相关论文: Online Causal Inference for Advertising in Real-Ti…
We study a setting where agents use no-regret learning algorithms to participate in repeated auctions. \citet{kolumbus2022auctions} showed, rather surprisingly, that when bidders participate in second-price auctions using no-regret bidding…
For sponsored search auctions, we consider contextual multi-armed bandit problem in the presence of strategic agents. In this setting, at each round, an advertising platform (center) runs an auction to select the best-suited ads relevant to…
In display advertising, users' online ad experiences are important for the advertising effectiveness. However, users have not been well accommodated in real-time bidding (RTB). This further influences their site visits and perception of the…
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…
Online display advertising is growing rapidly in recent years thanks to the automation of the ad buying process. Real-time bidding (RTB) allows the automated trading of ad impressions between advertisers and publishers through real-time…
In this paper, we study the problem of learning to bid in repeated first-price auctions with budget constraints. In each period, the decision maker needs to submit a bid to win the auction and maximize the total collected reward, subject to…
Causally identifying the effect of digital advertising is challenging, because experimentation is expensive, and observational data lacks random variation. This paper identifies a pervasive source of naturally occurring, quasi-experimental…
Modern ad auctions allow advertisers to target more specific segments of the user population. Unfortunately, this is not always in the best interest of the ad platform. In this paper, we examine the following basic question in the context…
The causal effect of showing an ad to a potential customer versus not, commonly referred to as "incrementality", is the fundamental question of advertising effectiveness. In digital advertising three major puzzle pieces are central to…
Budget management strategies in repeated auctions have received growing attention in online advertising markets. However, previous work on budget management in online bidding mainly focused on second-price auctions. The rapid shift from…
We study online learning in contextual pay-per-click auctions where at each of the $T$ rounds, the learner receives some context along with a set of ads and needs to make an estimate on their click-through rate (CTR) in order to run a…
We study and formulate arbitrage in display advertising. Real-Time Bidding (RTB) mimics stock spot exchanges and utilises computers to algorithmically buy display ads per impression via a real-time auction. Despite the new automation, the…
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…
Internet search companies sell advertisement slots based on users' search queries via an auction. While there has been a lot of attention on the auction process and its game-theoretic aspects, our focus is on the advertisers. In particular,…
Simultaneous ascending auctions present agents with the exposure problem: bidding to acquire a bundle risks the possibility of obtaining an undesired subset of the goods. Auction theory provides little guidance for dealing with this…
Real-time advertising allows advertisers to bid for each impression for a visiting user. To optimize specific goals such as maximizing revenue and return on investment (ROI) led by ad placements, advertisers not only need to estimate the…
In digital advertising, online platforms allocate ad impressions through real-time auctions, where advertisers typically rely on autobidding agents to optimize bids on their behalf. Unlike traditional auctions for physical goods, the value…
In this work, we investigate the online learning problem of revenue maximization in ad auctions, where the seller needs to learn the click-through rates (CTRs) of each ad candidate and charge the price of the winner through a pay-per-click…
Reinforcement learning (RL) is an effective technique for training decision-making agents through interactions with their environment. The advent of deep learning has been associated with highly notable successes with sequential decision…
Advertisers increasingly use automated bidding to optimize their ad campaigns on online advertising platforms. Autobidding optimizes an advertiser's objective subject to various constraints, e.g. average ROI and budget constraints. In this…