相关论文: Optimal Bidding, Allocation and Budget Spending fo…

We develop an optimization model and corresponding algorithm for the management of a demand-side platform (DSP), whereby the DSP aims to maximize its own profit while acquiring valuable impressions for its advertiser clients. We formulate…

In recent years, RTB(Real Time Bidding) becomes a popular online advertisement trading method. During the auction, each DSP(Demand Side Platform) is supposed to evaluate current opportunity and respond with an ad and corresponding bid…

We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…

We study the optimal behavior of a bidder in a real-time auction subject to the requirement that a specified collections of heterogeneous items be acquired within given time constraints. The problem facing this bidder is cast as a…

This paper describes an optimization model for setting bid levels for certain types of advertisements on web pages. This model is non-convex, but we are able to obtain optimal or near-optimal solutions rapidly using branch and cut…

Online retailers often use third-party demand-side-platforms (DSPs) to conduct offsite advertising and reach shoppers across the Internet on behalf of their advertisers. The process involves the retailer participating in instant auctions…

The ad-trading desks of media-buying agencies are increasingly relying on complex algorithms for purchasing advertising inventory. In particular, Real-Time Bidding (RTB) algorithms respond to many auctions -- usually Vickrey auctions --…

We investigate approximately optimal mechanisms in settings where bidders' utility functions are non-linear; specifically, convex, with respect to payments (such settings arise, for instance, in procurement auctions for energy). We provide…

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…

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…

In display ad auctions of Real-Time Bid-ding (RTB), a typical Demand-Side Platform (DSP)bids based on the predicted probability of click and conversion right after an ad impression. Recent studies find such a strategy is suboptimal and…

Real-time bidding (RTB) has become a major paradigm of display advertising. Each ad impression generated from a user visit is auctioned in real time, where demand-side platform (DSP) automatically provides bid price usually relying on the…

We examine trade-offs among stakeholders in ad auctions. Our metrics are the revenue for the utility of the auctioneer, the number of clicks for the utility of the users and the welfare for the utility of the advertisers. We show how to…

This paper studies convex duality in optimal investment and contingent claim valuation in markets where traded assets may be subject to nonlinear trading costs and portfolio constraints. Under fairly general conditions, the dual expressions…

In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…

This paper describes an engine to optimize web publisher revenues from second-price auctions. These auctions are widely used to sell online ad spaces in a mechanism called real-time bidding (RTB). Optimization within these auctions is…

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…

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…

Real-Time Bidding (RTB) is an important paradigm in display advertising, where advertisers utilize extended information and algorithms served by Demand Side Platforms (DSPs) to improve advertising performance. A common problem for DSPs is…

Real-time bidding (RTB) based display advertising has become one of the key technological advances in computational advertising. RTB enables advertisers to buy individual ad impressions via an auction in real-time and facilitates the…