Chance constrained optimization for targeted Internet advertising

被引：18
|
作者：
Deza, Antoine [1 ]
Huang, Kai [2 ]
Metel, Michael R. [3 ]
机构：
[1] McMaster Univ, Dept Comp & Software, Adv Optimizat Lab, Hamilton, ON, Canada
[2] McMaster Univ, DeGroote Sch Business, Hamilton, ON, Canada
[3] McMaster Univ, Sch Computat Sci & Engn, Hamilton, ON, Canada
来源：
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE | 2015年 / 53卷
基金：
加拿大自然科学与工程研究理事会;
关键词：
Internet advertising; Chance constrained programming; Sample approximation; Convex programming;
D O I：
10.1016/j.omega.2014.12.007
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
We introduce a chance constrained optimization model for the fulfillment of guaranteed display Internet advertising campaigns. The proposed formulation for the allocation of display inventory takes into account the uncertainty of the supply of Internet viewers. We discuss and present theoretical and computational features of the model via Monte Carlo sampling and convex approximations. Theoretical upper and lower bounds are presented along with a numerical substantiation. (C) 2015 Elsevier Ltd. All rights reserved.
引用
收藏
页码：90 / 96
页数：7
相关论文
共 50 条
  • [31] On quantile cuts and their closure for chance constrained optimization problems
    Weijun Xie
    Shabbir Ahmed
    [J]. Mathematical Programming, 2018, 172 : 621 - 646
  • [32] DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS
    Bot, Radu Ioan
    Lorenz, Nicole
    Wanka, Gert
    [J]. JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, 2010, 47 (01) : 17 - 28
  • [33] Chance Constrained Optimization in a Home Energy Management System
    Huang, Yantai
    Wang, Lei
    Guo, Weian
    Kang, Qi
    Wu, Qidi
    [J]. IEEE TRANSACTIONS ON SMART GRID, 2018, 9 (01) : 252 - 260
  • [34] On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems
    Margellos, Kostas
    Goulart, Paul
    Lygeros, John
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2014, 59 (08) : 2258 - 2263
  • [35] Nonlinear chance-constrained process optimization under uncertainty
    Wendt, M
    Li, P
    Wozny, G
    [J]. INDUSTRIAL & ENGINEERING CHEMISTRY RESEARCH, 2002, 41 (15) : 3621 - 3629
  • [36] Farm management optimization using chance constrained programming method
    Moghaddam, Kamran S.
    DePuy, Gail W.
    [J]. COMPUTERS AND ELECTRONICS IN AGRICULTURE, 2011, 77 (02) : 229 - 237
  • [37] Chance-Constrained Optimization of OFDMA Cognitive Radio Uplinks
    Soltani, Nasim Yahya
    Kim, Seung-Jun
    Giannakis, Georgios B.
    [J]. IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, 2013, 12 (03) : 1098 - 1107
  • [38] SEMIDEFINITE PROGRAMMING FOR CHANCE CONSTRAINED OPTIMIZATION OVER SEMIALGEBRAIC SETS
    Jasour, A. M.
    Aybat, N. S.
    Lagoa, C. M.
    [J]. SIAM JOURNAL ON OPTIMIZATION, 2015, 25 (03) : 1411 - 1440
  • [39] Chance-constrained optimization with spatially autocorrelated forest yields
    Hof, J
    Bevers, M
    Pickens, J
    [J]. FOREST SCIENCE, 1996, 42 (01) : 118 - 123
  • [40] Robust and Chance-Constrained Optimization under Polynomial Uncertainty
    Dabbene, F.
    Feng, C.
    Lagoa, C. M.
    [J]. 2009 AMERICAN CONTROL CONFERENCE, VOLS 1-9, 2009, : 379 - +
12345