首页|不确定曝光量下保量投放合约广告鲁棒分配优化

不确定曝光量下保量投放合约广告鲁棒分配优化

Robust Guaranteed Delivery Ad Allocation Optimization with Uncertain Impression Supplies

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在线广告市场中,保量投放合约广告占有重要份额.在相应的广告分配研究中,通常假设广告发布商平台在分配决策时,已知曝光量的精确值或精确概率分布,但实际决策时该值是高度不确定的.本文假设仅知曝光量部分分布信息,寻求已知部分信息的不确定集的最坏情形下的鲁棒分配方案,建立分布鲁棒机会约束模型.通过分析问题结构特征,对模型进行转化,设计了基于黄金分割搜索的风险概率凸逼近迭代算法,有效提升分配效果.最后进行数值仿真实验,验证得到的广告分配方案和相应设计算法的有效性和鲁棒性.
Guaranteed delivery targeted display advertising occupies an important share in online advertisement market.Relevant research often assumes that the publisher knows the exact values or probability distributions of impression supplies,which is highly uncertain before decision making in practice,due to the changing social hotspots and other various factors.Assuming that only partially distributional information is known,this paper constructs robust allocation strategies under the worst-case scenario with an ambiguity set.A distributionally robust chance constrained model is constructed,aiming at optimizing penalty cost and fairness.After analysis,the model is transformed that can be directly solved by existing optimization solvers.A convex approximation iterative algorithm based on golden section search is further designed to improve the effectiveness.Finally,the numerical experiments are carried out.The results illustrate the effectiveness and stability of our strategy and the corresponding design algorithm.

Display AdvertisingGuaranteed DeliveryUncertaintyDistributionally Robust OptimizationIterative Algorithm

代文强、刘敏、隋鑫

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电子科技大学经济与管理学院,四川成都 611731

展示广告 保量投放 不确定性 分布鲁棒优化 迭代算法

国家自然科学基金面上项目

71871045

2024

系统工程
湖南省系统工程与管理学会

系统工程

CSTPCD北大核心
影响因子:0.721
ISSN:1001-4098
年,卷(期):2024.42(2)
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