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Recent work has addressed the algorithmic problem of allocating advertisement space for keywords in sponsored search auctions so as to maximize revenue, most of which assume that pricing is done via a first-price auction. This does not…

数据结构与算法 · 计算机科学 2008-09-12 Yossi Azar , Benjamin Birnbaum , Anna R. Karlin , C. Thach Nguyen

Online bidding serves as a fundamental information system in mobile ecosystems, facilitating real-time ad allocation across billions of devices while optimizing both platform performance and user experience through data-driven decision…

计算机科学与博弈论 · 计算机科学 2026-01-07 Huanyu Yan , Yu Huo , Min Lu , Weitong Ou , Xingyan Shi , Ruihe Shi , Xiaoying Tang

In this paper, we study the non-stationary online second price auction problem. We assume that the seller is selling the same type of items in $T$ rounds by the second price auction, and she can set the reserve price in each round. In each…

机器学习 · 计算机科学 2019-11-15 Haoyu Zhao , Wei Chen

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…

网络与互联网体系结构 · 计算机科学 2013-05-29 Yu-e Sun , He Huang , Xiang-Yang Li , Zhili Chen , Wei Yang , Hongli Xu , Liusheng Huang

We propose a new Markov Decision Process (MDP) model for ad auctions to capture the user response to the quality of ads, with the objective of maximizing the long-term discounted revenue. By incorporating user response, our model takes into…

计算机科学与博弈论 · 计算机科学 2024-05-07 Yang Cai , Zhe Feng , Christopher Liaw , Aranyak Mehta , Grigoris Velegkas

The purpose of Inventory Pricing is to bid the right prices to online ad opportunities, which is crucial for a Demand-Side Platform (DSP) to win advertising auctions in Real-Time Bidding (RTB). In the planning stage, advertisers need the…

机器学习 · 计算机科学 2021-10-27 Xu Li , Michelle Ma Zhang , Youjun Tong , Zhenya Wang

Since 2019, most ad exchanges and sell-side platforms (SSPs), in the online advertising industry, shifted from second to first price auctions. Due to the fundamental difference between these auctions, demand-side platforms (DSPs) have had…

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…

计算工程、金融与科学 · 计算机科学 2022-06-28 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

Over the last decade, digital media (web or app publishers) generalized the use of real time ad auctions to sell their ad spaces. Multiple auction platforms, also called Supply-Side Platforms (SSP), were created. Because of this…

Advertisement auctions play a crucial role in revenue generation for e-commerce companies. To make the bidding procedure scalable to thousands of auctions, the automatic bidding (autobidding) algorithms are actively developed in the…

计算机科学与博弈论 · 计算机科学 2025-10-23 Andrey Pudovikov , Alexandra Khirianova , Ekaterina Solodneva , Aleksandr Katrutsa , Egor Samosvat , Yuriy Dorn

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

In this paper, we study how a budget-constrained bidder should learn to bid adaptively in repeated first-price auctions to maximize cumulative payoff. This problem arises from the recent industry-wide shift from second-price auctions to…

计算机科学与博弈论 · 计算机科学 2026-04-14 Yige Wang , Jiashuo Jiang

Existing auto-bidding algorithms in digital advertising often treat the value of an ad opportunity as the revenue obtained when an ad is shown and/or clicked, and bid accordingly. This can lead to wasteful spending because the true value is…

计算机科学与博弈论 · 计算机科学 2026-05-05 Yuxiao Wen , Zihao Hu , Yanjun Han , Yuan Yao , Zhengyuan Zhou

Digital advertising platforms and publishers sell ad inventory that conveys targeting information, such as demographic, contextual, or behavioral audience segments, to advertisers. While revealing this information improves ad relevance, it…

综合经济学 · 经济学 2026-01-15 Srinivas Tunuguntla , Carl F. Mela , Jason Pratt

In online ad markets, a rising number of advertisers are employing bidding agencies to participate in ad auctions. These agencies are specialized in designing online algorithms and bidding on behalf of their clients. Typically, an agency…

计算机科学与博弈论 · 计算机科学 2023-06-14 Yurong Chen , Qian Wang , Zhijian Duan , Haoran Sun , Zhaohua Chen , Xiang Yan , Xiaotie Deng

Internet advertisers (buyers) repeatedly procure ad impressions from ad platforms (sellers) with the aim to maximize total conversion (i.e. ad value) while respecting both budget and return-on-investment (ROI) constraints for efficient…

计算机科学与博弈论 · 计算机科学 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang , Vahab Mirrokni

The emergence of real-time auction in online advertising has drawn huge attention of modeling the market competition, i.e., bid landscape forecasting. The problem is formulated as to forecast the probability distribution of market price for…

信息检索 · 计算机科学 2019-05-14 Kan Ren , Jiarui Qin , Lei Zheng , Zhengyu Yang , Weinan Zhang , Yong Yu

Auto-bidding systems are widely used in advertising to automatically determine bid values under constraints such as total budget and Return-on-Spend (RoS) targets. Existing works often assume that the value of an ad impression, such as the…

机器学习 · 计算机科学 2026-02-03 Jiale Han , Chun Gan , Chengcheng Zhang , Jie He , Zhangang Lin , Ching Law , Xiaowu Dai

Throttling is a popular method of budget management for online ad auctions in which the platform modulates the participation probability of an advertiser in order to smoothly spend her budget across many auctions. In this work, we…

计算机科学与博弈论 · 计算机科学 2023-02-07 Xi Chen , Christian Kroer , Rachitesh Kumar

We analyze a scenario in which software agents implemented as regret-minimizing algorithms engage in a repeated auction on behalf of their users. We study first-price and second-price auctions, as well as their generalized versions (e.g.,…

计算机科学与博弈论 · 计算机科学 2022-03-28 Yoav Kolumbus , Noam Nisan