Score: 1

No-Regret Online Autobidding Algorithms in First-price Auctions

Published: October 19, 2025 | arXiv ID: 2510.16869v1

By: Yuan Deng , Yilin Li , Wei Tang and more

BigTech Affiliations: Google

Potential Business Impact:

Makes online ads pay better, even with rules.

Business Areas:
Online Auctions Commerce and Shopping

Automated bidding to optimize online advertising with various constraints, e.g. ROI constraints and budget constraints, is widely adopted by advertisers. A key challenge lies in designing algorithms for non-truthful mechanisms with ROI constraints. While prior work has addressed truthful auctions or non-truthful auctions with weaker benchmarks, this paper provides a significant improvement: We develop online bidding algorithms for repeated first-price auctions with ROI constraints, benchmarking against the optimal randomized strategy in hindsight. In the full feedback setting, where the maximum competing bid is observed, our algorithm achieves a near-optimal $\widetilde{O}(\sqrt{T})$ regret bound, and in the bandit feedback setting (where the bidder only observes whether the bidder wins each auction), our algorithm attains $\widetilde{O}(T^{3/4})$ regret bound.

Country of Origin
🇺🇸 United States

Page Count
35 pages

Category
Computer Science:
CS and Game Theory