ROI-Constrained Bidding via Curriculum-Guided Bayesian Reinforcement Learning
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Abstract (arXiv)
Real-Time Bidding (RTB) is an important mechanism in modern online advertising systems. Advertisers employ bidding strategies in RTB to optimize their advertising effects subject to various financial requirements, especially the return-on-investment (ROI) constraint. ROIs change non-monotonically during the sequential bidding process, and often induce a see-saw effect between constraint satisfaction and objective optimization. While some existing approaches show promising results in static or mildly changing ad markets, they fail to generalize to highly dynamic ad markets with ROI constraints, due to their inability to adaptively balance constraints and objectives amidst non-stationarity and partial observability. In this work, we specialize in ROI-Constrained Bidding in non-stationary markets. Based on a Partially Observable Constrained Markov Decision Process, our method exploits an indicator-augmented reward function free of extra trade-off parameters and develops a Curriculum-Guided Bayesian Reinforcement Learning (CBRL) framework to adaptively control the constraint-objective trade-off in non-stationary ad markets. Extensive experiments on a large-scale industrial dataset with two problem settings reveal that CBRL generalizes well in both in-distribution and out-of-distribution data regimes, and enjoys superior learning efficiency and stability.
Key facts. Cited by 12 papers in the map (data through 7 Oct 2026). Builds on 22 of its 44 references that are in the map. First posted on arXiv 10 Jun 2022.
Builds on
22 of 44 references.
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10 more
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Built on by
Citing papers per year: 2023: 2; 2024: 2; 2025: 7; 2026: 1.
12 papers.
- 2025VL-Rethinker: Incentivizing Self-Reflection of Vision-Language Models with Reinforcement Learningcited by 315
- 2025Pixel Reasoner: Incentivizing Pixel-Space Reasoning with Curiosity-Driven Reinforcement Learningcited by 267
- 2025VR-Thinker: Boosting Video Reward Models through Thinking-with-Image Reasoningcited by 11
- 2023Adversarial Constrained Bidding via Minimax Regret Optimization with Causality-Aware Reinforcement Learningcited by 7
- 2025Generative Auto-Bidding in Large-Scale Competitive Auctions via Diffusion Completer-Alignercited by 5
- 2023HiBid: A Cross-Channel Constrained Bidding System with Budget Allocation by Hierarchical Offline Deep Reinforcement Learningcited by 4
- 2024Auto-bidding in real-time auctions via Oracle Imitation Learning (OIL)cited by 3
- 2025Autobidding Arena: unified evaluation of the classical and RL-based autobidding algorithmscited by 1
- 2024Hierarchical Multi-agent Meta-Reinforcement Learning for Cross-channel Biddingcited by 0
- 2025Order Acquisition Under Competitive Pressure: A Rapidly Adaptive Reinforcement Learning Approach for Ride-Hailing Subsidy Strategiescited by 0
- 2025HALO: Hindsight-Augmented Learning for Online Auto-Biddingcited by 0
- 2026A Lightweight MPC Bidding Framework for Brand Auction Adscited by 0
- 2026A Lightweight MPC Bidding Framework for Brand Auction Ads8 Mar 2026
- 2025Autobidding Arena: unified evaluation of the classical and RL-based autobidding algorithms22 Oct 2025
- 2025VR-Thinker: Boosting Video Reward Models through Thinking-with-Image Reasoning12 Oct 2025
- 2025Generative Auto-Bidding in Large-Scale Competitive Auctions via Diffusion Completer-Aligner3 Sep 2025
- 2025HALO: Hindsight-Augmented Learning for Online Auto-Bidding5 Aug 2025
- 2025Order Acquisition Under Competitive Pressure: A Rapidly Adaptive Reinforcement Learning Approach for Ride-Hailing Subsidy Strategies3 Jul 2025
- 2025Pixel Reasoner: Incentivizing Pixel-Space Reasoning with Curiosity-Driven Reinforcement Learning21 May 2025
- 2025VL-Rethinker: Incentivizing Self-Reflection of Vision-Language Models with Reinforcement Learning10 Apr 2025
- 2024Hierarchical Multi-agent Meta-Reinforcement Learning for Cross-channel Bidding26 Dec 2024
- 2024Auto-bidding in real-time auctions via Oracle Imitation Learning (OIL)16 Dec 2024
- 2023HiBid: A Cross-Channel Constrained Bidding System with Budget Allocation by Hierarchical Offline Deep Reinforcement Learning29 Dec 2023
- 2023Adversarial Constrained Bidding via Minimax Regret Optimization with Causality-Aware Reinforcement Learning12 Jun 2023