Reserve price of risk-averse search engine in keyword auctions with advertisers' endogenous investment.
Qin YangXianpei HongZongjun WangHuaige ZhangPublished in: RAIRO Oper. Res. (2021)
Keyphrases
- risk averse
- sponsored search auctions
- risk aversion
- search engine
- keywords
- sponsored search advertising
- portfolio management
- risk neutral
- utility function
- venture capital
- decision makers
- sponsored search
- stochastic programming
- contextual advertising
- expected utility
- search advertising
- internet search engines
- bidding strategies
- auction mechanisms
- web search
- decision making
- information retrieval
- web pages
- budget constraints
- transaction costs
- keyword extraction
- return on investment
- portfolio selection
- online auctions
- multistage
- markov chain
- multi objective