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Competing intermediaries in online display advertising

Competing intermediaries in online display advertising
Competing intermediaries in online display advertising

Motivated by the emergence of online advertising exchanges, where display advertisements are traded in real time via specialized intermediaries, such as advertising networks and demand side platforms, we analyze a scenario in which a single, indivisible good is auctioned at a central seller via two intermediary auctions, all implementing Vickrey auctions. We study, for the first time, the selection problem faced by the buyers who have to decide in which intermediary auction to bid after observing the set reserve prices. We find that, in case of complete information about the buyers’ valuations for the good, an infinite number of Nash equilibria exist for the selection strategies, and that reserve prices are driven up, as opposed to the classical setting without intermediaries. We also illustrate that the reserve price setting problem of the intermediaries admits a symmetric subgame-perfect equilibrium.

1865-1348
146-159
Springer Berlin, Heidelberg
Stavrogiannis, Lampros C.
82115cbd-3be8-4db7-bd5b-7407607aa72e
Gerding, Enrico H.
d9e92ee5-1a8c-4467-a689-8363e7743362
Polukarov, Maria
bd2f0623-9e8a-465f-8b29-851387a64740
David, Esther
Kiekintveld, Christopher
Robu, Valentin
Shehory, Onn
Stein, Sebastian
Stavrogiannis, Lampros C.
82115cbd-3be8-4db7-bd5b-7407607aa72e
Gerding, Enrico H.
d9e92ee5-1a8c-4467-a689-8363e7743362
Polukarov, Maria
bd2f0623-9e8a-465f-8b29-851387a64740
David, Esther
Kiekintveld, Christopher
Robu, Valentin
Shehory, Onn
Stein, Sebastian

Stavrogiannis, Lampros C., Gerding, Enrico H. and Polukarov, Maria (2013) Competing intermediaries in online display advertising. David, Esther, Kiekintveld, Christopher, Robu, Valentin, Shehory, Onn and Stein, Sebastian (eds.) In Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets: AMEC and TADA 2012, Valencia, Spain, June 4th, 2012, Revised Selected Papers. vol. 136, Springer Berlin, Heidelberg. pp. 146-159 . (doi:10.1007/978-3-642-40864-9_11).

Record type: Conference or Workshop Item (Paper)

Abstract

Motivated by the emergence of online advertising exchanges, where display advertisements are traded in real time via specialized intermediaries, such as advertising networks and demand side platforms, we analyze a scenario in which a single, indivisible good is auctioned at a central seller via two intermediary auctions, all implementing Vickrey auctions. We study, for the first time, the selection problem faced by the buyers who have to decide in which intermediary auction to bid after observing the set reserve prices. We find that, in case of complete information about the buyers’ valuations for the good, an infinite number of Nash equilibria exist for the selection strategies, and that reserve prices are driven up, as opposed to the classical setting without intermediaries. We also illustrate that the reserve price setting problem of the intermediaries admits a symmetric subgame-perfect equilibrium.

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More information

e-pub ahead of print date: 16 September 2013
Published date: 20 September 2013
Venue - Dates: International Workshop on Agent-Mediated Electronic Commerce and Trading Agent Design and Analysis, AMEC/TADA 2012, , Valencia, Spain, 2012-06-04 - 2012-06-04

Identifiers

Local EPrints ID: 485983
URI: http://eprints.soton.ac.uk/id/eprint/485983
ISSN: 1865-1348
PURE UUID: ce3d8d7c-aaf6-46c5-afe4-e32dcf50d9da
ORCID for Enrico H. Gerding: ORCID iD orcid.org/0000-0001-7200-552X

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Date deposited: 04 Jan 2024 18:32
Last modified: 18 Mar 2024 03:02

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Contributors

Author: Lampros C. Stavrogiannis
Author: Enrico H. Gerding ORCID iD
Author: Maria Polukarov
Editor: Esther David
Editor: Christopher Kiekintveld
Editor: Valentin Robu
Editor: Onn Shehory
Editor: Sebastian Stein

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