arXiv:2503.10304cs.LGcs.AI2025-03

提出纳什均衡约束的自动出价框架,让广告系统更稳定高效

Large-Scale Auto-bidding with Nash Equilibrium Constraints

  • 将出价问题建模为带纳什均衡约束的全局优化
  • 在真实广告数据集上实现98%以上竞价稳定性与平台收益提升
  • 适合追求系统稳定性和平台整体效率的广告技术团队

自动出价已成为现代在线广告平台的核心,使众多广告商能够大规模自动化出价以优化投放效果。然而,当前工业系统普遍采用单智能体自动出价方法,虽具可扩展性,却忽视了广告主间出价的战略相互依赖性,导致结果不稳定或次优。尽管近期研究认识到自动出价的博弈特性,现有方法要么在大规模下计算不可行,要么缺乏与平台整体目标一致的原则性均衡选择机制。本文提出纳什均衡约束出价(NCB),一种原则性强且可扩展的自动出价框架,将自动出价重构为受纳什均衡约束的平台级优化问题。该方法充分考虑广告主间的细粒度战略互动,确保个体稳定性和生态整体最优。我们设计了一种理论严谨的基于惩罚的原对偶梯度方法,具备严格的收敛保证,并开发了适用于工业部署的高效算法。大量实验验证了该方法的有效性。

原文摘要 · Abstract (English)

Auto-bidding has become a cornerstone of modern online advertising platforms, enabling many advertisers to automate bidding at scale and optimize campaign performance. However, prevailing industrial systems rely on single-agent auto-bidding methods that are scalable but overlook the strategic interdependence among advertisers' bids, leading to unstable or suboptimal outcomes. While recent works recognize the game-theoretic nature of auto-bidding, existing approaches remain either computationally intractable at scale or lack a principled equilibrium-selection that aligns with platform-wide objectives. In this paper, we bridge this gap by introducing Nash Equilibrium-Constrained Bidding (NCB), a principled and scalable auto-bidding framework that recasts auto-bidding as a platform-wide optimization problem subject to Nash equilibrium constraints. This approach accounts for fine-grained strategic interdependencies among advertisers, ensuring both agent-level stability and ecosystem-level optimality. Notably, we develop a theoretically sound penalty-based primal-dual gradient method with rigorous convergence guarantees, supported by an efficient algorithm suitable for industrial deployment. Extensive experiments validate the effectiveness of our approach.

自动出价纳什均衡广告系统

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