[Ml-stat-talks] Last Princeton Optimization Seminar of the year - TODAY at 4:30, in Sherrerd 101
Amir Ali Ahmadi
a_a_a at princeton.edu
Thu May 5 15:48:57 EDT 2016
----- Princeton Optimization Seminar ----- (last of the year)
DATE: TODAY (Thursday), May 5, 2016
TIME: 4:30 PM
LOCATION: Sherrerd Hall 101
SPEAKER: Vahab Mirrokni, Google Research
TITLE: Online Allocation and Bundling for Repeated Auctions and Ad Selection
Online ads are delivered in a real-time fashion under uncertainty in an environment with strategic agents. Making such real-time (or online) decisions without knowing the future results in challenging stochastic optimization problems for ad selection and dynamic mechanism design problems for repeated auctions. In this talk, I will present a number of recent theoretical models and results in this area inspired by applications in reservation and exchange markets in display advertising.
In particular, after a short introduction, I will first highlight the practical importance of considering “hybrid” models that can take advantage of forecasting for stochastic models and at the same time, are robust against adversarial changes in the input such as traffic spikes and discuss our recent results combining stochastic and adversarial input models from recent SODA<http://homes.cs.washington.edu/~shayan/simultaneous.pdf> and EC<http://delivery.acm.org/10.1145/2770000/2764536/p169-esfandiari.pdf?ip=188.8.131.52&id=2764536&acc=OA&key=4D4702B0C3E38B35%2E4D4702B0C3E38B35%2E4D4702B0C3E38B35%2E5945DC2EABF3343C&CFID=758515558&CFTOKEN=89131795&__acm__=1458533418_3acc1d5cf076bf518eb17b737595eabf> papers. Then I will present more recent results concerning online bundling schemes that can be applied to repeated auction environments. In particular, we discuss ideas from our recent papers about contract design, online bundling, stateful pricing, bank account mechanisms, and Martingale auctions. We will conclude by stating a number of open problems in this area (papers are under submission).
Vahab Mirrokni is a Principal Research Scientist, heading the algorithms research group at Google Research, New York. He received his PhD from MIT in 2005 and his B.Sc. from Sharif University of Technology in 1999. He joined Google Research after spending a couple of years at Microsoft Research and Amazon.com. He is the co-winner of best paper awards at KDD'15, EC'08, and SODA'05. At Google, he is leading research on algorithmic and economic problems related to search and ads; and in particular, on online ad allocation problems, distributed algorithms for large-scale graph mining, and mechanism design for advertising exchanges.
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