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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

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

计算机科学与博弈论 · 计算机科学 2021-09-23 Thomas Nedelec , Clément Calauzènes , Noureddine El Karoui , Vianney Perchet

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

In display advertising, a small group of sellers and bidders face each other in up to 10 12 auctions a day. In this context, revenue maximisation via monopoly price learning is a high-value problem for sellers. By nature, these auctions are…

机器学习 · 计算机科学 2020-10-21 Lorenzo Croissant , Marc Abeille , Clément Calauzènes

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

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

The online advertising market, with its thousands of auctions run per second, presents a daunting challenge for advertisers who wish to optimize their spend under a budget constraint. Thus, advertising platforms typically provide automated…

机器学习 · 计算机科学 2023-10-17 Dmytro Korenkevych , Frank Cheng , Artsiom Balakir , Alex Nikulkov , Lingnan Gao , Zhihao Cen , Zuobing Xu , Zheqing Zhu

Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an…

计算机科学与博弈论 · 计算机科学 2015-11-19 Jonathan Weed , Vianney Perchet , Philippe Rigollet

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

We study the problem of learning to bid when the bidder's value is dynamic, i.e., when the current value depends on past outcomes. Specifically, we consider a bidder participating in repeated second-price auctions whose value depends on the…

机器学习 · 计算机科学 2026-05-28 Benjamin Heymann , Otmane Sakhi

In many repeated auction settings, participants care not only about how frequently they win but also how their winnings are distributed over time. This problem arises in various practical domains where avoiding congested demand is crucial,…

计算机科学与博弈论 · 计算机科学 2025-06-13 Giannis Fikioris , Robert Kleinberg , Yoav Kolumbus , Raunak Kumar , Yishay Mansour , Éva Tardos

We consider a repeated auction where the buyer's utility for an item depends on the time that elapsed since his last purchase. We present an algorithm to build the optimal bidding policy, and then, because optimal might be impractical, we…

理论经济学 · 经济学 2023-08-04 Benjamin Heymann , Alexandre Gilotte , Rémi Chan-Renous

In this paper, we analyze a natural learning algorithm for uniform pacing of advertising budgets, equipped to adapt to varying ad sale platform conditions. On the demand side, advertisers face a fundamental technical challenge in automating…

计算机科学与博弈论 · 计算机科学 2022-11-14 MohammadTaghi Hajiaghayi , Max Springer

We consider a dynamic pricing problem for repeated contextual second-price auctions with multiple strategic buyers who aim to maximize their long-term time discounted utility. The seller has limited information on buyers' overall demand…

机器学习 · 计算机科学 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang

The real-time bidding (RTB), aka programmatic buying, has recently become the fastest growing area in online advertising. Instead of bulking buying and inventory-centric buying, RTB mimics stock exchanges and utilises computer algorithms to…

计算机科学与博弈论 · 计算机科学 2013-06-28 Shuai Yuan , Jun Wang , Xiaoxue Zhao

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…

最优化与控制 · 数学 2026-03-10 Zeng Fu , Jiashuo Jiang , Yuan Zhou

Brand advertising plays a critical role in building long-term consumer awareness and loyalty, making it a key objective for advertisers across digital platforms. Although real-time bidding has been extensively studied, there is limited…

计算机科学与博弈论 · 计算机科学 2026-03-10 Yuanlong Chen , Bowen Zhu , Bing Xia , Yichuan Wang

Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism. We…

机器学习 · 计算机科学 2013-11-28 Kareem Amin , Afshin Rostamizadeh , Umar Syed

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

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…

计算机科学与博弈论 · 计算机科学 2023-04-27 Qian Wang , Zongjun Yang , Xiaotie Deng , Yuqing Kong
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