A unifying framework for online optimization with long-term constraints

M Castiglioni, A Celli, A Marchesi… - Advances in Neural …, 2022 - proceedings.neurips.cc
We study online learning problems in which a decision maker has to take a sequence of
decisions subject to $ m $ long-term constraints. The goal of the decision maker is to …

Multi-channel autobidding with budget and ROI constraints

Y Deng, N Golrezaei, P Jaillet… - International …, 2023 - proceedings.mlr.press
In digital online advertising, advertisers procure ad impressions simultaneously on multiple
platforms, or so-called channels, such as Google Ads, Meta Ads Manager, etc., each of …

Learning to bid in repeated first-price auctions with budgets

Q Wang, Z Yang, X Deng… - … Conference on Machine …, 2023 - proceedings.mlr.press
Budget management strategies in repeated auctions have received growing attention in
online advertising markets. However, previous work on budget management in online …

Autobidders with budget and roi constraints: Efficiency, regret, and pacing dynamics

B Lucier, S Pattathil, A Slivkins… - The Thirty Seventh …, 2024 - proceedings.mlr.press
We study a game between autobidding algorithms that compete in an online advertising
platform. Each autobidder is tasked with maximizing its advertiser's total value over multiple …

Contextual bandits with packing and covering constraints: A modular lagrangian approach via regression

A Slivkins, KA Sankararaman… - The Thirty Sixth Annual …, 2023 - proceedings.mlr.press
We consider contextual bandits with linear constraints (CBwLC), a variant of contextual
bandits in which the algorithm consumes multiple resources subject to linear constraints on …

Online Bidding Algorithms for Return-on-Spend Constrained Advertisers✱

Z Feng, S Padmanabhan, D Wang - … of the ACM Web Conference 2023, 2023 - dl.acm.org
We study online auto-bidding algorithms for a single advertiser maximizing value under the
Return-on-Spend (RoS) constraint, quantifying performance in terms of regret relative to the …

Selling to multiple no-regret buyers

L Cai, SM Weinberg, E Wildenhain, S Zhang - International Conference on …, 2023 - Springer
We consider the problem of repeatedly auctioning a single item to multiple iid buyers who
each use a no-regret learning algorithm to bid over time. In particular, we study the seller's …

Online Learning under Budget and ROI Constraints via Weak Adaptivity

M Castiglioni, A Celli, C Kroer - Forty-first International Conference …, 2024 - openreview.net
We study online learning problems in which a decision maker has to make a sequence of
costly decisions, with the goal of maximizing their expected reward while adhering to budget …

[PDF][PDF] Fairness in the autobidding world with machine-learned advice

Y Deng, N Golrezaei, P Jaillet, JCN Liang… - arXiv preprint arXiv …, 2022 - mit.edu
The increasing availability of real-time data has fueled the prevalence of algorithmic bidding
(or autobidding) in online advertising markets, and has enabled online ad platforms to …

Online ad procurement in non-stationary autobidding worlds

JCN Liang, H Lu, B Zhou - Advances in Neural Information …, 2024 - proceedings.neurips.cc
Today's online advertisers procure digital ad impressions through interacting with
autobidding platforms: advertisers convey high level procurement goals via setting levers …