Budget optimization for sponsored search: Censored learning in MDPs

Uncertainty in Artificial Intelligence - Proceedings of the 28th Conference, UAI 2012

Volumn , Issue , 2012, Pages 54-63

  Amin, Kareem ^a   Kearns, Michael ^a   Key, Peter ^b   Schwaighofer, Anton ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b MICROSOFT RESEARCH   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CENSORED OBSERVATIONS; FAST CONVERGENCE; MARKOV DECISION PROCESSES; OPTIMAL PERFORMANCE; OPTIMIZATION PROBLEMS; PRODUCT-LIMIT ESTIMATOR; SPONSORED SEARCH AUCTIONS; SPONSORED SEARCHES;

ARTIFICIAL INTELLIGENCE; BUDGET CONTROL; LEARNING ALGORITHMS; MARKOV PROCESSES;

OPTIMIZATION;

EID: 84885984188     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)

1. P. Auer, N. Cesa-Bianchi, Y. Freund, and R.E. Schapire. The nonstochastic multiarmed bandit problem. SIAM Journal on Computing, 32(1):48-77, 2003.
2. C. Borgs, J. Chayes, N. Immorlica, K. Jain, O. Etesami, and M. Mahdian. Dynamics of bid optimization in online advertisement auctions. In Proceedings of the 16th international Conference on World Wide Web, pages 531-540. ACM, 2007.
3. M. Cary, A. Das, B. Edelman, I. Giotis, K. Heimerl, A.R. Karlin, C. Mathieu, and M. Schwarz. Greedy bidding strategies for keyword auctions. In Proceedings of the 8th ACM Conference on Electronic Commerce, pages 262-271. ACM, 2007.
4. K. Ganchev, M. Kearns, Y. Nevmyvaka, and J. Wortman. Censored exploration and the dark pool problem. In Proceedings of the 25th Conference on Uncertainty in Artificial Intelligence, 2009.
5. E.L. Kaplan and P. Meier. Nonparametric estimation from incomplete observations. Journal of the American Statistical Association, pages 457-481, 1958.
6. B. Kitts and B. Leblanc. Optimal bidding on keyword auctions. Electronic Markets, 14(3):186-201, 2004.
7. G.S. Lueker. Average-case analysis of off-line and on-line knapsack problems. In Proceedings of the Sixth Annual ACM-SIAM Symposium on Discrete Algorithms, pages 179-188. Society for Industrial and Applied Mathematics, 1995.
8. A. Marchetti-Spaccamela and C. Vercellis. Stochastic on-line knapsack problems. Mathematical Programming, 68(1):73-104, 1995.
9. B.W. Turnbull. Nonparametric estimation of a survivorship function with doubly censored data. Journal of the American Statistical Association, pages 169-173, 1974.
10. H Varian. Position auctions. International Journal of Industrial Organization, 25(6):1163-1178, 2007.
11. C.J.C.H. Watkins and P. Dayan. Q-learning. Machine Learning, 8(3):279-292, 1992.
12. Y. Zhou, D. Chakrabarty, and R. Lukose. Budget constrained bidding in keyword auctions and online knapsack problems. Internet and Network Economics, pages 566-576, 2008.