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Many real-world auctions are dynamic processes, in which bidders interact and report information over multiple rounds with the auctioneer. The sequential decision making aspect paired with imperfect information renders analyzing the…

计算机科学与博弈论 · 计算机科学 2023-12-21 Vinzenz Thoma , Michael Curry , Niao He , Sven Seuken

This paper explores the integration of strategic optimization methods in search advertising, focusing on ad ranking and bidding mechanisms within E-commerce platforms. By employing a combination of reinforcement learning and evolutionary…

机器学习 · 计算机科学 2024-05-30 Chang Zhou , Yang Zhao , Jin Cao , Yi Shen , Xiaoling Cui , Chiyu Cheng

Real-time bidding has emerged as an effective online advertising technique. With real-time bidding, advertisers can position ads per impression, enabling them to optimise ad campaigns by targeting specific audiences in real-time. This paper…

信息检索 · 计算机科学 2023-05-09 Parikshit Sharma

Real-time bidding (RTB) is an important mechanism in online display advertising, where a proper bid for each page view plays an essential role for good marketing results. Budget constrained bidding is a typical scenario in RTB where the…

人工智能 · 计算机科学 2018-10-24 Di Wu , Xiujun Chen , Xun Yang , Hao Wang , Qing Tan , Xiaoxun Zhang , Jian Xu , Kun Gai

Bidding strategies that help advertisers determine bidding prices are receiving increasing attention as more and more ad impressions are sold through real-time bidding systems. This paper first describes the problem and challenges of…

计算机科学与博弈论 · 计算机科学 2022-12-06 Mengjuan Liu , Zhengning Hu , Zhi Lai , Daiwei Zheng , Xuyun Nie

Bidding optimization is one of the most critical problems in online advertising. Sponsored search (SS) auction, due to the randomness of user query behavior and platform nature, usually adopts keyword-level bidding strategies. In contrast,…

人工智能 · 计算机科学 2018-03-02 Jun Zhao , Guang Qiu , Ziyu Guan , Wei Zhao , Xiaofei He

The majority of online display ads are served through real-time bidding (RTB) --- each ad display impression is auctioned off in real-time when it is just being generated from a user visit. To place an ad automatically and optimally, it is…

机器学习 · 计算机科学 2017-01-13 Han Cai , Kan Ren , Weinan Zhang , Kleanthis Malialis , Jun Wang , Yong Yu , Defeng Guo

We introduce the use of reinforcement learning for indirect mechanisms, working with the existing class of sequential price mechanisms, which generalizes both serial dictatorship and posted price mechanisms and essentially characterizes all…

计算机科学与博弈论 · 计算机科学 2021-05-07 Gianluca Brero , Alon Eden , Matthias Gerstgrasser , David C. Parkes , Duncan Rheingans-Yoo

Unexpected advertising items in sponsored search may reduce users' reliance on organic search, resulting in hidden cost for the e-commerce platform. To address this problem and promote sustainable growth, we propose a dynamic reserve price…

计算机科学与博弈论 · 计算机科学 2025-08-26 Mang Li

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…

计算机科学与博弈论 · 计算机科学 2014-06-05 Di He , Wei Chen , Liwei Wang , Tie-Yan Liu

Revenue-optimal auction design is a challenging problem with significant theoretical and practical implications. Sequential auction mechanisms, known for their simplicity and strong strategyproofness guarantees, are often limited by…

计算机科学与博弈论 · 计算机科学 2024-07-12 Sai Srivatsa Ravindranath , Zhe Feng , Di Wang , Manzil Zaheer , Aranyak Mehta , David C. Parkes

Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…

信息检索 · 计算机科学 2023-08-01 Ruiyang Xu , Jalaj Bhandari , Dmytro Korenkevych , Fan Liu , Yuchen He , Alex Nikulkov , Zheqing Zhu

We study reserve price optimization in multi-phase second price auctions, where the seller's prior actions affect the bidders' later valuations through a Markov Decision Process (MDP). Compared to the bandit setting in existing works, the…

机器学习 · 计算机科学 2026-03-04 Rui Ai , Boxiang Lyu , Zhaoran Wang , Zhuoran Yang , Michael I. Jordan

We study reinforcement learning from human feedback in general Markov decision processes, where agents learn from trajectory-level preference comparisons. A central challenge in this setting is to design algorithms that select informative…

机器学习 · 计算机科学 2025-12-05 Andreas Schlaginhaufen , Reda Ouhamma , Maryam Kamgarpour

We consider the budget optimization problem faced by an advertiser participating in repeated sponsored search auctions, seeking to maximize the number of clicks attained under that budget. We cast the budget optimization problem as a Markov…

计算机科学与博弈论 · 计算机科学 2012-10-19 Kareem Amin , Michael Kearns , Peter Key , Anton Schwaighofer

Online advertising platforms use automated auctions to connect advertisers with potential customers, requiring effective bidding strategies to maximize profits. Accurate ad impact estimation requires considering three key factors: delayed…

机器学习 · 计算机科学 2025-10-24 Yuwei Cheng , Zifeng Zhao , Haifeng Xu

In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…

最优化与控制 · 数学 2024-11-26 Luca Di Persio , Matteo Garbelli , Luca M. Giordano

Sponsored search is an indispensable business model and a major revenue contributor of almost all the search engines. From the advertisers' side, participating in ranking the search results by paying for the sponsored search advertisement…

信息检索 · 计算机科学 2018-03-28 Li He , Liang Wang , Kaipeng Liu , Bo Wu , Weinan Zhang

Incrementality, which is used to measure the causal effect of showing an ad to a potential customer (e.g. a user in an internet platform) versus not, is a central object for advertisers in online advertising platforms. This paper…

机器学习 · 计算机科学 2023-01-18 Ashwinkumar Badanidiyuru , Zhe Feng , Tianxi Li , Haifeng Xu

Real-time bidding (RTB) has become a critical way of online advertising. In RTB, an advertiser can participate in bidding ad impressions to display its advertisements. The advertiser determines every impression's bidding price according to…

机器学习 · 计算机科学 2021-10-12 Mengjuan Liu , Jinyu Liu , Zhengning Hu , Yuchen Ge , Xuyun Nie
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