Optimization of a SSP's Header Bidding Strategy using Thompson Sampling

no code implementations • 9 Jul 2018 • Grégoire Jauvion, Nicolas Grislain, Pascal Sielenou Dkengne, Aurélien Garivier, Sébastien Gerchinovitz

The SSP acts as an intermediary between an advertiser wanting to buy ad spaces and a web publisher wanting to sell its ad spaces, and needs to define a bidding strategy to be able to deliver to the advertisers as many ads as possible while spending as little as possible.

Thompson Sampling