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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

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

机器学习 · 计算机科学 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

机器学习 · 计算机科学 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

Transmission expansion planning in electricity markets is tightly coupled with the strategic bidding behaviors of generation companies. This paper proposes a Reinforcement Learning (RL)-based co-optimization framework that simultaneously…

系统与控制 · 电气工程与系统科学 2026-02-24 Tomonari Kanazawa , Hikaru Hoshino , Eiko Furutani

Real-time bidding (RTB) systems, which utilize auctions to allocate user impressions to competing advertisers, continue to enjoy success in digital advertising. Assessing the effectiveness of such advertising remains a challenge in research…

机器学习 · 计算机科学 2024-02-27 Caio Waisman , Harikesh S. Nair , Carlos Carrion

Real-Time Bidding (RTB) enables advertisers to place competitive bids on impression opportunities instantaneously, striving for cost-effectiveness in a highly competitive landscape. Although RTB has widely benefited from the utilization of…

人工智能 · 计算机科学 2025-02-04 Leng Cai , Junxuan He , Yikai Li , Junjie Liang , Yuanping Lin , Ziming Quan , Yawen Zeng , Jin Xu

In online display advertising, guaranteed contracts and real-time bidding (RTB) are two major ways to sell impressions for a publisher. Despite the increasing popularity of RTB, there is still half of online display advertising revenue…

人工智能 · 计算机科学 2018-09-11 Di Wu , Cheng Chen , Xun Yang , Xiujun Chen , Qing Tan , Jian Xu , Kun Gai

Today, billions of display ad impressions are purchased on a daily basis through a public auction hosted by real time bidding (RTB) exchanges. A decision has to be made for advertisers to submit a bid for each selected RTB ad request in…

计算机科学与博弈论 · 计算机科学 2013-05-15 Kuang-Chih Lee , Ali Jalali , Ali Dasdan

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…

机器学习 · 计算机科学 2021-12-07 Rasool Fakoor , Jonas Mueller , Kavosh Asadi , Pratik Chaudhari , Alexander J. Smola

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

机器学习 · 计算机科学 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

In this paper, we deal with the uncertainty of bidding for display advertising. Similar to the financial market trading, real-time bidding (RTB) based display advertising employs an auction mechanism to automate the impression level media…

计算机科学与博弈论 · 计算机科学 2017-01-23 Haifeng Zhang , Weinan Zhang , Yifei Rong , Kan Ren , Wenxin Li , Jun Wang

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

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…

计算机科学与博弈论 · 计算机科学 2020-06-15 Pedro Chahuara , Nicolas Grislain , Grégoire Jauvion , Jean-Michel Renders

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

Reinforcement learning (RL) provides a principled framework for decision-making in partially observable environments, which can be modeled as Markov decision processes and compactly represented through dynamic decision Bayesian networks.…

Reinforcement Learning (RL) algorithms suffer from the dependency on accurately engineered reward functions to properly guide the learning agents to do the required tasks. Preference-based reinforcement learning (PbRL) addresses that by…

人工智能 · 计算机科学 2024-08-23 Youssef Abdelkareem , Shady Shehata , Fakhri Karray

We introduce Limited Rollout Beam Search (LRBS), a beam search strategy for deep reinforcement learning (DRL) based combinatorial optimization improvement heuristics. Utilizing pre-trained models on the Euclidean Traveling Salesperson…

机器学习 · 计算机科学 2024-12-16 Federico Julian Camerota Verdù , Lorenzo Castelli , Luca Bortolussi

Automated bidding to optimize online advertising with various constraints, e.g. ROI constraints and budget constraints, is widely adopted by advertisers. A key challenge lies in designing algorithms for non-truthful mechanisms with ROI…

计算机科学与博弈论 · 计算机科学 2025-10-21 Yuan Deng , Yilin Li , Wei Tang , Hanrui Zhang

Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…

人工智能 · 计算机科学 2024-12-02 Xiaoshan Lin , Sadık Bera Yüksel , Yasin Yazıcıoğlu , Derya Aksaray

For many reinforcement learning (RL) applications, specifying a reward is difficult. This paper considers an RL setting where the agent obtains information about the reward only by querying an expert that can, for example, evaluate…

机器学习 · 计算机科学 2022-02-01 David Lindner , Matteo Turchetta , Sebastian Tschiatschek , Kamil Ciosek , Andreas Krause