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Optimal Real-Time Bidding Strategies - MaRDI portal

Optimal Real-Time Bidding Strategies (Q4683871)

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scientific article; zbMATH DE number 6943995
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English
Optimal Real-Time Bidding Strategies
scientific article; zbMATH DE number 6943995

    Statements

    title
    Optimal Real-Time Bidding Strategies (English)
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    author
    Olivier Guéant
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    Jean-Michel Lasry
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    publication date
    26 September 2018
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    zbMATH Keywords
    real-time bidding strategies
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    stochastic optimal control
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    Poisson process
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    probability distribution
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    Identifiers

    DOI
    10.1093/amrx/abw007
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    Mathematics Subject Classification ID
    91B26
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    90B05
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    93E20
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    zbMATH DE Number
    6943995
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    OpenAlex ID
    W2963873680
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    arXiv ID
    1511.08409
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