Display advertising is the major source of revenue for service and content providers on the
Internet. Here, the authors explain the prevalent mechanisms for selling display advertising …

We study the implications of aggregating consumers' purchase histories into scores that
proxy for unobserved willingness to pay. A long-lived consumer interacts with a sequence of …

Motivated by pricing in ad exchange markets, we consider the problem of robust learning of
reserve prices against strategic buyers in repeated contextual second-price auctions …

Stackelberg games are a canonical model for strategic principal-agent interactions.
Consider, for instance, a defense system that distributes its security resources across high …

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 …

Motivated by online advertising auctions, we consider repeated Vickrey auctions where
goods of unknown value are sold sequentially and bidders only learn (potentially noisy) …

Classical approaches to experimental design assume that intervening on one unit does not
affect other units. There are many important settings, however, where this noninterference …

In many online platforms, customers' decisions are substantially influenced by product
rankings as most customers only examine a few top-ranked products. Concurrently, such …

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 …

We address online learning in complex auction settings, such as sponsored search
auctions, where the value of the bidder is unknown to her, evolving in an arbitrary manner …