4 papers
Dynamic Regret for Non-Stationary Linear Bandits via Misspecification Reductions
Zihao Hu, Yuan Yao, Jiheng Zhang +1
Many online decision-making problems involve both round-specific feasible actions and drifting reward models: eligible ad impressions, feasible prices, and available treatments can…
Learning to Bid with Unknown Private Values in Budget-Constrained First-Price Auctions
Zihao Hu, Yuxiao Wen, Yuan Yao +2
We study the operational problem of automated bidding in repeated first-price auctions under budget and return-on-spend (RoS) constraints. In this setting, an auto-bidder must tran…
The (Marginal) Value of a Search Ad: An Online Causal Framework for Repeated Second-price Auctions
Yuxiao Wen, Zihao Hu, Yanjun Han +2
Existing auto-bidding algorithms in digital advertising often treat the value of an ad opportunity as the revenue obtained when an ad is shown and/or clicked, and bid accordingly.…
Learning to Bid in Non-Stationary Repeated First-Price Auctions
Zihao Hu, Xiaoyu Fan, Yuan Yao +2
First-price auctions have recently gained significant traction in digital advertising markets, exemplified by Google's transition from second-price to first-price auctions. Unlike…