Online allocation rules for display advertising
Abstract/Contents
- Abstract
- Efficient allocation of impressions to advertisers in display advertising has a significant impact on advertisers' utility and the browsing experience of users. The problem becomes particularly challenging in the presence of advertisers with limited budgets as this creates a complex interaction among advertisers in the optimal impression assignment. In this thesis, we study online impression allocation in display advertising with budgeted advertisers. That is, upon arrival of each impression, cost and revenue vectors are revealed and the impression should be assigned to an advertiser almost immediately. Without any assumption on the distribution/arrival of impressions, we propose a framework to capture the risk to the ad network for each possible allocation; impressions are allocated to advertisers such that the risk of ad network is minimized. In practice, this translates to starting with an initial estimate of dual prices and updating them according to the belief of the ad network toward the future demand and remaining budgets. We apply our algorithms to a real data set, and we empirically show that Kullback-Leibler divergence risk measure has the best performance in terms of revenue and balanced budget delivery. Moreover, we address many practical challenges such as delay, unknown arrival rate, and frequency capping.
Description
| Type of resource | text |
|---|---|
| Form | electronic; electronic resource; remote |
| Extent | 1 online resource. |
| Publication date | 2015 |
| Issuance | monographic |
| Language | English |
Creators/Contributors
| Associated with | Shamsi, Davood |
|---|---|
| Associated with | Stanford University, Department of Management Science and Engineering. |
| Primary advisor | Ye, Yinyu |
| Thesis advisor | Ye, Yinyu |
| Thesis advisor | Goel, Sharad, 1977- |
| Thesis advisor | Luenberger, Robert |
| Thesis advisor | Van Roy, Benjamin |
| Advisor | Goel, Sharad, 1977- |
| Advisor | Luenberger, Robert |
| Advisor | Van Roy, Benjamin |
Subjects
| Genre | Theses |
|---|
Bibliographic information
| Statement of responsibility | Davood Shamsi. |
|---|---|
| Note | Submitted to the Department of Management Science and Engineering. |
| Thesis | Thesis (Ph.D.)--Stanford University, 2015. |
| Location | electronic resource |
Access conditions
- Copyright
- © 2015 by Davood Shamsi
- License
- This work is licensed under a Creative Commons Attribution Non Commercial 3.0 Unported license (CC BY-NC).
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