The internet advertising market is a multibillion dollar industry in which advertisers buy thousands of ad placements every day by repeatedly participating in auctions. An important and ubiquitous …
In the classic contextual bandits problem, in each round t, a learner observes some context c, chooses some action i to perform, and receives some reward ri,t(c) . We consider the variant of this …
Online marketplaces, such as Amazon, Alibaba, Google Shopping, and JD.com, allow sellers to promote their products by charging them for the right to be displayed on top of organic search results. I…
Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, …
We study the problem of designing dynamic double auctions for two-sided markets in which a platform intermediates the trade between one seller offering independent items to multiple buyers, repeate…
In online advertising, advertisers purchase ad placements by participating in a long sequence of repeated auctions. One of the most important features that advertising platforms often provide and a…
Problem definition: We consider a setting where online advertisers seek to acquire impressions from an advertising exchange through a multitier network of intermediaries, and study the mechanisms o…