Online display advertising markets: A literature review and future directions
This paper summarizes the display advertising literature, organizing the content by the
agents in the display advertising ecosystem, and proposes new research directions. In doing …
agents in the display advertising ecosystem, and proposes new research directions. In doing …
Trustworthy human-AI partnerships
In this paper, we foreground some of the key research challenges that arise in the design of
trustworthy human-AI partnerships. In particular, we focus on the challenges in designing …
trustworthy human-AI partnerships. In particular, we focus on the challenges in designing …
Introduction to multi-armed bandits
A Slivkins - Foundations and Trends® in Machine Learning, 2019 - nowpublishers.com
Multi-armed bandits a simple but very powerful framework for algorithms that make
decisions over time under uncertainty. An enormous body of work has accumulated over the …
decisions over time under uncertainty. An enormous body of work has accumulated over the …
Robust auction design in the auto-bidding world
In classic auction theory, reserve prices are known to be effective for improving revenue for
the auctioneer against quasi-linear utility maximizing bidders. The introduction of reserve …
the auctioneer against quasi-linear utility maximizing bidders. The introduction of reserve …
Calibrated stackelberg games: Learning optimal commitments against calibrated agents
In this paper, we introduce a generalization of the standard Stackelberg Games (SGs)
framework: Calibrated Stackelberg Games. In CSGs, a principal repeatedly interacts with an …
framework: Calibrated Stackelberg Games. In CSGs, a principal repeatedly interacts with an …
Budget-constrained multi-armed bandits with multiple plays
We study the multi-armed bandit problem with multiple plays and a budget constraint for
both the stochastic and the adversarial setting. At each round, exactly K out of N possible …
both the stochastic and the adversarial setting. At each round, exactly K out of N possible …
Consumer scores and price discrimination
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 …
proxy for unobserved willingness to pay. A long-lived consumer interacts with a sequence of …
Repeated contextual auctions with strategic buyers
Motivated by real-time advertising exchanges, we analyze the problem of pricing inventory
in a repeated posted-price auction. We consider both the cases of a truthful and surplus …
in a repeated posted-price auction. We consider both the cases of a truthful and surplus …
Dynamic incentive-aware learning: Robust pricing in contextual auctions
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 …
reserve prices against strategic buyers in repeated contextual second-price auctions …
Learning in stackelberg games with non-myopic agents
Stackelberg games are a canonical model for strategic principal-agent interactions.
Consider, for instance, a defense system that distributes its security resources across high …
Consider, for instance, a defense system that distributes its security resources across high …