Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Learning Best Response Strategies for Agents in Ad Exchanges   Ad exchanges are widely used in platforms for online display advertising.
Autonomous agents operating in these exchanges must learn policies for
interacting profitably with a diverse, continually changing, but unknown
market. We consider this problem from the perspective of a publisher,
strategically interacting with an advertiser through a posted price mechanism.
The learning problem for this agent is made difficult by the fact that
information is censored, i.e., the publisher knows if an impression is sold but
no other quantitative information. We address this problem using the
Harsanyi-Bellman Ad Hoc Coordination (HBA) algorithm, which conceptualises this
interaction in terms of a Stochastic Bayesian Game and arrives at optimal
actions by best responding with respect to probabilistic beliefs maintained
over a candidate set of opponent behaviour profiles. We adapt and apply HBA to
the censored information setting of ad exchanges. Also, addressing the case of
stochastic opponents, we devise a strategy based on a Kaplan-Meier estimator
for opponent modelling. We evaluate the proposed method using simulations
wherein we show that HBA-KM achieves substantially better competitive ratio and
lower variance of return than baselines, including a Q-learning agent and a
UCB-based online learning agent, and comparable to the offline optimal
algorithm.

19
The categories of this paper are: eess
31
The categories of this paper are: ao-sci
20
The categories of this paper are: acc-phys
33
The categories of this paper are: plasm-ph
35
The categories of this paper are: mtrl-th
36
The categories of this paper are: cmp-lg
6
The categories of this paper are: astro-ph
5
The categories of this paper are: gr-qc
12
The categories of this paper are: nucl-th
32
The categories of this paper are: atom-ph
0
The categories of this paper are: hep-ph
17
The categories of this paper are: q-fin
21
The categories of this paper are: adap-org
3
The categories of this paper are: physics
18
The categories of this paper are: econ
2
The categories of this paper are: math