12 citations · 20 across the 13 of their papers we have counts for
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math.OC2015
Optimal Real-Time Bidding Strategies
Joaquin Fernandez-Tapia, Olivier Guéant, Jean-Michel Lasry
The ad-trading desks of media-buying agencies are increasingly relying on complex algorithms for purchasing advertising inventory. In particular, Real-Time Bidding (RTB) algorithms…
math.AP2015
The master equation and the convergence problem in mean field games
Pierre Cardaliaguet, François Delarue, Jean-Michel Lasry +1
The paper studies the convergence, as tends to infinity, of a system of coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory.…