计算机科学 2025-04-15 Andreas Charalampopoulos , Dimitris Fotakis , Panagiotis Patsilinakos , Thanos Tolias

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,…

信息检索 · 计算机科学 2023-07-13 Jason Cheuk Nam Liang , Haihao Lu , Baoyu Zhou

We present novel online mechanisms for traffic intersection auctions in which users bid for priority service. We assume that users at the front of their lane are requested to declare their delay cost, i.e. value of time, and that users are…

计算机科学与博弈论 · 计算机科学 2020-10-15 David Rey , Michael W Levin , Vinayak V Dixit

We introduce a dynamic mechanism design problem in which the designer wants to offer for sale an item to an agent, and another item to the same agent at some point in the future. The agent's joint distribution of valuations for the two…

计算机科学与博弈论 · 计算机科学 2023-05-22 Christos Papadimitriou , George Pierrakos , Christos-Alexandros Psomas , Aviad Rubinstein

In sponsored search, advertisement (abbreviated ad) slots are usually sold by a search engine to an advertiser through an auction mechanism in which advertisers bid on keywords. In theory, auction mechanisms have many desirable economic…

计算机科学与博弈论 · 计算机科学 2015-12-11 Bowei Chen , Jun Wang , Ingemar J. Cox , Mohan S. Kankanhalli

The optimization of bidding strategies for online advertising slot auctions presents a critical challenge across numerous digital marketplaces. A significant obstacle to the development, evaluation, and refinement of real-time autobidding…

Bid shading plays a crucial role in Real-Time Bidding (RTB) by adaptively adjusting the bid to avoid advertisers overspending. Existing mainstream two-stage methods, which first model bid landscapes and then optimize surplus using…

计算机科学与博弈论 · 计算机科学 2026-04-30 Yinqiu Huang , Hao Ma , Wenshuai Chen , Zongwei Wang , Shuli Wang , Yongqiang Zhang , Xue Wei , Yinhua Zhu , Haitao Wang , Xingxing Wang

Bidding in simultaneous auctions is challenging because an agent's value for a good in one auction may depend on the uncertain outcome of other auctions: the so-called exposure problem. Given the gap in understanding of general simultaneous…

计算机科学与博弈论 · 计算机科学 2012-10-19 Michael P. Wellman , Eric Sodomka , Amy Greenwald

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…

计算机科学与博弈论 · 计算机科学 2021-11-05 Santiago Balseiro , Yuan Deng , Jieming Mao , Vahab Mirrokni , Song Zuo

We study the optimal dynamic pricing of an expiring ticket or voucher, sold by a time-sensitive seller to strategic buyers who arrive stochastically with private values. The expiring nature creates a conflict: the seller's urgency to sell…

计算机科学与博弈论 · 计算机科学 2025-09-30 Suyeon Choi , Changhyun Kwon , Seungki Min

First-price auctions have recently gained significant traction in digital advertising markets, exemplified by Google's transition from second-price to first-price auctions. Unlike in second-price auctions, where bidding one's private…

机器学习 · 计算机科学 2025-10-07 Zihao Hu , Xiaoyu Fan , Yuan Yao , Jiheng Zhang , Zhengyuan Zhou

Auto-bidding plays an important role in online advertising and has become a crucial tool for advertisers and advertising platforms to meet their performance objectives and optimize the efficiency of ad delivery. Advertisers employing…

计算机科学与博弈论 · 计算机科学 2020-12-07 Bin Li , Xiao Yang , Daren Sun , Zhi Ji , Zhen Jiang , Cong Han , Dong Hao

Real-Time Bidding (RTB) is an important mechanism in modern online advertising systems. Advertisers employ bidding strategies in RTB to optimize their advertising effects subject to various financial requirements, especially the…

机器学习 · 计算机科学 2022-07-19 Haozhe Wang , Chao Du , Panyan Fang , Shuo Yuan , Xuming He , Liang Wang , Bo Zheng

In this paper, we solve the multiple product price optimization problem under interval uncertainties of the price sensitivity parameters in the demand function. The objective of the price optimization problem is to maximize the overall…

最优化与控制 · 数学 2021-07-01 Mahdi Hamzeei , Alvin Lim , Jiefeng Xu