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Record W3087426815 · doi:10.1287/mnsc.2022.4542

Best of Both Worlds Ad Contracts: Guaranteed Allocation and Price with Programmatic Efficiency

2022· article· en· W3087426815 on OpenAlexaff
Maxime C. Cohen, Antoine Désir, Nitish Korula, Balasubramanian Sivan

Bibliographic record

VenueManagement Science · 2022
Typearticle
Languageen
FieldDecision Sciences
TopicAuction Theory and Applications
Canadian institutionsMcGill University
Fundersnot available
KeywordsCommon value auctionMicroeconomicsBiddingRevenueRisk aversion (psychology)EconomicsRevenue equivalenceDutch auctionAuction theoryExpected utility hypothesisFinancial economicsFinance

Abstract

fetched live from OpenAlex

Buying display ad impressions via real-time auctions comes with significant allocation and price uncertainties. We design and analyze a contract that mitigates this uncertainty risk by providing guaranteed allocation and prices while maintaining the efficiency of buying in an auction. We study how risk aversion affects the desire for guarantees and how to price a guaranteed allocation. We propose to augment the traditional auction with a programmatic purchase option (which we call a Market-Maker contract) that removes allocation and price uncertainties. Instead of participating in the auction, advertisers can secure impressions in advance at a fixed premium price offered by the Market-Maker. It is then the responsibility of the Market-Maker to procure these impressions by bidding in the auction. We model buyers as risk-averse agents and analyze the equilibrium outcome when buyers face two purchase options (auction and Market-Maker contract). We derive analytical expressions for the Market-Maker price that reveal insightful relationships with uncertainties in the auction price and buyers’ risk levels. We also show the existence of a Market-Maker price that simultaneously improves the seller’s revenue and the sum of buyers’ utilities. As a building block to our analysis, we establish the truthfulness of the multiunit auction when buyers have nonquasilinear utilities because of risk aversion. Recently, the Google’s Display & Video 360 platform started offering a product akin to Market-Maker called “Guaranteed Packages,” which was inspired by this paper. This paper was accepted by Gabriel Weintraub, revenue management and market analytics. Funding: The authors thank Google Research for its generous support.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.520
Threshold uncertainty score0.633

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.003
Science and technology studies0.0010.001
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.031
GPT teacher head0.325
Teacher spread0.294 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations4
Published2022
Admission routes1
Has abstractyes

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