Pacing Equilibrium in First Price Auction Markets
References
- (2008) Ad delivery with budgeted advertisers: A comprehensive LP approach. J. Electronic Commerce Res. 9(1):16–32.Google Scholar
- (2020) Credible auctions: A trilemma. Econometrica 88(2):425–467.Crossref, Google Scholar
- (2006) The Lovely but Lonely Vickrey Auction. Combinatorial Auctions (MIT Press, Cambridge, MA).Google Scholar
- (2009) On revenue maximization in second-price ad auctions. Fiat A, Sanders P, eds. Algorithms—ESA 2009, Lecture Notes in Computer Science, vol. 5757 (Springer, Berlin), 155–166.Crossref, Google Scholar
- (2019) Learning in repeated auctions with budgets: Regret minimization and equilibrium. Management Sci. 65(9):3952–3968.Link, Google Scholar
- (2015) Repeated auctions with budgets in ad exchanges: Approximations and design. Management Sci. 61(4):864–884.Link, Google Scholar
- (2021) Budget-management strategies in repeated auctions. Oper. Res. 69(3):859–876.Link, Google Scholar
- (2019) Rolling out first price auctions to google ad manager partners. Accessed July 13, 2021, https://www.blog.google/products/admanager/rolling-out-first-price-auctions-google-ad-manager-partners/.Google Scholar
- (2007) Dynamics of bid optimization in online advertisement auctions. Proc. 16th Internat. Conf. World Wide Web (WWW) (Association for Computing Machinery), 531–540.Google Scholar
- (2007) Greedy bidding strategies for keyword auctions. Proc. 8th ACM Conf. Electronic Commerce (EC) (Association for Computing Machinery), 262–271.Google Scholar
- (2017) Programmatic advertising is preparing for the first-price auction era. Accessed July 13, 2021, https://digiday.com/marketing/programmatic-advertising-readying-first-price-auction-era/.Google Scholar
- (2021) The complexity of pacing for second-price auctions. Preprint, submitted March 25, https://arxiv.org/abs/2103.13969.Google Scholar
- (1979) Robust locally weighted regression and smoothing scatterplots. J. Amer. Statist. Assoc. 74(368):829–836.Crossref, Google Scholar
- (2017) Convex program duality, Fisher markets, and Nash social welfare. Proc. 2017 ACM Conf. Econom. Comput. (EC) (Association for Computing Machinery), 459–460.Google Scholar
- (2021) Multiplicative pacing equilibria in auction markets. Oper. Res., ePub ahead of print December 13, https://doi.org/10.1287/opre.2021.2167.Google Scholar
- (2021) A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization. Math. Programming, ePub ahead of print March 9.Crossref, Google Scholar
- (2019) Expressiveness and robustness of first-price position auctions. Math. Oper. Res. 44(1):196–211.Abstract, Google Scholar
- (2007) Strategic bidder behavior in sponsored search auctions. Decision Support Systems 43(1):192–198.Crossref, Google Scholar
- (2007) Budget optimization in search-based advertising auctions. Proc. 8th ACM Conf. Electronic Commerce (EC) (Association for Computing Machinery), 40–49.Google Scholar
- (2020) First-order methods for large-scale market equilibrium computation. Adv. Neural Inform. Processing Systems (NeurIPS) 33:21738–21750.Google Scholar
- (2021) Infinite-dimensional Fisher markets: Equilibrium, duality and optimization. Proc. AAAI Conf. Artificial Intelligence 35(6):5432–5439.Google Scholar
- (2010) Advertisement allocation for generalized second-pricing schemes. Oper. Res. Lett. 38(6):571–576.Crossref, Google Scholar
- (2008) Graph implementations for nonsmooth convex programs. Blondel V, Boyd S, Kimura H, eds. Recent Advances in Learning and Control, Lecture Notes in Control and Information Sciences (Springer, Berlin), 95–110.Crossref, Google Scholar
- (2014) CVX: Matlab software for disciplined convex programming, version 2.1. Accessed March 6, 2022, http://cvxr.com/cvx.Google Scholar
- (2008) Optimal bidding in stochastic budget constrained slot auctions. Proc. 9th ACM Conf. Electronic Commerce (EC) (Association for Computing Machinery), 20.Google Scholar
- (2020) Simplifying mobile app advertising: Moving to a first price auction. Accessed July 13, 2021, https://www.mopub.com/en/blog/first-price-auction.Google Scholar
- (2013) Optimizing budget constrained spend in search advertising. Proc. Sixth ACM Internat. Conf. Web Search Data Mining (WSDM) (Association for Computing Machinery), 697–706.Google Scholar
- (2021) Computing large market equilibria using abstractions. Oper. Res. 70(1):329–351.Google Scholar
- (1995) Microeconomic Theory (Oxford University Press, Oxford, United Kingdom).Google Scholar
- (2013) Online matching and ad allocation. Foundations Trends Theoret. Comput. Sci. 8(4):265–368.Crossref, Google Scholar
- (2007) Adwords and generalized online matching. J. ACM 54(5):22–es.Crossref, Google Scholar
- (2004) Putting Auction Theory to Work (Cambridge University Press, Cambridge, United Kingdom).Crossref, Google Scholar
- (2018) Computation of Fisher–Gale equilibrium by auction. J. Oper. Res. Soc. China 6(3):349–389.Crossref, Google Scholar
- (2007) Algorithmic Game Theory (Cambridge University Press, Cambridge, United Kingdom).Crossref, Google Scholar
- (2020) Why do competitive markets converge to first-price auctions? Proc. Web Conference 2020, 596–605.Google Scholar
- (2019) Fair division without disparate impact. Mechanism Design Social Good Workshop EC 2019 (MD4SG).Google Scholar
- (2018) Economics 2010b: Microeconomic Theory II. Accessed July 13, 2021, http://www.pareto-optimal.com/s/EC-2010B-Teaching-Notes-Full-GE-Feb-9-2018-blbz.pdf.Google Scholar
- (2006) An adaptive algorithm for selecting profitable keywords for search-based advertising services. Proc. 7th ACM Conf. Electronic Commerce (EC) (Association for Computing Machinery), 260–269.Google Scholar
- (2017) Big changes coming to auctions, as exchanges roll the dice on first-price. Accessed July 13, 2021, https://adexchanger.com/platforms/big-changes-coming-auctions-exchanges-roll-dice-first-price/.Google Scholar
- (2010) Dual averaging methods for regularized stochastic learning and online optimization. J. Machine Learn. Res. 11(3):2543–2596.Google Scholar

