Optimal Real-Time Bidding Strategies

DOI10.1093/AMRX/ABW007zbMath1397.91256arXiv1511.08409OpenAlexW2963873680MaRDI QIDQ4683871

Joaquin Fernandez-Tapia, Jean-Michel Lasry, Olivier Guéant

Publication date: 26 September 2018

Published in: Applied Mathematics Research eXpress (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.08409

zbMATH Keywords

stochastic optimal controlprobability distributionPoisson processreal-time bidding strategies

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (2)

Diffusive limit approximation of pure-jump optimal stochastic control problems ⋮ Robust optimal designs using a model misspecification term

This page was built for publication: Optimal Real-Time Bidding Strategies