Chance constrained optimization for targeted Internet advertising

Antoine Deza, Kai Huang and Michael R. Metel

Omega, 2015, vol. 53, issue C, 90-96

Abstract: 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.

Keywords: Internet advertising; Chance constrained programming; Sample approximation; Convex programming (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (6)

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DOI: 10.1016/j.omega.2014.12.007

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